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Andreas S. Weigend
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2000 – 2009
- 2005
- [c15]Nicolas Christin
, Andreas S. Weigend, John Chuang
Content availability, pollution and poisoning in file sharing peer-to-peer networks. EC 2005: 68-77 - 2004
- [j16]Hui Wang
Data mining for financial decision making. Decis. Support Syst. 37(4): 457-460 (2004) - 2003
- [j15]Susan T. Dumais, Thorsten Joachims, Krishna Bharat, Andreas S. Weigend:
SIGIR 2003 workshop report: implicit measures of user interests and preferences. SIGIR Forum 37(2): 50-54 (2003) - [c14]Andreas S. Weigend:
Analyzing customer behavior at Amazon.com. KDD 2003: 5 - 2002
- [j14]Hui Wang, Andreas S. Weigend:
Data Mining for Financial Decision Making. Decis. Support Syst. 32(4): 417-418 (2002)
1990 – 1999
- 1999
- [j13]Andreas S. Weigend, Erik D. Wiener, Jan O. Pedersen:
Exploiting Hierarchy in Text Categorization. Inf. Retr. 1(3): 193-216 (1999) - [j12]Ashok N. Srivastava, Renjeng Su, Andreas S. Weigend:
Data Mining for Features Using Scale-Sensitive Gated Experts. IEEE Trans. Pattern Anal. Mach. Intell. 21(12): 1268-1279 (1999) - [c13]Elion Chin, Andreas S. Weigend, Heinz Zimmermann:
Computing portfolio risk using Gaussian mixtures and independent component analysis. CIFEr 1999: 74-117 - [c12]Isaac J. Chang, Andreas S. Weigend:
Nonlinear prediction of conditional percentiles for value-at-risk. CIFEr 1999: 118-134 - [c11]Christian D. Pirkner, Andreas S. Weigend, Heinz Zimmermann:
Extracting risk-neutral densities from option prices using mixture binomial trees. CIFEr 1999: 135-158 - 1998
- [j11]Blake LeBaron
A bootstrap evaluation of the effect of data splitting on financial time series. IEEE Trans. Neural Networks 9(1): 213-220 (1998) - [c10]Andrew D. Back, Andreas S. Weigend:
What drives stock returns?-an independent component analysis. CIFEr 1998: 141-156 - [c9]Andreas S. Weigend, Fei Chen, Stephen Figlewski, Steven R. Waterhouse:
Discovering Technical Traders in the T-bond Futures Market. KDD 1998: 354-358 - 1997
- [j10]Jens Timmer, Andreas S. Weigend:
Modeling Volatility Using State Space Models. Int. J. Neural Syst. 8(4): 385-398 (1997) - [j9]Mark Choey, Andreas S. Weigend:
Nonlinear Trading Models Through Sharpe Ratio Maximization. Int. J. Neural Syst. 8(4): 417-431 (1997) - [j8]Andrew D. Back
A First Application of Independent Component Analysis to Extracting Structure from Stock Returns. Int. J. Neural Syst. 8(4): 473-484 (1997) - [c8]Thomas McCabe, Andreas S. Weigend:
Measuring predictability using multiresolution embedding. CIFEr 1997: 75-81 - [c7]Shanming Shi, Andreas S. Weigend:
Taking time seriously: hidden Markov experts applied to financial engineering. CIFEr 1997: 244-252 - [c6]Shanming Shi, Andreas S. Weigend:
Markov gated experts for time series analysis: beyond regression. ICNN 1997: 2039-2044 - 1996
- [j7]Andreas S. Weigend:
Time Series Analysis and Prediction Using Gated Experts with Application to Energy Demand Forecasts. Appl. Artif. Intell. 10(6): 583-624 (1996) - 1995
- [j6]Andreas S. Weigend, Ashok N. Srivastava:
Predicting conditional probability distributions: a connectionist approach. Int. J. Neural Syst. 6(2): 109-118 (1995) - [j5]Andreas S. Weigend, Morgan Mangeas, Ashok N. Srivastava:
Nonlinear gated experts for time series: discovering regimes and avoiding overfitting. Int. J. Neural Syst. 6(4): 373-399 (1995) - 1994
- [b1]Andreas S. Weigend, Neil A. Gershenfeld:
Time Series Prediction: Forecasting the Future and Understanding the Past. Addison-Wesley 1994, ISBN 0-201-62601-2 - [j4]Wray L. Buntine
Computing second derivatives in feed-forward networks: a review. IEEE Trans. Neural Networks 5(3): 480-488 (1994) - [c5]David A. Nix, Andreas S. Weigend:
Learning Local Error Bars for Nonlinear Regression. NIPS 1994: 489-496 - [c4]Peter T. Kazlas, Andreas S. Weigend:
Direct Multi-Step Time Series Prediction Using TD-lambda. NIPS 1994: 721-728 - 1993
- [j3]Andreas S. Weigend:
John A. Hertz, Anders S. Krogh, Richard G. Palmer, Introduction to the Theory of Neural Computation. Artif. Intell. 62(1): 93-111 (1993) - [c3]Andreas S. Weigend, Neil A. Gershenfeld:
Results of the time series prediction competition at the Santa Fe Institute. ICNN 1993: 1786-1793 - [c2]Andreas S. Weigend:
Connectionism for Music and Audition. NIPS 1993: 1163-1164 - 1991
- [j2]Wray L. Buntine, Andreas S. Weigend:
Bayesian Back-Propagation. Complex Syst. 5(6) (1991) - 1990
- [j1]Andreas S. Weigend, Bernardo A. Huberman, David E. Rumelhart:
Predicting the Future: a Connectionist Approach. Int. J. Neural Syst. 1(3): 193-209 (1990) - [c1]Andreas S. Weigend, David E. Rumelhart, Bernardo A. Huberman:
Generalization by Weight-Elimination with Application to Forecasting. NIPS 1990: 875-882
Coauthor Index
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