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Results 21-30 of 32.
Item hits:
| Date | Title |
Authors |
| 2005 | Forecasting economic variables with nonlinear models | Teräsvirta, Timo |
| 2011 | Removing systematic patterns in returns in a financial market model by artificially intelligent traders | Witte, Björn-Christopher |
| 1995 | Forecasting stock market averages to enhance profitable trading strategies | Haefke, Christian / Helmenstein, Christian |
| 1995 | Forecasting Austrian IPOs: An application of linear and neural network error-correction models | Haefke, Christian / Helmenstein, Christian |
| 1995 | Prediction risk and the forecasting of stock market indexes | Haefke, Christian / Helmenstein, Christian |
| 2002 | Testing for structural breaks in nonlinear dynamic models using artificial neural network approximations | Kapetanios, George |
| 2003 | Testing for ARCH in the presence of nonlinearity of unknow form in the conditional mean | Blake, Andrew P. / Kapetanios, George |
| 1998 | An Artificial Stock Market: Asset Pricing and Endogenous Expectations using Neural Nets | Sommer, Joerg / Hanusch, Horst |
| 2011 | evtree: Evolutionary Learning of Globally Optimal Classification and Regression Trees in R | Grubinger, Thomas / Zeileis, Achim / Pfeiffer, Karl-Peter |
| 2007 | Mixtures of t-distributions for finance and forecasting | Giacomini, Raffaella / Gottschling, Andreas / Haefke, Christian / White, Halbert |
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