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DateTitle Authors
2005 Forecasting economic variables with nonlinear modelsTeräsvirta, Timo
2011 Removing systematic patterns in returns in a financial market model by artificially intelligent tradersWitte, Björn-Christopher
1995 Forecasting stock market averages to enhance profitable trading strategiesHaefke, Christian / Helmenstein, Christian
1995 Forecasting Austrian IPOs: An application of linear and neural network error-correction modelsHaefke, Christian / Helmenstein, Christian
1995 Prediction risk and the forecasting of stock market indexesHaefke, Christian / Helmenstein, Christian
2002 Testing for structural breaks in nonlinear dynamic models using artificial neural network approximationsKapetanios, George
2003 Testing for ARCH in the presence of nonlinearity of unknow form in the conditional meanBlake, Andrew P. / Kapetanios, George
1998 An Artificial Stock Market: Asset Pricing and Endogenous Expectations using Neural NetsSommer, Joerg / Hanusch, Horst
2011 evtree: Evolutionary Learning of Globally Optimal Classification and Regression Trees in RGrubinger, Thomas / Zeileis, Achim / Pfeiffer, Karl-Peter
2007 Mixtures of t-distributions for finance and forecastingGiacomini, Raffaella / Gottschling, Andreas / Haefke, Christian / White, Halbert

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