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DateTitle Authors
2001 Two Notes on Replication in Evolutionary ModellingRiechmann, Thomas
1997 Modellierung von Preiserwartungen durch neuronale NetzeHeinemann, Maik / Lange, Carsten
1997 Convergence of Adaptive Learning and the Concept of Expectational Stability in Linear Rational Expectations Models with Multiple EquilibriaHeinemann, Maik
2007 Quantile sieve estimates for time seriesFranke, Jürgen / Stockis, Jean-Pierre / Tadjuidje, Joseph
2013 Multi-layered interbank model for assessing systemic riskMontagna, Mattia / Kok, Christoffer
2008 Support vector regression based GARCH model with application to forecasting volatility of financial returnsChen, Shiyi / Jeong, Kiho / Härdle, Wolfgang Karl
2008 The default risk of firms examined with smooth support vector machinesHärdle, Wolfgang Karl / Lee, Yuh-Jye / Schäfer, Dorothea / Yeh, Yi-Ren
2008 The bayesian additive classification tree applied to credit risk modellingZhang, Junni L. / Härdle, Wolfgang Karl
2007 The default risk of firms examined with Smooth Support Vector Machines;Härdle, Wolfgang Karl / Lee, Yuh-Jye / Schäfer, Dorothea / Yeh, Yi-Ren
2006 Estimation of default probabilities with Support Vector MachinesChen, Shiyi / Härdle, Wolfgang Karl / Moro, Rouslan A.

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