| 2005 |
|---|
| 23 | EE | Nicolas Christin,
Andreas S. Weigend,
John Chuang:
Content availability, pollution and poisoning in file sharing peer-to-peer networks.
ACM Conference on Electronic Commerce 2005: 68-77 |
| 2004 |
|---|
| 22 | EE | Hui Wang,
Andreas S. Weigend:
Data mining for financial decision making.
Decision Support Systems 37(4): 457-460 (2004) |
| 2003 |
|---|
| 21 | EE | Andreas S. Weigend:
Analyzing customer behavior at Amazon.com.
KDD 2003: 5 |
| 20 | EE | 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) |
| 2002 |
|---|
| 19 | | Hui Wang,
Andreas S. Weigend:
Data Mining for Financial Decision Making.
Decision Support Systems 32(4): 417-418 (2002) |
| 2001 |
|---|
| 18 | EE | Yaser S. Abu-Mostafa,
Blake LeBaron,
Andrew W. Lo,
Andreas S. Weigend:
Computational Finance 1999.
J. Artificial Societies and Social Simulation 4(4): (2001) |
| 1999 |
|---|
| 17 | EE | 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) |
| 16 | | Andreas S. Weigend,
Erik D. Wiener,
Jan O. Pedersen:
Exploiting Hierarchy in Text Categorization.
Inf. Retr. 1(3): 193-216 (1999) |
| 1998 |
|---|
| 15 | | Andreas S. Weigend,
Fei Chen,
Stephen Figlewski,
Steven R. Waterhouse:
Discovering Technical Traders in the T-bond Futures Market.
KDD 1998: 354-358 |
| 14 | EE | Blake LeBaron,
Andreas S. Weigend:
A bootstrap evaluation of the effect of data splitting on financial time series.
IEEE Transactions on Neural Networks 9(1): 213-220 (1998) |
| 1997 |
|---|
| 13 | EE | Jens Timmer,
Andreas S. Weigend:
Modeling Volatility Using State Space Models.
Int. J. Neural Syst. 8(4): 385-398 (1997) |
| 12 | EE | Mark Choey,
Andreas S. Weigend:
Nonlinear Trading Models Through Sharpe Ratio Maximization.
Int. J. Neural Syst. 8(4): 417-431 (1997) |
| 11 | EE | Andrew D. Back,
Andreas S. Weigend:
A First Application of Independent Component Analysis to Extracting Structure from Stock Returns.
Int. J. Neural Syst. 8(4): 473-484 (1997) |
| 1996 |
|---|
| 10 | EE | Andreas S. Weigend:
Time Series Analysis and Prediction Using Gated Experts with Application to Energy Demand Forecasts.
Applied Artificial Intelligence 10(6): 583-624 (1996) |
| 1995 |
|---|
| 9 | EE | Andreas S. Weigend,
Ashok N. Srivastava:
Predicting conditional probability distributions: a connectionist approach.
Int. J. Neural Syst. 6(2): 109-118 (1995) |
| 8 | EE | 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 |
|---|
| 7 | | Andreas S. Weigend,
Neil A. Gerschenfeld:
Time Series Prediction: Forecasting the Future and Understanding the Past.
Addison-Wesley 1994 |
| 6 | EE | David A. Nix,
Andreas S. Weigend:
Learning Local Error Bars for Nonlinear Regression.
NIPS 1994: 489-496 |
| 5 | EE | Peter T. Kazlas,
Andreas S. Weigend:
Direct Multi-Step Time Series Prediction Using TD-lambda.
NIPS 1994: 721-728 |
| 1993 |
|---|
| 4 | EE | Andreas S. Weigend:
Connectionism for Music and Audition.
NIPS 1993: 1163-1164 |
| 3 | | 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) |
| 1990 |
|---|
| 2 | EE | Andreas S. Weigend,
David E. Rumelhart,
Bernardo A. Huberman:
Generalization by Weight-Elimination with Application to Forecasting.
NIPS 1990: 875-882 |
| 1 | EE | Andreas S. Weigend,
Bernardo A. Huberman,
David E. Rumelhart:
Predicting the Future: a Connectionist Approach.
Int. J. Neural Syst. 1(3): 193-209 (1990) |
