A. Weigend

A. S. Weigend, A. D. Back, A. Back, 1998, Proceedings of the IEEE/IAFE/INFORMS 1998 Conference on Computational Intelligence for Financial Engineering (CIFEr) (Cat. No.98TH8367).

Generalization by Weight-Elimination with Application to Forecasting

David E. Rumelhart, Andreas S. Weigend, Bernardo A. Huberman, 1990, NIPS.

Data Mining for Features Using Scale-Sensitive Gated Experts

Ashok N. Srivastava, Andreas S. Weigend, Renjeng Su, 1999, IEEE Trans. Pattern Anal. Mach. Intell..

Nonparametric selection of input variables for connectionist learning

Andreas S. Weigend, Brian Van Doren Bonnlander, A. Weigend, 1996 .

The Mark II detector for the SLC

Joshua R. Smith, A. Weigend, J. Ballam, 1989 .

Lawrence Erlbaum Associates , pp . 11-19 , 1994 Towards a Computational Theory of Rat Navigation

P. Smolensky, J. Elman, A. Weigend, 1994 .

Markov gated experts for time series analysis: beyond regression

S. Shi, A. S. Weigend, A. Weigend, 1997, Proceedings of International Conference on Neural Networks (ICNN'97).

Photo- and hadro-production ofϕ (1020),K*(892)0 and $$\overline {K*} (892)^0 $$ mesons in the energy range 65 to 175 GeV

N. Thacker, A. Weigend, M. Baake, 1994 .

Production off2(1270) andf0(975) mesons by photons and hadrons of energy 65–175 GeV

N. Thacker, A. Weigend, M. Baake, 1992 .

A Bootstrap Evaluation of the Effect of Data Splitting on Financial Time Series

Blake LeBaron, Andreas S. Weigend, B. LeBaron, 1996, IEEE Trans. Neural Networks.

Modeling Volatility Using State Space Models

Jens Timmer, Andreas S. Weigend, A. Weigend, 1997, Int. J. Neural Syst..

Paradigm change in prediction

Andreas S. Weigend, A. Weigend, 1994, Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences.

The Design of Mmm: a Model Management System for Time Series Analysis

Andreas S. Weigend, A. Weigend, 1995 .

Computing portfolio risk using Gaussian mixtures and independent component analysis

Andreas S. Weigend, Heinz Zimmermann, Elion Chin, 1999, Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering (CIFEr) (IEEE Cat. No.99TH8408).

Learning Local Error Bars for Nonlinear Regression

David A. Nix, Andreas S. Weigend, A. Weigend, 1994, NIPS.

Selecting Input Variables Using Mutual Information and Nonparemetric Density Estimation

A. S. Weigend, B. V. Bonnlander, A. Weigend, 1994 .

Exploiting Hierarchy in Text Categorization

Andreas S. Weigend, Jan O. Pedersen, Erik D. Wiener, 1999, Information Retrieval.

SIGIR 2003 workshop report: implicit measures of user interests and preferences

Susan T. Dumais, Thorsten Joachims, Krishna Bharat, 2003, SIGF.

Data Mining in Finance: Report from the Post-Nncm-96 Workshop on Teaching Computer Intensive Methods for Financial Modeling and Data Analysis

Andreas S. Weigend, A. Weigend, 1997 .

Measuring predictability using multiresolution embedding

Andreas S. Weigend, Thomas McCabe, A. Weigend, 1997, Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering (CIFEr).

Measuring predictability using multiscale embedding

A. S. Weigend, A. Weigend, T. M. McCabe, 1996, Neural Networks for Signal Processing VI. Proceedings of the 1996 IEEE Signal Processing Society Workshop.

Time Series Prediction : Forecasting The Future And Understanding The Past

A. Weigend, 1994 .

Preliminary results on direct soft photon production in π−p interactions at 280 GeV/c☆

A. Weigend, D. Barberis, I. Vichou, 1991 .

Computational Finance

A. Weigend, Blake LeBaron, Andrew W. Lo, 1999 .

Predicting conditional probability distributions: a connectionist approach

Ashok N. Srivastava, Andreas S. Weigend, A. Weigend, 1995, Int. J. Neural Syst..

Computing the probability density in connectionist regression

Ashok N. Srivastava, Andreas S. Weigend, A. Weigend, 1994, Proceedings of 1994 IEEE International Conference on Neural Networks (ICNN'94).

Predicting Daily Probability Distributions of S&P500 Returns

Andreas S. Weigend, Shanming Shi, A. Weigend, 1998 .

Extracting risk-neutral densities from option prices using mixture binomial trees

Andreas S. Weigend, Christian D. Pirkner, Heinz Zimmermann, 1999, Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering (CIFEr) (IEEE Cat. No.99TH8408).