Andreas S. Weigend

According to our database, Andreas S. Weigend authored at least 31 papers between 1990 and 2005.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2005

Content availability, pollution and poisoning in file sharing peer-to-peer networks.

Nicolas Christin, Andreas S. Weigend, John Chuang

Proceedings of the Proceedings 6th ACM Conference on Electronic Commerce (EC-2005), 2005

2003

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

Susan T. Dumais, Thorsten Joachims, Krishna Bharat, Andreas S. Weigend

SIGIR Forum, 2003

Analyzing customer behavior at Amazon.com.

Andreas S. Weigend

Proceedings of the Ninth ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, Washington, DC, USA, August 24, 2003

2002

Data Mining for Financial Decision Making.

Hui Wang, Andreas S. Weigend

Decis. Support Syst., 2002

1999

Data Mining for Features Using Scale-Sensitive Gated Experts.

Ashok N. Srivastava, Renjeng Su, Andreas S. Weigend

IEEE Trans. Pattern Anal. Mach. Intell., 1999

Exploiting Hierarchy in Text Categorization.

Andreas S. Weigend, Erik D. Wiener, Jan O. Pedersen

Inf. Retr., 1999

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

Christian D. Pirkner, Andreas S. Weigend, Heinz Zimmermann

Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering, 1999

Computing portfolio risk using Gaussian mixtures and independent component analysis.

Elion Chin, Andreas S. Weigend, Heinz Zimmermann

Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering, 1999

Nonlinear prediction of conditional percentiles for value-at-risk.

Isaac J. Chang, Andreas S. Weigend

Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering, 1999

1998

A bootstrap evaluation of the effect of data splitting on financial time series.

Blake LeBaron, Andreas S. Weigend

IEEE Trans. Neural Networks, 1998

Discovering Technical Traders in the T-bond Futures Market.

Andreas S. Weigend, Fei Chen, Stephen Figlewski, Steven R. Waterhouse

Proceedings of the Fourth International Conference on Knowledge Discovery and Data Mining (KDD-98), 1998

What drives stock returns?-an independent component analysis.

Andrew D. Back, Andreas S. Weigend

Proceedings of the IEEE/IAFE/INFORMS 1998 Conference on Computational Intelligence for Financial Engineering, 1998

1997

Modeling Volatility Using State Space Models.

Jens Timmer, Andreas S. Weigend

Int. J. Neural Syst., 1997

Nonlinear Trading Models Through Sharpe Ratio Maximization.

Mark Choey, Andreas S. Weigend

Int. J. Neural Syst., 1997

A First Application of Independent Component Analysis to Extracting Structure from Stock Returns.

Andrew D. Back, Andreas S. Weigend

Int. J. Neural Syst., 1997

Markov gated experts for time series analysis: beyond regression.

Shanming Shi, Andreas S. Weigend

Proceedings of International Conference on Neural Networks (ICNN'97), 1997

Taking time seriously: hidden Markov experts applied to financial engineering.

Shanming Shi, Andreas S. Weigend

Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering, 1997

Measuring predictability using multiresolution embedding.

Thomas McCabe, Andreas S. Weigend

Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering, 1997

1996

Time Series Analysis and Prediction Using Gated Experts with Application to Energy Demand Forecasts.

Andreas S. Weigend

Appl. Artif. Intell., 1996

1995

Predicting conditional probability distributions: a connectionist approach.

Andreas S. Weigend, Ashok N. Srivastava

Int. J. Neural Syst., 1995

Nonlinear gated experts for time series: discovering regimes and avoiding overfitting.

Andreas S. Weigend, Morgan Mangeas, Ashok N. Srivastava

Int. J. Neural Syst., 1995

1994

Computing second derivatives in feed-forward networks: a review.

Wray L. Buntine, Andreas S. Weigend

IEEE Trans. Neural Networks, 1994

Learning Local Error Bars for Nonlinear Regression.

David A. Nix, Andreas S. Weigend

Proceedings of the Advances in Neural Information Processing Systems 7, 1994

Direct Multi-Step Time Series Prediction Using TD-lambda.

Peter T. Kazlas, Andreas S. Weigend

Proceedings of the Advances in Neural Information Processing Systems 7, 1994

Time Series Prediction: Forecasting the Future and Understanding the Past.

Andreas S. Weigend, Neil A. Gershenfeld

Addison-Wesley, ISBN: 0-201-62601-2, 1994

1993

John A. Hertz, Anders S. Krogh, Richard G. Palmer, Introduction to the Theory of Neural Computation.

Andreas S. Weigend

Artif. Intell., 1993

Connectionism for Music and Audition.

Andreas S. Weigend

Proceedings of the Advances in Neural Information Processing Systems 6, 1993

Results of the time series prediction competition at the Santa Fe Institute.

Andreas S. Weigend, Neil A. Gershenfeld

Proceedings of International Conference on Neural Networks (ICNN'88), San Francisco, CA, USA, March 28, 1993

1991

Bayesian Back-Propagation.

Wray L. Buntine, Andreas S. Weigend

Complex Syst., 1991

1990

Predicting the Future: a Connectionist Approach.

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

Int. J. Neural Syst., 1990

Generalization by Weight-Elimination with Application to Forecasting.

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

Proceedings of the Advances in Neural Information Processing Systems 3, 1990