A service provided by the WU Library and the WU IT-Services

Items where Author is "Dorffner, Georg"

Up a level
Export as [feed] RSS 2.0 [feed] RSS 1.0 [feed] Atom
Group by: Item Type | No Grouping
Jump to: Paper
Number of items: 20.

Paper

Miazhynskaia, Tatiana and Fr├╝hwirth-Schnatter, Sylvia and Dorffner, Georg (2003) A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 83. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Miazhynskaia, Tatiana and Dorffner, Georg and Dockner, Engelbert J. (2003) Non-linear versus non-gaussian volatility models in application to different financial markets. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 84. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Miazhynskaia, Tatiana and Dockner, Engelbert J. and Dorffner, Georg (2003) On the economic costs of value at risk forecasts. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 85. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Sallans, Brian and Pfister, Alexander and Karatzoglou, Alexandros and Dorffner, Georg (2003) Simulation and validation of an integrated markets model. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 95. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Sallans, Brian and Pfister, Alexander and Dorffner, Georg (2003) A simulation study of managerial compensation. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 101. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Sallans, Brian and Dorffner, Georg and Karatzoglou, Alexandros (2002) The dynamics of interacting markets. First results. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 83. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Natter, Martin and Mild, Andreas and Feurstein, Markus and Dorffner, Georg and Taudes, Alfred (2001) The effect of incentive schemes and organizational arrangements on new product development process. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 56. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Schittenkopf, Christian and Tino, Peter and Dorffner, Georg (2000) The benefit of information reduction for trading strategies. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 45. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Schittenkopf, Christian and Dorffner, Georg (2000) Risk-neutral density extraction from option prices. Improved pricing with mixture density networks. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 47. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Tino, Peter and Schittenkopf, Christian and Dorffner, Georg (2000) Temporal pattern recognition in noisy non-stationary time series based on quantization into symbolic streams. Lessons learned from financial volatility trading. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 46. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Schittenkopf, Christian and Dorffner, Georg and Dockner, Engelbert J. (1999) Forecasting time-dependent conditional densities. A neural network approach. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 36. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Mild, Andreas and Natter, Martin and Trcka, Michael and Feurstein, Markus and Merz, Christian and Taudes, Alfred and Dorffner, Georg (1999) New product development in the artificial factory. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 42. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Schittenkopf, Christian and Dorffner, Georg and Dockner, Engelbert J. (1999) Non-linear versus non-gaussian volatility models. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 39. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Schittenkopf, Christian and Dorffner, Georg and Dockner, Engelbert J. (1999) On non-linear, stochastic dynamics in economic and financial time series. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 40. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Feurstein, Markus and Natter, Martin and Dorffner, Georg and Taudes, Alfred (1999) The tradeoff between coordination and interfering learning signals. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 40. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Tino, Peter and Dorffner, Georg (1998) Constructing finite-context sources from fractal representations of symbolic sequences. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 14. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Schittenkopf, Christian and Dorffner, Georg and Dockner, Engelbert J. (1998) Identifying stochastic processes with mixture density networks. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 11. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Tino, Peter and Dorffner, Georg (1998) Recurrent neural networks with iterated function systems dynamics. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 18. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Tino, Peter and Schittenkopf, Christian and Dorffner, Georg and Dockner, Engelbert J. (1998) A symbolic dynamics approach to volatility prediction. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 18. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Schittenkopf, Christian and Dorffner, Georg and Dockner, Engelbert J. (1998) Volatility prediction with mixture density networks. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 15. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

This list was generated on Tue Oct 15 08:17:40 2019 CEST.