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Number of items at this level: 413.

2014

Maier, Marco J. (2014) DirichletReg: Dirichlet Regression for Compositional Data in R. Research Report Series / Department of Statistics and Mathematics, 125. WU Vienna University of Economics and Business, Vienna.

Mair, Patrick and Hofmann, Eva and Gruber, Kathrin and Hatzinger, Reinhold and Zeileis, Achim and Hornik, Kurt (2014) Motives for Participation in Open-Source Software Projects: A Survey among R Package Authors. Research Report Series / Department of Statistics and Mathematics, 126. WU Vienna University of Economics and Business, Vienna.

2013

Frey, Rüdiger and Rösler, Lars (2013) Contagion Effects and Collateralized Credit Value Adjustments for Credit Default Swaps. Research Report Series / Department of Statistics and Mathematics, 122. WU Vienna University of Economics and Business, Vienna.

Hellmuth, Marc and Leydold, Josef and Stadler, Peter F. (2013) Convex Cycle Bases. Research Report Series / Department of Statistics and Mathematics, 124. WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Leydold, Josef (2013) Generating Generalized Inverse Gaussian Random Variates. Research Report Series / Department of Statistics and Mathematics, 123. WU Vienna University of Economics and Business, Vienna.

Kastner, Gregor and Frühwirth-Schnatter, Sylvia (2013) Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models. Research Report Series / Department of Statistics and Mathematics, 121. WU Vienna University of Economics and Business, Vienna.

2012

Frey, Rüdiger and Gabih, Abdelali and Wunderlich, Ralf (2012) Portfolio Optimization under Partial Information with Expert Opinions. International Journal of Theoretical and Applied Finance, 15 (1). pp. 1-18. ISSN 0219-0249

Hofmarcher, Paul (2012) Advanced Regression Methods in Finance and Economics: Three Essays. Doctoral thesis, WU Vienna University of Economics and Business.

Hofmarcher, Paul and Kerbl, Stefan and Grün, Bettina and Sigmund, Michael and Hornik, Kurt (2012) Model Uncertainty and Aggregated Default Probabilities: New Evidence from Austria. Research Report Series / Department of Statistics and Mathematics, 116. WU Vienna University of Economics and Business, Vienna.

Hornik, Kurt and Grün, Bettina (2012) On Maximum Likelihood Estimation of the Concentration Parameter of von Mises-Fisher Distributions. Research Report Series / Department of Statistics and Mathematics, 120. WU Vienna University of Economics and Business, Vienna.

Ponweiser, Martin (2012) Latent Dirichlet Allocation in R. Theses / Institute for Statistics and Mathematics, 2. WU Vienna University of Economics and Business, Vienna.

Rusch, Thomas and Lee, Ilro and Hornik, Kurt and Jank, Wolfgang and Zeileis, Achim (2012) Influencing Elections with Statistics: Targeting Voters with Logistic Regression Trees. Research Report Series / Department of Statistics and Mathematics, 117. WU Vienna University of Economics and Business, Vienna.

Strasser, Helmut (2012) Asymptotic expansions for conditional moments of Bernoulli trials. Statistics & Risk Modeling, 21. ISSN 2193-1402

Strasser, Helmut (2012) The covariance structure of conditional maximum likelihood estimates. Statistics & Risk Modeling, 21. ISSN 2193-1402

Strasser, Helmut (2012) Numerical studies for the Rasch model with many items. Research Report Series / Department of Statistics and Mathematics, 119. WU Vienna University of Economics and Business, Vienna.

Wozabal, David and Hochreiter, Ronald (2012) A Coupled Markov Chain Approach to Credit Risk Modeling. Journal of Economic Dynamics and Control, 36 (3). pp. 403-415. ISSN 0165-1889

2011

Biyikoglu, Türker and Leydold, Josef (2011) Graphs of Given Order and Size and Minimum Algebraic Connectivity. Research Report Series / Department of Statistics and Mathematics, 115. WU Vienna University of Economics and Business, Vienna.

Botts, Carsten and Hörmann, Wolfgang and Leydold, Josef (2011) Transformed Density Rejection with Inflection Points. Research Report Series / Department of Statistics and Mathematics, 110. WU Vienna University of Economics and Business, Vienna.

Hofmarcher, Paul and Crespo Cuaresma, Jesus and Grün, Bettina and Hornik, Kurt (2011) Fishing Economic Growth Determinants Using Bayesian Elastic Nets. Research Report Series / Department of Statistics and Mathematics, 113. WU Vienna University of Economics and Business, Vienna.

Hornik, Kurt and Murdoch, Duncan and Zeileis, Achim (2011) Who Did What? The Roles of R Package Authors and How to Refer to Them. Research Report Series / Department of Statistics and Mathematics, 114. WU Vienna University of Economics and Business, Vienna.

Mair, Patrick and Satorra, Albert and Bentler, Peter M. (2011) A Copula Approach to Generate Non-Normal Multivariate Data for SEM. Research Report Series / Department of Statistics and Mathematics, 108. WU Vienna University of Economics and Business, Vienna.

Reichl, Johannes and Frühwirth-Schnatter, Sylvia (2011) A Censored Random Coefficients Model for the Detection of Zero Willingness to Pay. Quantitative Marketing and Economics, 10 (2). pp. 259-281. ISSN 1573-711X

Rusch, Thomas and Hofmarcher, Paul and Hatzinger, Reinhold and Hornik, Kurt (2011) Modeling Mortality Rates In The WikiLeaks Afghanistan War Logs. Research Report Series / Department of Statistics and Mathematics, 112. WU Vienna University of Economics and Business, Vienna.

Rusch, Thomas and Zeileis, Achim (2011) Gaining Insight With Recursive Partitioning Of Generalized Linear Models. Research Report Series / Department of Statistics and Mathematics, 109. WU Vienna University of Economics and Business, Vienna.

Theußl, Stefan and Feinerer, Ingo and Hornik, Kurt (2011) Distributed Text Mining in R. Research Report Series / Department of Statistics and Mathematics, 107. WU Vienna University of Economics and Business, Vienna.

2010

Böhm, Walter and Hornik, Kurt (2010) A Kolmogorov-Smirnov Test for r Samples. Research Report Series / Department of Statistics and Mathematics, 105. WU Vienna University of Economics and Business, Vienna.

Dietl, Reinhard (2010) A Reference Architecture for Providing Latent Semantic Analysis Applications in Distributed Systems. Diploma Thesis. Theses / Institute for Statistics and Mathematics, 1. WU Vienna University of Economics and Business, Vienna.

Hofmarcher, Paul and Hornik, Kurt (2010) First Significant Digits and the Credit Derivative Market during the Financial Crisis. Research Report Series / Department of Statistics and Mathematics, 101. Institute for Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Leitner, Christoph and Zeileis, Achim and Hornik, Kurt (2010) Forecasting the Winner of the FIFA World Cup 2010. Research Report Series / Department of Statistics and Mathematics, 100. Institute for Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Maier, Marco and Hatzinger, Reinhold (2010) IRT Software: Überblick und Anwendungen. Research Report Series / Department of Statistics and Mathematics, 103. WU Vienna University of Economics and Business, Vienna.

Rusch, Thomas and Hatzinger, Reinhold (2010) Rasch Models and the R package eRm. In: 9. Tagung der Österreichischen Gesellschaft für Psychologie, 08.04.-10.04., Paris-Lodron Universität, Salzburg, Österreich.

Sak, Halis and Hörmann, Wolfgang and Leydold, Josef (2010) Better Confidence Intervals for Importance Sampling. Research Report Series / Department of Statistics and Mathematics, 106. WU Vienna University of Economics and Business, Vienna.

Theußl, Stefan and Ligges, Uwe and Hornik, Kurt (2010) Prospects and Challenges in R Package Development. Research Report Series / Department of Statistics and Mathematics, 102. Institute for Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Theußl, Stefan and Reutterer, Thomas and Hornik, Kurt (2010) How Can we Derive Consensus Among Various Rankings of Marketing Journals? Research Report Series / Department of Statistics and Mathematics, 104. WU Vienna University of Economics and Business, Vienna.

2009

Biyikoglu, Türker and Hellmuth, Marc and Leydold, Josef (2009) Largest Eigenvalues of the Discrete p-Laplacian of Trees with Degree Sequences. Research Report Series / Department of Statistics and Mathematics, 85. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Biyikoglu, Türker and Leydold, Josef (2009) Semiregular Trees with Minimal Index. Research Report Series / Department of Statistics and Mathematics, 86. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Biyikoglu, Türker and Leydold, Josef (2009) Semiregular Trees with Minimal Laplacian Spectral Radius. Research Report Series / Department of Statistics and Mathematics, 93. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Bohn, Angela and Feinerer, Ingo and Hornik, Kurt and Mair, Patrick (2009) An Approach to Incorporate Texts into a Social Network Analysis of Communication Graphs. Research Report Series / Department of Statistics and Mathematics, 96. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Bohn, Angela and Theußl, Stefan and Feinerer, Ingo and Hornik, Kurt and Mair, Patrick and Walchhofer, Norbert (2009) Combining Weighted Centrality and Network Clustering. Research Report Series / Department of Statistics and Mathematics, 97. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Bohn, Angela and Walchhofer, Norbert and Mair, Patrick and Hornik, Kurt (2009) Social Network Analysis of Weighted Telecommunications Graphs. Research Report Series / Department of Statistics and Mathematics, 84. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Cribari-Neto, Francisco and Zeileis, Achim (2009) Beta Regression in R. Research Report Series / Department of Statistics and Mathematics, 98. Department of Statistics and Mathematics x, WU Vienna University of Economics and Business, Vienna.

Derflinger, Gerhard and Hörmann, Wolfgang and Leydold, Josef (2009) Online Supplement to "Random Variate Generation by Numerical Inversion When Only the Density Is Known". Research Report Series / Department of Statistics and Mathematics, 91. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Derflinger, Gerhard and Hörmann, Wolfgang and Leydold, Josef (2009) Random Variate Generation by Numerical Inversion When Only the Density Is Known. Research Report Series / Department of Statistics and Mathematics, 90. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Derflinger, Gerhard and Hörmann, Wolfgang and Leydold, Josef and Sak, Halis (2009) Efficient Numerical Inversion for Financial Simulations. Research Report Series / Department of Statistics and Mathematics, 87. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hahsler, Michael and Hornik, Kurt (2009) Dissimilarity Plots. A Visual Exploration Tool for Partitional Clustering. Research Report Series / Department of Statistics and Mathematics, 89. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Leydold, Josef (2009) Sampling from Linear Multivariate Densities. Research Report Series / Department of Statistics and Mathematics, 111. WU Vienna University of Economics and Business, Vienna.

Leitner, Christoph and Zeileis, Achim and Hornik, Kurt (2009) Bookmaker Consensus and Agreement for the UEFA Champions League 2008/09. Research Report Series / Department of Statistics and Mathematics, 88. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Leitner, Christoph and Zeileis, Achim and Hornik, Kurt (2009) Is Federer Stronger in a Tournament Without Nadal? An Evaluation of Odds and Seedings for Wimbledon 2009. Research Report Series / Department of Statistics and Mathematics, 94. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Leydold, Josef and Hörmann, Wolfgang (2009) Generating Generalized Inverse Gaussian Random Variates by Fast Inversion. Research Report Series / Department of Statistics and Mathematics, 95. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Rusch, Thomas and Weber, Daniela and Hatzinger, Reinhold (2009) Goodness-of-fit-tests for highdimensional contingency tables and pattern models based on limited information. In: 5.Klagenfurter Statistiktag, 15. May 2009, Klagenfurt.

Zeileis, Achim and Croissant, Yves (2009) Extended Model Formulas in R. Multiple Parts and Multiple Responses. Research Report Series / Department of Statistics and Mathematics, 92. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

2008

Biyikoglu, Türker and Hellmuth, Marc and Leydold, Josef (2008) Largest Laplacian Eigenvalue and Degree Sequences of Trees. Research Report Series / Department of Statistics and Mathematics, 64. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Biyikoglu, Türker and Leydold, Josef (2008) Algebraic Connectivity and Degree Sequences of Trees. Research Report Series / Department of Statistics and Mathematics, 73. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Biyikoglu, Türker and Leydold, Josef (2008) Graphs with given degree sequence and maximal spectral radius. Research Report Series / Department of Statistics and Mathematics, 72. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Böhm, Walter (2008) Lattice path counting and the theory of queues. Research Report Series / Department of Statistics and Mathematics, 74. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Böhm, Walter (2008) A Note on Queueing Systems Exposed to Disasters. Research Report Series / Department of Statistics and Mathematics, 79. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Böhm, Walter and Hornik, Kurt (2008) On Two-Periodic Random Walks with Boundaries. Research Report Series / Department of Statistics and Mathematics, 75. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Derflinger, Gerhard and Hörmann, Wolfgang and Leydold, Josef (2008) Random Variate Generation by Numerical Inversion when only the Density Is Known. Research Report Series / Department of Statistics and Mathematics, 78. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Dittrich, Regina and Francis, Brian and Katzenbeisser, Walter (2008) Temporal dependence in longitudinal paired comparisons. Research Report Series / Department of Statistics and Mathematics, 67. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Feinerer, Ingo (2008) A text mining framework in R and its applications. Doctoral thesis, WU Vienna University of Economics and Business.

Grün, Bettina and Zeileis, Achim (2008) Automatic generation of simple (statistical) exams. Research Report Series / Department of Statistics and Mathematics, 77. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hatzinger, Reinhold (2008) A GLM framework for item response theory models. Reissue of 1994 Habilitation thesis. Research Report Series / Department of Statistics and Mathematics, 66. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hatzinger, Reinhold and Katzenbeisser, Walter (2008) Log-linear Rasch-type models for repeated categorical data with a psychobiological application. Research Report Series / Department of Statistics and Mathematics, 69. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Kleiber, Christian and Zeileis, Achim (2008) The Grunfeld Data at 50. Research Report Series / Department of Statistics and Mathematics, 82. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Leitner, Christoph and Zeileis, Achim and Hornik, Kurt (2008) Predicting the Winner of the EURO 2008. A statistical investigation of bookmakers odds. Research Report Series / Department of Statistics and Mathematics, 76. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Leitner, Christoph and Zeileis, Achim and Hornik, Kurt (2008) Who is Going to Win the EURO 2008? A Statistical Investigation of Bookmakers Odds. Research Report Series / Department of Statistics and Mathematics, 65. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Mair, Patrick and Hudec, Marcus (2008) Session Clustering Using Mixtures of Proportional Hazards Models. Research Report Series / Department of Statistics and Mathematics, 63. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Mair, Patrick and Treiblmaier, Horst (2008) Partial Credit Models for Scale Construction in Hedonic Information Systems. Research Report Series / Department of Statistics and Mathematics, 62. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Sak, Halis (2008) Efficient Simulations in Finance. Research Report Series / Department of Statistics and Mathematics, 71. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Sak, Halis and Hörmann, Wolfgang and Leydold, Josef (2008) Efficient Risk Simulations for Linear Asset Portfolios. Research Report Series / Department of Statistics and Mathematics, 80. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Theußl, Stefan and Zeileis, Achim (2008) Collaborative Software Development Using R-Forge. Research Report Series / Department of Statistics and Mathematics, 81. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Zeileis, Achim and Kleiber, Christian (2008) Approximate replication of high-breakdown robust regression techniques. Research Report Series / Department of Statistics and Mathematics, 68. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Zeileis, Achim and Shah, Ajay and Patnaik, Ila (2008) Testing, monitoring, and dating structural changes in maximum likelihood models. Research Report Series / Department of Statistics and Mathematics, 70. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

2007

Feinerer, Ingo and Hornik, Kurt (2007) Text Mining of Supreme Administrative Court Jurisdictions. Research Report Series / Department of Statistics and Mathematics, 51. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Gumprecht, Daniela (2007) Spatial methods in econometrics. Doctoral thesis, WU Vienna University of Economics and Business.

Gumprecht, Daniela (2007) Treatment of Far-Off Objects in Moran's I Test. Research Report Series / Department of Statistics and Mathematics, 46. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hahsler, Michael and Hornik, Kurt and Buchta, Christian (2007) Getting Things in Order: An Introduction to the R package seriation. Research Report Series / Department of Statistics and Mathematics, 58. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hornik, Kurt and Buchta, Christian and Zeileis, Achim (2007) Open-Source Machine Learning: R Meets Weka. Research Report Series / Department of Statistics and Mathematics, 50. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hothorn, Torsten and Hornik, Kurt and van de Wiel, Mark A. and Zeileis, Achim (2007) Implementing a Class of Permutation Tests: The coin Package. Research Report Series / Department of Statistics and Mathematics, 55. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hothorn, Torsten and Zeileis, Achim (2007) Generalized Maximally Selected Statistics. Research Report Series / Department of Statistics and Mathematics, 52. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hothorn, Torsten and Zeileis, Achim and Hornik, Kurt (2007) Let's Have a party! An Open-Source Toolbox for Recursive Partytioning. Research Report Series / Department of Statistics and Mathematics, 59. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Leydold, Josef (2007) Importance Sampling to Accelerate the Convergence of Quasi-Monte Carlo. Research Report Series / Department of Statistics and Mathematics, 49. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Leydold, Josef and Derflinger, Gerhard (2007) Inverse Transformed Density Rejection for Unbounded Monotone Densities. Research Report Series / Department of Statistics and Mathematics, 57. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Koenker, Roger and Zeileis, Achim (2007) Reproducible Econometric Research. A Critical Review of the State of the Art. Research Report Series / Department of Statistics and Mathematics, 60. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Mair, Patrick and Hatzinger, Reinhold (2007) Extended Rasch Modeling: The eRm Package for the Application of IRT Models in R. Research Report Series / Department of Statistics and Mathematics, 47. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Schauerhuber, Michael and Zeileis, Achim and Meyer, David and Hornik, Kurt (2007) Benchmarking Open-Source Tree Learners in R/RWeka. Research Report Series / Department of Statistics and Mathematics, 54. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

von Eye, Alexander and Mair, Patrick (2007) A Functional Approach to Configural Frequency Analysis. Research Report Series / Department of Statistics and Mathematics, 48. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Zeileis, Achim and Hornik, Kurt and Murrell, Paul (2007) Escaping RGBland: Selecting Colors for Statistical Graphics. Research Report Series / Department of Statistics and Mathematics, 61. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Zeileis, Achim and Kleiber, Christian and Jackman, Simon (2007) Regression Models for Count Data in R. Research Report Series / Department of Statistics and Mathematics, 53. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Zeileis, Achim and Shah, Ajay and Patnaik, Ila (2007) Exchange Rate Regime Analysis Using Structural Change Methods. Research Report Series / Department of Statistics and Mathematics, 56. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

2006

Biyikoglu, Türker and Leydold, Josef (2006) Largest Eigenvalues of Degree Sequences. Research Report Series / Department of Statistics and Mathematics, 35. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hahsler, Michael and Hornik, Kurt (2006) New Probabilistic Interest Measures for Association Rules. Research Report Series / Department of Statistics and Mathematics, 38. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hornik, Kurt and Meyer, David (2006) Deriving Consensus Rankings from Benchmarking Experiments. Research Report Series / Department of Statistics and Mathematics, 33. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Höbarth, Lukas Lorenz (2006) Modeling the relationship between financial indicators and company performance. An empirical study for US-listed companies. Doctoral thesis, WU Vienna University of Economics and Business.

Hörmann, Wolfgang and Leydold, Josef (2006) Black-Box Algorithms for Sampling from Continuous Distributions. Research Report Series / Department of Statistics and Mathematics, 39. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Leydold, Josef (2006) A Note on Perfect Slice Sampling. Research Report Series / Department of Statistics and Mathematics, 29. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Leydold, Josef (2006) A Note on the Folding Coupler. Research Report Series / Department of Statistics and Mathematics, 36. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Leydold, Josef and Derflinger, Gerhard (2006) Automatic Random Variate Generation for Unbounded Densities. Research Report Series / Department of Statistics and Mathematics, 44. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Karatzoglou, Alexandros and Feinerer, Ingo (2006) Text Clustering with String Kernels in R. Research Report Series / Department of Statistics and Mathematics, 34. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Karawatzki, Roman (2006) The Multivariate Ahrens Sampling Method. Research Report Series / Department of Statistics and Mathematics, 30. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Stehlik, Milan (2006) Some Properties of Exchange Design Algorithms Under Correlation. Research Report Series / Department of Statistics and Mathematics, 28. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Strobl, Carolin and Boulesteix, Anne-Laure and Zeileis, Achim and Hothorn, Torsten (2006) Bias in Random Forest Variable Importance Measures: Illustrations, Sources and a Solution. Research Report Series / Department of Statistics and Mathematics, 40. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Tüchler, Regina (2006) Bayesian Variable Selection for Logistic Models Using Auxiliary Mixture Sampling. Research Report Series / Department of Statistics and Mathematics, 31. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

von Eye, Alexander and Mair, Patrick and Schauerhuber, Michael (2006) Significance Tests for the Measure of Raw Agreement. Research Report Series / Department of Statistics and Mathematics, 42. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Zeileis, Achim (2006) Object-oriented Computation of Sandwich Estimators. Research Report Series / Department of Statistics and Mathematics, 37. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Zeileis, Achim and Hornik, Kurt (2006) Choosing Color Palettes for Statistical Graphics. Research Report Series / Department of Statistics and Mathematics, 41. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Zeileis, Achim and Hothorn, Torsten (2006) Permutation Tests for Structural Change. Research Report Series / Department of Statistics and Mathematics, 43. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Zeileis, Achim and Hothorn, Torsten and Hornik, Kurt (2006) Evaluating Model-based Trees in Practice. Research Report Series / Department of Statistics and Mathematics, 32. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

2005

Biyikoglu, Türker and Leydold, Josef and Stadler, Peter F. (2005) Nodal Domain Theorems and Bipartite Subgraphs. Preprint Series / Department of Applied Statistics and Data Processing, 55. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Derflinger, Gerhard and Hörmann, Wolfgang (2005) Asymptotically Optimal Design Points for Rejection Algorithms. Preprint Series / Department of Applied Statistics and Data Processing, 54. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Dittrich, Regina and Francis, Brian and Hatzinger, Reinhold and Katzenbeisser, Walter (2005) A Paired Comparison Approach for the Analysis of Sets of Likert Scale Responses. Research Report Series / Department of Statistics and Mathematics, 24. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Drabeck, Florian (2005) Monte Carlo Simulation of Boundary Crossing Probabilities for a Brownian Motion and Curved Boundaries. Doctoral thesis, WU Vienna University of Economics and Business.

Gumprecht, Daniela (2005) Spatial Methods in Econometrics. An Application to R&D Spillovers. Research Report Series / Department of Statistics and Mathematics, 26. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hahsler, Michael and Hornik, Kurt and Reutterer, Thomas (2005) Implications of probabilistic data modeling for rule mining. Research Report Series / Department of Statistics and Mathematics, 14. Institut für Statistik und Mathematik, WU Vienna University of Economics and Business, Vienna.

Hothorn, Torsten and Hornik, Kurt and Wiel, Mark A. van de and Zeileis, Achim (2005) A Lego System for Conditional Inference. Research Report Series / Department of Statistics and Mathematics, 25. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang (2005) New Importance Sampling Densities. Preprint Series / Department of Applied Statistics and Data Processing, 56. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Leydold, Josef (2005) Monte Carlo Integration Using Importance Sampling and Gibbs Sampling. Preprint Series / Department of Applied Statistics and Data Processing, 53. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Leydold, Josef (2005) Quasi Importance Sampling. Preprint Series / Department of Applied Statistics and Data Processing, 57. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Karawatzki, Roman and Leydold, Josef (2005) Automatic Markov Chain Monte Carlo Procedures for Sampling from Multivariate Distributions. Preprint Series / Department of Applied Statistics and Data Processing, 52. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Karawatzki, Roman and Leydold, Josef and Pötzelberger, Klaus (2005) Automatic Markov Chain Monte Carlo Procedures for Sampling from Multivariate Distributions. Research Report Series / Department of Statistics and Mathematics, 27. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

L'Ecuyer, Pierre and Leydold, Josef (2005) rstream: Streams of Random Numbers for Stochastic Simulation. Preprint Series / Department of Applied Statistics and Data Processing, 58. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Pazman, Andrej (2005) Elimination of less informative design points in regression models with a known or parametrized covariance function. Research Report Series / Department of Statistics and Mathematics, 18. Institut für Statistik und Mathematik, WU Vienna University of Economics and Business, Vienna.

Shah, Ajay and Zeileis, Achim and Patnaik, Ila (2005) What is the New Chinese Currency Regime? Research Report Series / Department of Statistics and Mathematics, 23. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Zeileis, Achim (2005) A unified approach to structural change tests based on F statistics, OLS residuals, and ML scores. Research Report Series / Department of Statistics and Mathematics, 13. Institut für Statistik und Mathematik, WU Vienna University of Economics and Business, Vienna.

Zeileis, Achim and Grothendieck, Gabor (2005) zoo: an S3 class and methods for indexed totally ordered observations. Research Report Series / Department of Statistics and Mathematics, 16. Institut für Statistik und Mathematik, WU Vienna University of Economics and Business, Vienna.

Zeileis, Achim and Hothorn, Torsten and Hornik, Kurt (2005) Model-based recursive partitioning. Research Report Series / Department of Statistics and Mathematics, 19. Institut für Statistik und Mathematik, WU Vienna University of Economics and Business, Vienna.

Zeileis, Achim and Kleiber, Christian (2005) Validating multiple structural change models. An extended case study. Research Report Series / Department of Statistics and Mathematics, 12. Institut für Statistik und Mathematik, WU Vienna University of Economics and Business, Vienna.

Zeileis, Achim and Meyer, David and Hornik, Kurt (2005) Residual-based shadings for visualizing (conditional) independence. Research Report Series / Department of Statistics and Mathematics, 20. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

2004

Fedorov, Valery V. and Müller, Werner (2004) Optimum design for correlated processes via eigenfunction expansions. Research Report Series / Department of Statistics and Mathematics, 6. Institut für Statistik und Mathematik, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia and Tüchler, Regina (2004) Bayesian parsimonious covariance estimation for hierarchical linear mixed models. Research Report Series / Department of Statistics and Mathematics, 11. Institut für Statistik und Mathematik, WU Vienna University of Economics and Business, Vienna.

Hatzinger, Reinhold and Francis, Brian (2004) Fitting paired comparison models in R. Research Report Series / Department of Statistics and Mathematics, 3. Institut für Statistik und Mathematik, WU Vienna University of Economics and Business, Vienna.

Hothorn, Torsten and Hornik, Kurt and Zeileis, Achim (2004) Unbiased Recursive Partitioning: A Conditional Inference Framework. Research Report Series / Department of Statistics and Mathematics, 8. Institut für Statistik und Mathematik, WU Vienna University of Economics and Business, Vienna.

Pazman, Andrej (2004) Correlated optimum design with parametrized covariance function. Justification of the Fisher information matrix and of the method of virtual noise. Research Report Series / Department of Statistics and Mathematics, 5. Institut für Statistik und Mathematik, WU Vienna University of Economics and Business, Vienna.

Stehlik, Milan (2004) Further aspects on an example of D-optimal designs in the case of correlated errors. Research Report Series / Department of Statistics and Mathematics, 1. Institut für Statistik und Mathematik, WU Vienna University of Economics and Business, Vienna.

Stehlik, Milan (2004) Some properties of D-optimal designs for random fields with different variograms. Research Report Series / Department of Statistics and Mathematics, 4. Institut für Statistik und Mathematik, WU Vienna University of Economics and Business, Vienna.

Zeileis, Achim (2004) Econometric computing with HC and HAC covariance matrix estimators. Research Report Series / Department of Statistics and Mathematics, 10. Institut für Statistik und Mathematik, WU Vienna University of Economics and Business, Vienna.

Zeileis, Achim (2004) Implementing a class of structural change tests: An econometric computing approach. Research Report Series / Department of Statistics and Mathematics, 7. Institut für Statistik und Mathematik, WU Vienna University of Economics and Business, Vienna.

Zeileis, Achim and Kleiber, Christian (2004) Validating multiple structural change models. A case study. Research Report Series / Department of Statistics and Mathematics, 2. Institut für Statistik und Mathematik, WU Vienna University of Economics and Business, Vienna.

2003

Bauer, Roland and Schwingenschlögl, Albert and Vetschera, Rudolf (2003) Product diversification in an artificial strategy environment. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 98. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Biyikoglu, Türker and Leydold, Josef (2003) Faber-Krahn Type Inequalities for Trees. Preprint Series / Department of Applied Statistics and Data Processing, 50. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Buchta, Christian and Dolnicar, Sara (2003) Learning by simulation. Computer simulations for strategic marketing decision support in tourism. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 81. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Buchta, Christian and Dolnicar, Sara and Freitag, Roman and Leisch, Friedrich and Meyer, David and Mild, Andreas and Ossinger, Martina (2003) Is thinking worthwhile? A comparison of corporate segment choice strategies. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 97. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Dolnicar, Sara and Freitag, Roman (2003) The influence of interactions between market segmentation strategy and competition on organizational performance. A simulation study. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 96. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Hothorn, Torsten and Leisch, Friedrich and Zeileis, Achim and Hornik, Kurt (2003) The design and analysis of benchmark experiments. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 82. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Leydold, Josef (2003) Improved Perfect Slice Sampling. Preprint Series / Department of Applied Statistics and Data Processing, 49. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Leisch, Friedrich (2003) FlexMix: A general framework for finite mixture models and latent class regression in R. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 86. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Leydold, Josef and Hörmann, Wolfgang (2003) Smoothed Transformed Density Rejection. Preprint Series / Department of Applied Statistics and Data Processing, 51. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Meyer, David (2003) A generic simulation environment for heterogeneous agents. With applications in marketing and technological choice. Doctoral thesis, WU Vienna University of Economics and Business.

Meyer, David and Buchta, Christian (2003) SIMENV: A dynamic simulation environment for heterogeneous agents. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 100. 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.

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 Frühwirth-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.

Pfister, Alexander (2003) Heterogeneous trade intervals in an agent based financial market. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 99. 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 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.

Tirler, Günter and Dalgaard, Peter and Hörmann, Wolfgang and Leydold, Josef (2003) An Error in the Kinderman-Ramage Method and How to Fix It. Preprint Series / Department of Applied Statistics and Data Processing, 48. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Tirler, Günter and Leydold, Josef (2003) Automatic Nonuniform Random Variate Generation in R. Preprint Series / Department of Applied Statistics and Data Processing, 46. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Vetschera, Rudolf (2003) Strategic manipulation of preference information in multi-criteria group decision methods. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 94. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Zeileis, Achim and Hornik, Kurt (2003) Generalized M-Fluctuation Tests for Parameter Instability. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 80. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

2002

Aussenegg, Wolfgang and Pichler, Pegaret and Stomper, Alex (2002) Sticky Prices. IPO Pricing on Nasdaq and the Neuer Markt. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 91. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Bauer, Roland and Köszegi, Sabine T. and Wolkerstorfer, Michaela (2002) Measuring the degree of virtualization. An empirical analysis in two Austrian industries. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 79. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Bauer, Roland and Schwingenschlögl, Albert and Vetschera, Rudolf (2002) An Artificial Environment for Simulating Corporate Strategy. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 92. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Biyikoglu, Türker (2002) A Discrete Nodal Domain Theorem for Trees. Preprint Series / Department of Applied Statistics and Data Processing, 43. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Biyikoglu, Türker and Hordijk, Wim and Leydold, Josef and Pisanski, Tomaz and Stadler, Peter F. (2002) Graph Laplacians, Nodal Domains, and Hyperplane Arrangements. Preprint Series / Department of Applied Statistics and Data Processing, 44. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Buchta, Christian and Meyer, David and Mild, Andreas and Pfister, Alexander and Taudes, Alfred (2002) The Emergence of Disruption. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 90. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Dimitriadou, Evgenia and Weingessel, Andreas and Hornik, Kurt (2002) A Mixed Ensemble Approach for the Semi-Supervised Problem. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 77. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia (2002) Model Likelihoods and Bayes Factors for Switching and Mixture Models. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 70. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia and Otter, Thomas and Tüchler, Regina (2002) A Fully Bayesian Analysis of Multivariate Latent Class Models with an Application to Metric Conjoint Analysis. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 89. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia and Tüchler, Regina and Otter, Thomas (2002) Bayesian analysis of the heterogeneity model. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 72. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Gaier, Johanna and Grandits, Peter and Schachermayer, Walter (2002) Asymptotic ruin probabilities and optimal investment. Working Papers 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.

Hörmann, Wolfgang and Leydold, Josef (2002) Continuous Random Variate Generation by Fast Numerical Inversion. Preprint Series / Department of Applied Statistics and Data Processing, 45. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Leisch, Friedrich (2002) Sweave. Dynamic generation of statistical reports using literate data analysis. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 69. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Meyer, David and Buchta, Christian and Karatzoglou, Alexandros and Leisch, Friedrich and Hornik, Kurt (2002) A Simulation Framework for Heterogeneous Agents. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 74. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Meyer, David and Leisch, Friedrich and Hornik, Kurt (2002) Benchmarking Support Vector Machines. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 78. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Meyer, David and Leisch, Friedrich and Hothorn, Torsten and Hornik, Kurt (2002) StatDataML. An XML format for statistical data. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 75. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Mild, Andreas and Reutterer, Thomas (2002) An improved collaborative filtering approach for predicting cross-category purchases based on binary market basket data. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 76. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Otter, Thomas and Tüchler, Regina and Frühwirth-Schnatter, Sylvia (2002) Bayesian latent class metric conjoint analysis. A case study from the Austrian mineral water market. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 71. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Reimann, Marc and Doerner, Karl and Hartl, Richard F. (2002) Insertion based Ants for Vehicle Routing Problems with Backhauls and Time Windows. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 68. 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.

Schachermayer, Walter (2002) The fundamental theorem of asset pricing under proportional transaction costs in finite discrete time. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 87. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Schachermayer, Walter (2002) How potential investments may change the optimal portfolio for the exponential utility. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 86. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Schachermayer, Walter (2002) Optimal investment in incomplete financial markets. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 66. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Thurner, Stefan and Dockner, Engelbert J. and Gaunersdorfer, Andrea (2002) Asset Price Dynamics in a Model of Investors Operating on Different Time Horizons. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 93. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Tüchler, Regina and Frühwirth-Schnatter, Sylvia and Otter, Thomas (2002) The Heterogeneity Model and its Special Cases. An Illustrative Comparison. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 73. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Zeileis, Achim and Leisch, Friedrich and Kleiber, Christian and Hornik, Kurt (2002) Monitoring structural change in dynamic econometric models. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 64. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

2001

Buchta, Christian and Mazanec, Josef (2001) SIMSEG/ACM. A simulation environment for artificial consumer markets. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 79. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Davis, Mark and Schachermayer, Walter and Tompkins, Robert G. (2001) Installment options and static hedging. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 67. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Doerner, Karl and Gronalt, Manfred and Hartl, Richard F. and Reimann, Marc and Strauß, Christine and Stummer, Michael (2001) SavingsAnts for the vehicle routing problem. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 63. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Doerner, Karl and Gutjahr, Walter J. and Hartl, Richard F. and Strauß, Christine and Stummer, Christian (2001) Investitionsentscheidungen bei mehrfachen Zielsetzungen und künstliche Ameisen. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 62. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Doerner, Karl and Hartl, Richard F. and Reimann, Marc (2001) Are COMPETants more competent for problem solving? The case of a multiple objective transportation problem. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 50. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Doerner, Karl and Hartl, Richard F. and Reimann, Marc (2001) A hybrid ACO algorithm for the full truckload transportation problem. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 51. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Dolnicar, Sara and Leisch, Friedrich (2001) Behavioral market segmentation of binary guest survey data with bagged clustering. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 61. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Duffie, D. and Filipovic, D. and Schachermayer, Walter (2001) Affine processes and applications in finance. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 81. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Gaunersdorfer, Andrea and Hommes, Cars H. (2001) Nonlinear adaptive beliefs and the dynamics of financial markets. The role of the evolutionary fitness measure. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 60. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Gleiss, Petra M. and Leydold, Josef and Stadler, Peter F. (2001) Circuit Bases of Strongly Connected Digraphs. Preprint Series / Department of Applied Statistics and Data Processing, 40. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Gleiss, Petra M. and Leydold, Josef and Stadler, Peter F. (2001) Minimum Path Bases and Relevant Paths. Preprint Series / Department of Applied Statistics and Data Processing, 41. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hruschka, Harald and Fettes, Werner and Probst, Markus (2001) Die Bewährung von Ankerpreismodellen bei der Erklärung der Markenwahl. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 49. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang (2001) A Note on the Performance of the "Ahrens Algorithm". Preprint Series / Department of Applied Statistics and Data Processing, 39. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Derflinger, Gerhard (2001) Fast Generation of Order Statistics. Preprint Series / Department of Applied Statistics and Data Processing, 38. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Kramkov, Dimitrij O. and Schachermayer, Walter (2001) Necessary and sufficient conditions in the problem of optimal investment in incomplete markets. Working Papers 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.

Lehar, Alfred and Scheicher, Martin and Schittenkopf, Christian (2001) GARCH vs stochastic volatility. Option pricing and risk management. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 52. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Leydold, Josef and Derflinger, Gerhard and Tirler, Günter and Hörmann, Wolfgang (2001) An Automatic Code Generator for Nonuniform Random Variate Generation. Preprint Series / Department of Applied Statistics and Data Processing, 42. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Leydold, Josef and Janka, Erich and Hörmann, Wolfgang (2001) Variants of Transformed Density Rejection and Correlation Induction. Preprint Series / Department of Applied Statistics and Data Processing, 37. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Meyer, David and Karatzoglou, Alexandros and Buchta, Christian and Leisch, Friedrich and Hornik, Kurt (2001) Running agent-based simulations. Unternehmensmodell / Computersimulation. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 80. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Mild, Andreas and Natter, Martin (2001) A critical view on recommendation systems. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 82. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Natter, Martin and Feurstein, Markus (2001) Correcting for CBC model bias. A hybrid scanner data - conjoint model. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 57. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Natter, Martin and Feurstein, Markus (2001) Real world performance of choice-based conjoint models. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 58. 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.

Pötzelberger, Klaus and Sögner, Leopold (2001) Equilibrium and learning in a non-stationary environment. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 59. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Zeileis, Achim and Leisch, Friedrich and Hornik, Kurt and Kleiber, Christian (2001) strucchange. An R package for testing for structural change in linear regression models. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 55. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

2000

Bomze, Immanuel (2000) Portfolio selection via replicator dynamics and projections of indefinite estimated covariances. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 75. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Buchta, Christian and Dolnicar, Sara and Köck, Robert and Skriner, Edith (2000) A note on topological concepts for complexity reduction of binary survey data. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 62. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Bullnheimer, Bernd and Dawid, Herbert and Reimann, Marc (2000) To innovate or not to innovate. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 68. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Cvitanic, Jaksa and Schachermayer, Walter and Wang, Hui (2000) Utility maximization in incomplete markets with random endowment. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 64. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Davies, Brian E. and Gladwell, Graham M. L. and Leydold, Josef and Stadler, Peter F. (2000) Discrete Nodal Domain Theorems. Preprint Series / Department of Applied Statistics and Data Processing, 36. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Davies, Brian E. and Leydold, Josef and Stadler, Peter F. (2000) Discrete Nodal Domain Theorems. Preprint Series / Department of Applied Statistics and Data Processing, 35. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Davis, Mark and Schachermayer, Walter and Tompkins, Robert G. (2000) Pricing, no-arbitrage bounds and robust hedging of installment options. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 65. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Doerner, Karl and Hartl, Richard F. and Reimann, Marc (2000) Ant colony optimization applied to the pickup and delivery problem. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 76. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Doerner, Karl and Hartl, Richard F. and Reimann, Marc (2000) Cooperative ant colonies for optimizing resource allocation in transportation. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 77. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Dolnicar, Sara and Leisch, Friedrich (2000) Getting more out of binary data. Segmenting markets by bagged clustering. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 71. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Dür, Mirjam (2000) A Class of Problems where Dual Bounds Beat Underestimation Bounds. Forschungsberichte / Institut für Statistik, 79. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Dür, Mirjam (2000) A Note on Nadir Values in Bicriteria Programming Problems. Forschungsberichte / Institut für Statistik, 78. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Fent, Thomas (2000) Wissen gewinnen und gewinnen durch Wissen. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 72. 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 Mild, Andreas and Taudes, Alfred (2000) Incentives to cooperate in new product development. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 70. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia (2000) Fully Bayesian Analysis of Switching Gaussian State Space Models. Forschungsberichte / Institut für Statistik, 73. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia (2000) Model Likelihoods and Bayes Factors for Switching and Mixture Models. Forschungsberichte / Institut für Statistik, 71. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia and Otter, Thomas and Tüchler, Regina (2000) Fully Bayesian Analysis of Multivariate Latent Class Models with an Application to Metric Conjoint Analysis. Forschungsberichte / Institut für Statistik, 74. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Gaunersdorfer, Andrea (2000) Adaptive beliefs and the volatility of asset prices. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 74. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Gaunersdorfer, Andrea and Hommes, Cars H. (2000) A nonlinear structural model for volatility clustering. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 63. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Gaunersdorfer, Andrea and Hommes, Cars H. and Wagener, Florian O. O. (2000) Bifurcation routes to volatility clustering. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 73. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Hruschka, Harald (2000) An Artificial Neural Net Attraction Model (ANNAM) to analyze market share effects of marketing instruments. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 48. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Hruschka, Harald (2000) Semi-parametrische Marktanteilsmodellierung. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 44. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Bayar, Onur (2000) Modelling Probability Distributions from Data and its Influence on Simulation. Preprint Series / Department of Applied Statistics and Data Processing, 29. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Leydold, Josef (2000) Automatic Random Variate Generation for Simulation Input. Preprint Series / Department of Applied Statistics and Data Processing, 33. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Kaufmann, Sylvia and Frühwirth-Schnatter, Sylvia (2000) Bayesian Analysis of Switching ARCH Models. Forschungsberichte / Institut für Statistik, 72. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Leydold, Josef (2000) Short Universal Generators Via Generalized Ratio-of-Uniforms Method. Preprint Series / Department of Applied Statistics and Data Processing, 34. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Leydold, Josef (2000) A Simple Universal Generator for Continuous and Discrete Univariate T-concave Distributions. Preprint Series / Department of Applied Statistics and Data Processing, 30. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Leydold, Josef and Hörmann, Wolfgang (2000) Universal Algorithms as an Alternative for Generating Non-Uniform Continuous Random Variates. Preprint Series / Department of Applied Statistics and Data Processing, 31. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Natter, Martin and Feurstein, Markus (2000) Improving predictive validity of choice-based conjoint models. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 50. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Pazman, Andrej and Müller, Werner (2000) Optimal Design of Experiments Subject to Correlated Errors. Forschungsberichte / Institut für Statistik, 77. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Pötzelberger, Klaus (2000) Admissible Unbiased Quantizations: Distributions with Linear Components. Forschungsberichte / Institut für Statistik, 75. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Pötzelberger, Klaus (2000) Admissible Unbiased Quantizations: Distributions without Linear Components. Forschungsberichte / Institut für Statistik, 76. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Pötzelberger, Klaus and Sögner, Leopold (2000) Stochastic equilibrium. Learning by exponential smoothing. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 67. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Schachermayer, Walter (2000) Optimal investment in incomplete markets when wealth may become negative. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 65. 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.

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.

Sögner, Leopold (2000) Okun's Law. Does the Austrian unemployment-GDP relationship exhibit structural breaks? Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 61. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Sögner, Leopold (2000) Selection of the number of states by birth-death processes. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 69. 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.

Zeileis, Achim (2000) p values and alternative boundaries for CUSUM tests. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 78. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

1999

Baier, Thomas and Mazanec, Josef (1999) The SIMSEG project. A simulation environment for market segmentation and positioning strategies. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 60. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Baldauf, Artur and Dockner, Engelbert J. and Reisinger, Heribert (1999) The effects of long-term debt on a firm's new product pricing policy in duopolistic markets. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 37. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Bauer, Andreas and Bullnheimer, Bernd and Hartl, Richard F. and Strauß, Christine (1999) Applying ant colony optimization to solve the single machine total tardiness problem. Report Series 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.

Brannath, Werner and Schachermayer, Walter (1999) A bipolar theorem for $L^0_+(\Om, \Cal F, \P)$. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 28. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Buchta, Christian (1999) Modeling market scenarios for simulation studies on the joint segmentation and positioning problem. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 59. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Böhm, Walter (1999) The Correlated Random Walk with Boundaries. A Combinatorial Solution. Forschungsberichte / Institut für Statistik, 67. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Böhm, Walter (1999) Multivariate Lagrange Inversion and the Maximum of a Persistent Random Walk. Forschungsberichte / Institut für Statistik, 66. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Crespo Cuaresma, Jesus and Sorger, Gerhard (1999) Alpha-consistent expectations equilibria. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 33. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Dangl, Thomas (1999) Investment and capacity choice under uncertain demand. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 32. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Dangl, Thomas and Dockner, Engelbert J. and Gaunersdorfer, Andrea and Pfister, Alexander and Sögner, Leopold and Strobl, Günter (1999) Adaptive Erwartungsbildung und Finanzmarktdynamik. Working Papers 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.

Delbaen, Freddy and Schachermayer, Walter (1999) A compactness principle for bounded sequences of martingales with applications. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 23. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Delbaen, Freddy and Schachermayer, Walter (1999) The fundamental theorem of asset pricing for unbounded stochastic processes. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 24. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Dimitriadou, Evgenia and Weingessel, Andreas and Hornik, Kurt (1999) Fuzzy voting in clustering. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 29. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Dimitriadou, Evgenia and Weingessel, Andreas and Hornik, Kurt (1999) Voting in clustering and finding the number of clusters. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 30. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Dimitriadou, Evgenia and Weingessel, Andreas and Hornik, Kurt (1999) A voting-merging clustering algorithm. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 31. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Fent, Thomas (1999) Adaptive agents in the House of Quality. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 43. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Fent, Thomas (1999) Using genetics based machine learning to find strategies for product placement in a dynamic market. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 55. 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.

Frühwirth-Schnatter, Sylvia and Otter, Thomas (1999) Conjoint Analysis Using Mixed Effect Models. Forschungsberichte / Institut für Statistik, 65. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Geiss, Stefan (1999) On quantitative approximation of stochastic integrals with respect to the geometric Brownian motion. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 43. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Gleiss, Petra M. and Leydold, Josef and Stadler, Peter F. (1999) Interchangeability of Relevant Cycles in Graphs. Preprint Series / Department of Applied Statistics and Data Processing, 27. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Grandits, Peter and Schachinger, Werner (1999) Leland's approach to option pricing. The evolution of a discontinuity. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 26. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Hackl, Peter and Maderbacher, Michael (1999) On the Robustness of the Rank-Based CUSUM Chart against Autocorrelation. Forschungsberichte / Institut für Statistik, 63. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hruschka, Harald (1999) ANNAM. An artificial neural net attraction model to analyze market shares. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 32. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Hubalek, Friedrich and Schachermayer, Walter (1999) The limitations of no-arbitrage arguments for real options. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 58. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Häfke, Christian and Sögner, Leopold (1999) Asset pricing under asymmetric information. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 54. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Kramkov, Dimitrij O. and Schachermayer, Walter (1999) The asymptotic elasticity of utility functions and optimal investment in incomplete markets. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 25. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Ledolter, Johannes (1999) An Introductory Business Statistics Course: Evaluating its Long-Term Impact and Suggestions for its Improvement. Forschungsberichte / Institut für Statistik, 64. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Ledolter, Johannes (1999) Multi-Unit Longitudinal Models with Random Coefficients and Patterned Correlation Structure: Modelling Issues. Forschungsberichte / Institut für Statistik, 62. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Leisch, Friedrich (1999) Bagged clustering. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 51. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Leydold, Josef (1999) Automatic Sampling with the Ratio-of-uniforms Method. Preprint Series / Department of Applied Statistics and Data Processing, 26. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Leydold, Josef (1999) A Note on Transformed Density Rejection. Preprint Series / Department of Applied Statistics and Data Processing, 28. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Mazanec, Josef (1999) Exploratory market structure analysis. Topology-sensitive methodology. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 31. 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.

Natter, Martin and Feurstein, Markus (1999) Individual level or segmentation based market simulation? Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 41. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Orasch, Markus and Leisch, Friedrich and Weingessel, Andreas (1999) On specifying correlation matrices for binary data. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 53. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Pötzelberger, Klaus (1999) The Consistency ot the Empirical Quantization Error. Forschungsberichte / Institut für Statistik, 70. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Pötzelberger, Klaus (1999) The General Quantization Problem for Distributions with Regular Support. Forschungsberichte / Institut für Statistik, 69. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Pötzelberger, Klaus (1999) The Quantization Dimension of Distributions. Forschungsberichte / Institut für Statistik, 68. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Pötzelberger, Klaus and Sögner, Leopold (1999) Sample autocorrelation learning in a capital market model. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 57. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Rahnenführer, Jörg (1999) Multivariate permutation tests for the k-sample problem with clustered data. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 35. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Reutterer, Thomas and Natter, Martin (1999) Segmentation based competitive analysis with MULTICLUS and topology preserving networks. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 33. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Schachermayer, Walter (1999) Some remarks on a paper of David Kreps. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 27. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Schachermayer, Walter and Schachinger, Werner (1999) Is there a predictable criterion for mutual singularity of two probability measures on a filtered space? Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 26. 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.

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.

Sethi, Suresh P. and Sorger, Gerhard and Zhou, Xun Yu (1999) Stability of real-time lot-scheduling and machine replacement policies with quality levels. Working Papers 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.

Steinberger, Thomas and Zinner, Lucas (1999) Complete controllability of discrete-time recurrent neural networks. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 41. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Steinberger, Thomas and Zinner, Lucas (1999) Controllability of discrete-time two dimensional single input recurrent neural networks. Working Papers 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.

Steiner, Gottfried (1999) Statistical data compression by optimal segmentation. Theory, algorithms and experimental results. Doctoral thesis, WU Vienna University of Economics and Business.

Strasser, Helmut and Weber, Christian (1999) On the Asymptotic Theory of Permutation Statistics. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 27. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Sögner, Leopold and Mitlöhner, Johann (1999) Consistent expectations equilibria and learning in a stock market. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 30. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Taudes, Alfred and Feurstein, Markus and Mild, Andreas (1999) How option thinking can improve software platform decisions. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 38. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Taudes, Alfred and Natter, Martin and Schauerhuber, Markus (1999) Evaluation and analysis of total flexibility in the production using Monte Carlo simulation. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 35. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Taudes, Alfred and Trcka, Michael and Lukanowicz, Martin (1999) Organizational learning in production networks. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 38. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Trapletti, Adrian and Geyer, Alois and Leisch, Friedrich (1999) Cointegration and exchange market efficiency. An analysis of high frequency data. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 52. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Trapletti, Adrian and Leisch, Friedrich and Hornik, Kurt (1999) On the ergodicity and stationarity of the ARMA (1,1) recurrent neural network process. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 37. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Weingessel, Andreas and Dimitriadou, Evgenia and Dolnicar, Sara (1999) An examination of indexes for determining the number of clusters in binary data sets. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 29. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Wirl, Franz and Dangl, Thomas (1999) Was Dixit und Pindyck bei der Analyse von Managementproblemen unter Unsicherheit verschweigen an Hand des Beispiels der optimalen Wartung und Ausmusterung einer Maschine. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 34. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

1998

Dolnicar, Sara and Leisch, Friedrich and Steiner, Gottfried and Weingessel, Andreas (1998) A comparison of several cluster algorithms on artificial binary data [Part 2]. Scenarios from travel market segmentation. Part 2 (Addition to Working Paper No. 7). Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 19. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Dolnicar, Sara and Leisch, Friedrich and Weingessel, Andreas (1998) Artificial binary data scenarios. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 20. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Dolnicar, Sara and Leisch, Friedrich and Weingessel, Andreas and Buchta, Christian and Dimitriadou, Evgenia (1998) A comparison of several cluster algorithms on artificial binary data [Part 1]. Scenarios from travel market segmentation [Part 2: Working Paper 19]. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 7. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Feurstein, Markus and Natter, Martin (1998) Neural networks, stochastic dynamic programming and a heuristic for valuing flexible manufacturing systems. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 17. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia (1998) MCMC Estimation of Classical and Dynamic Switching and Mixture Models. Forschungsberichte / Institut für Statistik, 61. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hauser, Michael A. (1998) Maximum Likelihood Estimators for ARMA and ARFIMA Models. A Monte Carlo Study. Preprint Series / Department of Applied Statistics and Data Processing, 22. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hubalek, Friedrich and Schachermayer, Walter (1998) When does convergence of asset price processes imply convergence of option prices? Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 13. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Katzenbeisser, Walter and Panny, Wolfgang (1998) The Maximal Height of Simple Random Walks Revisited. Forschungsberichte / Institut für Statistik, 58. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Katzenbeisser, Walter and Panny, Wolfgang (1998) On The Number of Times where a Simple Random Walk reaches a Nonnegative Height. Forschungsberichte / Institut für Statistik, 59. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Leisch, Friedrich and Trapletti, Adrian and Hornik, Kurt (1998) On the stationarity of autoregressive neural network models. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 21. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Leisch, Friedrich and Weingessel, Andreas and Dimitriadou, Evgenia (1998) Competitive learning for binary valued data. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 17. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Leisch, Friedrich and Weingessel, Andreas and Hornik, Kurt (1998) On the generation of correlated artificial binary data. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 13. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Leydold, Josef (1998) The Geometry of Regular Trees with the Faber-Krahn Property. Preprint Series / Department of Applied Statistics and Data Processing, 24. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Leydold, Josef (1998) A Rejection Technique for Sampling from Log-Concave Multivariate Distributions. Preprint Series / Department of Applied Statistics and Data Processing, 21. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Leydold, Josef and Leeb, Hannes and Hörmann, Wolfgang (1998) Higher-Dimensional Properties of Non-Uniform Pseudo-Random Variates. Preprint Series / Department of Applied Statistics and Data Processing, 25. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Leydold, Josef and Stadler, Peter F. (1998) Minimal Cycle Bases of Outerplanar Graphs. Preprint Series / Department of Applied Statistics and Data Processing, 23. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Müller, Werner and Nettekoven, Michaela (1998) A Panel Data Analysis: Research & Development Spillover. Forschungsberichte / Institut für Statistik, 55. Department of Statistics and Mathematics, 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.

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.

Sedlacek, Günther (1998) Zur Quantifizierung und Analyse der Nichtlineariät von Regressionsmodellen. Forschungsberichte / Institut für Statistik, 54. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Tino, Peter (1998) Spatial representation of symbolic sequences through iterative function systems. Working Papers 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.

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.

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.

Trapletti, Adrian and Leisch, Friedrich and Hornik, Kurt (1998) Stationary and integrated autoregressive neural network processes. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 24. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Weingessel, Andreas and Natter, Martin and Hornik, Kurt (1998) Using independent component analysis for feature extraction and multivariate data projection. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 16. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

1997

Bullnheimer, Bernd and Hartl, Richard F. and Strauß, Christine (1997) A new rank based version of the Ant System. A computational study. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 1. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Bullnheimer, Bernd and Kotsis, Gabriele and Strauß, Christine (1997) Parallelization strategies for the ant system. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 8. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Dawid, Herbert (1997) Learning to trade and mediate. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 20. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Dockner, Engelbert J. and Harold, Peter (1997) Die Bedeutung von Volatilitätsprognosen, Verteilungsschätzungen und Portfoliobewertung im Rahmen von Value at Risk-Modellen. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 34. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Hauser, Michael A. (1997) Semiparametric and Nonparametric Testing for Long Memory. A Monte Carlo Study. Preprint Series / Department of Applied Statistics and Data Processing, 16. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hauser, Michael A. and Hörmann, Wolfgang (1997) The Generation of Stationary Gaussian Time Series. Preprint Series / Department of Applied Statistics and Data Processing, 17. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Derflinger, Gerhard (1997) An Automatic Generator for a Large Class of Unimodal Discrete Distributions. Preprint Series / Department of Applied Statistics and Data Processing, 19. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Leydold, Josef and Hörmann, Wolfgang (1997) The Automatic Generation of One- and Multi-dimensional Distributions with Transformed Density Rejection. Preprint Series / Department of Applied Statistics and Data Processing, 20. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Leydold, Josef and Hörmann, Wolfgang (1997) A Sweep-Plane Algorithm for Generating Random Tuples in Simple Polytopes. Preprint Series / Department of Applied Statistics and Data Processing, 18. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Müller, Werner (1997) On Least Squares Variogram Fitting. Forschungsberichte / Institut für Statistik, 50. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Müller, Werner and Zimmerman, Dale L. (1997) Optimal Design for Variogram Estimation. Forschungsberichte / Institut für Statistik, 51. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Pötzelberger, Klaus and Strasser, Helmut (1997) Data Compression by Unsupervised Classification. Forschungsberichte / Institut für Statistik, 52. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Strasser, Helmut (1997) On a Lemma of Schachermayr. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 5. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

1996

Dittrich, Regina and Hatzinger, Reinhold and Katzenbeisser, Walter (1996) Subject-Specific Covariates in the Bradley-Terry Model. A Log-Linear Approach. Forschungsberichte / Institut für Statistik, 49. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Derflinger, Gerhard (1996) Rejection-Inversion to Generate Variates from Monotone Discrete Distributions. Preprint Series / Department of Applied Statistics and Data Processing, 15. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Leydold, Josef (1996) A Faber-Krahn-type Inequality for Regular Trees. Preprint Series / Department of Applied Statistics and Data Processing, 14. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Pazman, Andrej and Müller, Werner (1996) Extended Information Matrices for Optimal Designs when the Observations are Correlated. Forschungsberichte / Institut für Statistik, 53. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Pazman, Andrej and Müller, Werner (1996) Extended Information Matrices for Optimal Designs when the Observations are Correlated II. Forschungsberichte / Institut für Statistik, 41. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Strasser, Helmut (1996) Perturbation invariant estimates and incidental nuisance parameters. Forschungsberichte / Institut für Statistik, 48. Institut für Statistik und Mathematik, WU Vienna University of Economics and Business, Vienna.

1995

Felsenstein, Klaus and Pötzelberger, Klaus (1995) The Asymptotic Loss of Information for Grouped Data. Forschungsberichte / Institut für Statistik, 46. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang (1995) A Universal Generator for Bivariate Log-Concave Distributions. Preprint Series / Department of Applied Statistics and Data Processing, 13. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Maderbacher, Michael and Müller, Werner (1995) Comparing Local Fitting to Other Automatic Smoothers. Forschungsberichte / Institut für Statistik, 45. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Müller, Werner and Pazman, Andrej (1995) Design Measures and Extended Information Matrices for Optimal Designs when the Observations are Correlated. Forschungsberichte / Institut für Statistik, 47. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Pötzelberger, Klaus (1995) Finite de Finetti-Type Results as Approximation Results by the Expectation of Sufficient Statistics. Forschungsberichte / Institut für Statistik, 44. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Strasser, Helmut (1995) Asymptotic Efficiency of Estimates for Models with Incidental Nuisance Parameters. Forschungsberichte / Institut für Statistik, 34. Institut für Statistik und Mathematik, WU Vienna University of Economics and Business, Vienna.

1994

Böhm, Walter (1994) An Operator Limit. Forschungsberichte / Institut für Statistik, 43. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Böhm, Walter and Mohanty, Sri Gopal (1994) Transient Analysis of M/M/1 Queues in Discrete Time with General Server Vacations. Forschungsberichte / Institut für Statistik, 42. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia (1994) Recursive Residuals and Model Diagnostics for Normal and Non-Normal State Space Models. Forschungsberichte / Institut für Statistik, 40. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hackl, Peter (1994) Optimal Design for Experiments with Potentially Failing Trials. Forschungsberichte / Institut für Statistik, 39. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hauser, Michael A. and Hörmann, Wolfgang and Kunst, Robert M. and Lenneis, Jörg (1994) A Note on Generation, Estimation and Prediction of Stationary Processes. Preprint Series / Department of Applied Statistics and Data Processing, 9. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang (1994) A Rejection Technique for Sampling from T-Concave Distributions. Preprint Series / Department of Applied Statistics and Data Processing, 11. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Derflinger, Gerhard (1994) The Transformed Rejection Method for Generation Random Variables, an Alternative to the Ratio of Uniforms Method. Preprint Series / Department of Applied Statistics and Data Processing, 10. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Derflinger, Gerhard (1994) Universal Generators for Correlation Induction. Preprint Series / Department of Applied Statistics and Data Processing, 12. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

1993

Dittrich, Regina and Reschenhofer, Erhard and Bomze, Immanuel (1993) Behaviour on the Length Test for Medium Sample Sizes. Forschungsberichte / Institut für Statistik, 36. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia (1993) Applied State Space Modelling of Non-Gaussian Time Series using Integration-based Kalman-filtering. Forschungsberichte / Institut für Statistik, 35. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia (1993) Bayesian Model Discrimination and Bayes Factors for Normal Linear State Space Models. Forschungsberichte / Institut für Statistik, 33. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hatzinger, Reinhold and Panny, Wolfgang (1993) Single and Twin-Heaps as Natural Data Structures for Percentile Point Simulation Algorithms. Forschungsberichte / Institut für Statistik, 32. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang (1993) A note on the quality of random variates generated by the ratio of uniforms method. Preprint Series / Department of Applied Statistics and Data Processing, 5. Institut für Statistik und Mathematik, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang (1993) The quality of non-uniform random numbers. Preprint Series / Department of Applied Statistics and Data Processing, 7. Institut für Statistik und Mathematik, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang (1993) A universal generator for discrete log-concave distributions. Preprint Series / Department of Applied Statistics and Data Processing, 8. Institut für Statistik und Mathematik, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Leydold, Josef (1993) On the number of nodal domains of spherical harmonics. Preprint Series / Department of Applied Statistics and Data Processing, 6. Institut für Statistik und Mathematik, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Müller, Werner and Ponce de Leon, Antonio C. (1993) Discrimination Between Two Binary Data Models. Sequentially Designed Experiments. Forschungsberichte / Institut für Statistik, 37. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Müller, Werner and Ponce de Leon, Antonio C. (1993) Optimal Design of an Experiment in Economics. Forschungsberichte / Institut für Statistik, 31. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

1992

Böhm, Walter and Jain, J. L. and Mohanty, Sri Gopal (1992) On Zero avoiding Transition Probabilities of an r-node Tandem Queue - a Combinatorial Approach. Forschungsberichte / Institut für Statistik, 26. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Fedorov, Valery V. and Hackl, Peter and Müller, Werner (1992) Forecasting with Optimized Moving Local Regression. Forschungsberichte / Institut für Statistik, 30. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Fedorov, Valery V. and Hackl, Peter and Müller, Werner (1992) Moving Local Regression: The Weight Function. Forschungsberichte / Institut für Statistik, 25. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia (1992) Data Augmentation and Dynamic Linear Models. Forschungsberichte / Institut für Statistik, 28. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang (1992) The generation of binomial random variates. Preprint Series / Department of Applied Statistics and Data Processing, 1. Institut für Statistik und Mathematik, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang (1992) New generators of normal and Poisson deviates based on the transformed rejection method. Preprint Series / Department of Applied Statistics and Data Processing, 4. Institut für Statistik und Mathematik, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang (1992) The transformed rejection method for generating Poisson random variables. Preprint Series / Department of Applied Statistics and Data Processing, 2. Institut für Statistik und Mathematik, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Derflinger, Gerhard (1992) A portable uniform random number generator well suited for the rejection method. Preprint Series / Department of Applied Statistics and Data Processing, 3. Institut für Statistik und Mathematik, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Müller, Werner (1992) Optimal Design for Moving Local Regressions. Forschungsberichte / Institut für Statistik, 29. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Roppert, Josef and Derflinger, Gerhard (1992) On Some Definite Integrals of a certain Class of Logarithmic Functions. Forschungsberichte / Institut für Statistik, 27. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

1991

Böhm, Walter (1991) Über die Busy Period von Er/M/1 Systemen. Ein kombinatorischer Beweis. Forschungsberichte / Institut für Statistik, 23. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Böhm, Walter (1991) A Note on M/M/1 Queues with Gamma-Distributed Vacations. Forschungsberichte / Institut für Statistik, 22. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Böhm, Walter (1991) A transient Analysis of M/G/1 Queues with N-policy. Forschungsberichte / Institut für Statistik, 20. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Böhm, Walter and Hackl, Peter (1991) CUSUM Chart for Correlated Control Variables. Forschungsberichte / Institut für Statistik, 14. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Böhm, Walter and Mohanty, Sri Gopal (1991) On Discrete Time Markovian N-policy Queues involving Batches. Forschungsberichte / Institut für Statistik, 24. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Böhm, Walter and Mohanty, Sri Gopal (1991) On Random Walks with Barriers and their Application to Queues. Forschungsberichte / Institut für Statistik, 21. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Fedorov, Valery V. and Hackl, Peter and Müller, Werner (1991) Optimal and Practicable Designs for Measuring Plaque pH-Profiles. Forschungsberichte / Institut für Statistik, 16. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia (1991) Das Unbeobachtbare erfassen - Dynamische stochastische Modelle in den Umweltwissenschaften. Forschungsberichte / Institut für Statistik, 19. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia (1991) Monitoring von ökologischen und biometrischen Prozessen mit statistischen Filtern. Forschungsberichte / Institut für Statistik, 18. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hatzinger, Reinhold (1991) Quasi-Likelihood Methoden zur Analyse von unabhängigen und abhängigen Beobachtungen. Forschungsberichte / Institut für Statistik, 13. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hatzinger, Reinhold and Katzenbeisser, Walter (1991) A Combination of Nonparametric Tests for Trend in Location. Forschungsberichte / Institut für Statistik, 15. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Pötzelberger, Klaus (1991) On the Approximation of finite Markov-exchangeable processes by mixtures of Markov Processes. Forschungsberichte / Institut für Statistik, 10. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Pötzelberger, Klaus and Felsenstein, Klaus (1991) An asymptotic Result on Principal Points for univariate Distributions. Forschungsberichte / Institut für Statistik, 11. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Pötzelberger, Klaus and Felsenstein, Klaus (1991) On the Fisher Information of Discretized Data. Forschungsberichte / Institut für Statistik, 12. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Schnatter, Sylvia (1991) Integration-based Kalman-filtering for a Dynamic Generalized Linear Trend Model. Forschungsberichte / Institut für Statistik, 9. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

1990

Böhm, Walter and Mohanty, Sri Gopal (1990) Discretization of Markovian Queueing Systems. Forschungsberichte / Institut für Statistik, 4. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Böhm, Walter and Mohanty, Sri Gopal (1990) M/M/1 Queues under N-policy involving Batches. Forschungsberichte / Institut für Statistik, 5. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Fedorov, Valery V. and Hackl, Peter and Müller, Werner (1990) Estimation and Experimental Design for Second Kind Regression Models. Forschungsberichte / Institut für Statistik, 8. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia (1990) On Fuzzy Bayesian Inference. Forschungsberichte / Institut für Statistik, 17. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Katzenbeisser, Walter and Panny, Wolfgang (1990) On the Number of Times where a simple Random Walk reaches its Maximum. Forschungsberichte / Institut für Statistik, 2. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Katzenbeisser, Walter and Panny, Wolfgang (1990) Simple Random Walk Statistics. Part I: Discrete Time Results. Forschungsberichte / Institut für Statistik, 1. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Katzenbeisser, Walter and Panny, Wolfgang (1990) Some further Results on the Height of Lattice Path. Forschungsberichte / Institut für Statistik, 3. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Nagel, Herbert and Hatzinger, Reinhold (1990) Diagnostics in some Discrete Choice Models. Forschungsberichte / Institut für Statistik, 7. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Strasser, Helmut (1990) Concentration of Multivariate Statistical Tables. Forschungsberichte / Institut für Statistik, 6. Institut für Statistik und Mathematik, WU Vienna University of Economics and Business, Vienna.

This list was generated on Fri Oct 24 18:45:01 2014 CEST.