Publications
Export 14 results:
Filters: Author is S. Liehr [Clear All Filters]
Optimal trading from minimizing the period of bankruptcy risk. The European Physical Journal B 20, 555–559 (2001).
Prediction of financial data with Hidden Markov mixtures of experts. International Journal of Theoretical and Applied Finance 3 (3), 593 (2000).
A trading strategy with variable investment from minimizing risk to profit ratio. Physica A 287 (3–4), 524–538 (2000).
Application of Physics in Financial Analysis - 2 ( ) 24E, 62 (European Physical Society, 2000).
Fast change point detection in switching dynamics using a Hidden Markov model of prediction experts. ICANN\'99 Proceedings 204–209 (IEE, London, 1999).
Hidden Markov gating for prediction of change points in switching dynamical systems. ESANN \'99: Proceedings 405–410 (D-Facto, 1999).
Hidden Markov mixtures of experts for prediction of non–stationary dynamics. NNSP \'99: Workshop on Neural Networks for Signal Processing 195–204 (IEEE, NY, 1999).
Hidden Markov mixtures of experts with an application to EEG recordings from sleep. Theory in Biosciences 118 (3–4), 246–260 (1999).
Learning and prediction with hierarchically structured models. HWK Conference on Cognitive Neuroscience 34 (1999).