Volatility Trading ia Temporal Pattern Recognition in Quantised Financial Time Series | 5 | 0.79 | 2001 |
The profitability of trading volatility using real-valued and symbolic models. | 1 | 0.37 | 2000 |
Fat Tails And Non-Linearity In Volatility Models: What Is More Important? | 1 | 0.45 | 1999 |
Understanding State Space Organization in Recurrent Neural Networks with Iterative Function Systems Dynamics | 5 | 0.52 | 1998 |
Finite automata-models for the investigation of dynamical systems | 10 | 0.67 | 1997 |
Two strategies to avoid overfitting in feedforward networks | 33 | 2.78 | 1997 |
Detecting Non-Linear Dynamics In Financial Time Series | 0 | 0.34 | 1997 |
Nonlinear Modelling of the Daily Heart Rhythm | 0 | 0.34 | 1997 |
A Nonlinear Markovian Characterization of Time Series Using Neural Networks | 0 | 0.34 | 1997 |
An Information Theoretic Measure for the Classification of Time Series | 0 | 0.34 | 1996 |