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DateTitle Authors
2011 Behaviour of Humans and Behaviour of Models in Dynamic SpaceNijkamp, Peter
2007 Quantile sieve estimates for time seriesFranke, Jürgen / Stockis, Jean-Pierre / Tadjuidje, Joseph
1997 Convergence of Adaptive Learning and the Concept of Expectational Stability in Linear Rational Expectations Models with Multiple EquilibriaHeinemann, Maik
2001 Two Notes on Replication in Evolutionary ModellingRiechmann, Thomas
1997 Modellierung von Preiserwartungen durch neuronale NetzeHeinemann, Maik / Lange, Carsten
2009 Option pricing: The empirical tests of the black-scholes pricing formula and the feed-forward networkVlasáková Baruníková, Michaela
2004 Testing for neglected nonlinearity in cointegrating relationshipsBlake, Andrew P. / Kapetanios, George
2008 Support vector regression based GARCH model with application to forecasting volatility of financial returnsChen, Shiyi / Jeong, Kiho / Härdle, Wolfgang Karl
2008 The default risk of firms examined with smooth support vector machinesHärdle, Wolfgang Karl / Lee, Yuh-Jye / Schäfer, Dorothea / Yeh, Yi-Ren
2008 The bayesian additive classification tree applied to credit risk modellingZhang, Junni L. / Härdle, Wolfgang Karl

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