Andreas S. Weigend – List of
Publications
Books
1. Computational Finance.
(1999) Abu-Mostafa, Y. S., B. LeBaron, A. W. Lo, and A. S. Weigend (Eds.)
Proceedings of the Sixth International Conference on Computational Finance
(CF99, New York, January 1999). Cambridge,
MA: MIT Press.
2. Data Mining in Finance. (1997) Srivastava, A. N., and A. S. Weigend (Eds.) Special Issue of International Journal of Neural Systems 8(3).
Singapore: World Scientific.
3. Decision Technologies for Financial Engineering.
(1997) Weigend, A. S., Y. S. Abu-Mostafa, and A.-P. N. Refenes (Eds.)
Proceedings of the Fourth International Conference on Neural Networks in the
Capital Markets (NNCM'96, Pasadena, November 1996). Singapore: World Scientific.
4. Neural Networks in Financial Engineering. (1996)
Refenes, A.-P. N., Y. Abu-Mostafa, J. Moody, and A. Weigend (Eds.) Proceedings
of the Third International Conference on Neural Networks in the Capital Markets
(NNCM'95, London, October 1995).
Singapore: World Scientific.
5. Time Series Prediction: Forecasting the Future and
Understanding the Past. (1994) Weigend, A. S., and N. A. Gershenfeld
(Eds.) Santa Fe Institute Studies in the Sciences of Complexity XV; Proceedings
of the NATO Advanced Research Workshop on Comparative Time Series Analysis
(Santa Fe, May 1992). Reading, MA: Addison-Wesley.
6. Proceedings of the 1993 Connectionist Models
Summer School. (1994) Mozer, M. C., P. Smolensky, D. S. Touretzky, J.
L. Elman, and A. S. Weigend (Eds.) (Boulder, June 1993). Hillsdale, NJ: Erlbaum.
Journal Publications
1.
Predicting Daily Probability Distributions of S&P500
Returns (2000) Weigend, A. S., and S. Shi. Journal of Forecasting 19,
p. 375-392.
2.
Data Mining for Features Using Scale-Sensitive Gated
Experts (1999) Srivastava, A. N., R. Su, and A. S. Weigend.: IEEE Transactions on Pattern Analysis and
Machine Intelligence 21, p. 1268-1279.
3.
Exploiting Hierarchy in Text Categorization (1999)
Weigend, A. S., E. D. Wiener, and J. O. Pedersen. Information Retrieval 1, p. 193-216.
4.
A Bootstrap Evaluation of the Effect of Data Splitting on
Financial Time Series (1998) LeBaron, B., and A. S. Weigend. IEEE
Transactions on Neural Networks 9, p. 213-220.
5.
Exploiting Local Relations as Soft Constraints to Improve
Forecasting (1998) Weigend, A. S., and H. G. Zimmermann. Journal
of Computational Intelligence in Finance 6, p. 14-23.
6.
A First Application of Independent Component Analysis to
Extracting Structure from Stock Returns (1997) Back, A. D., and A. S.
Weigend. International Journal of Neural Systems 8, p. 473-484.
7.
Nonlinear Trading Models Through Sharpe Ratio
Maximization (1997) Choey, M., and A. S. Weigend. International Journal of
Neural Systems 8, p. 417-431.
8.
Modeling Volatility Using State Space Models (1997)
Timmer, J., and A. S. Weigend. International Journal of Neural Systems
8, p. 385-398.
9.
Time Series Analysis and Prediction using Gated Experts
with Application to Energy Demand Forecasts (1996) Weigend, A. S. Applied
Artificial Intelligence 10, p. 583-624.
10.
Nonlinear Gated Experts for Time Series: Discovering
Regimes and Avoiding Overfitting (1995) Weigend, A. S., M. Mangeas, and A. N.
Srivastava. International Journal of Neural Systems 6, p. 373-399.
11.
Predicting Conditional Probability Distributions: A
Connectionist Approach (1995) Weigend, A. S., and A. N. Srivastava. International
Journal of Neural Systems 6, p. 109-118.
12.
Paradigm Change in Prediction (1994) Weigend, A. S. Philosophical
Transactions of the Royal Society, Series A (Physical Sciences) 348, p.
405-420 (with discussion).
13.
Computing Second Derivatives in Feed-Forward Networks: A
Review (1994) Buntine, W. L., and A. S. Weigend. IEEE Transactions on Neural
Networks 5, p. 480-488.
14.
Review of ‘Introduction to the Theory of Neural
Computation’ by J. A. Hertz, A. S. Krogh, and R. G. Palmer (1993) Weigend, A. S. Artificial
Intelligence 61, p. 93-111.
15.
Bayesian Back-Propagation (1991) Buntine, W. L., and A.
S. Weigend. Complex Systems 5, p. 603-643.
16.
Predicting the Future: A Connectionist Approach (1990)
Weigend, A. S., B. A. Huberman, and D. E. Rumelhart. International Journal of
Neural Systems 1, p. 193-209.
17.
Photoproduction and hadroproduction of phi(1020), K*(892)
and K* Bar (892) Mesons in the energy range 65 to 175 GeV (1994) Apsimon, R.
J., et al. Z. Phys. C Part Fields 61, p. 383-397.
18.
Observation of direct soft photon production in pi-p
interactions at 280 GeV/c (1993) S. Banerjee et al. Phys. Lett. B 305, p. 182-186.
19.
Production of f_2 (1270) and f_0 (975) mesons by photons
and hadrons of energy 65-175 GeV (1992) R. J. Apsimon et al. Z.
Phys. C 56, p. 185-192.
20.
Inclusive production of eta mesons in pi-p, K-p and
gamma-p collisions at energies around 100 GeV (1992) R. J. Apsimon et al. Z.
Phys. C 54, p. 185-191.
21.
Comparison of photon and hadron induced production of
rho_0-mesons in the energy range of 65 to 175 GeV (1992) R.J. Apsimon et
al. Z.
Phys. C 53, p. 581-594.
22.
Inclusive production of pi-0 mesons in pi-p, K-p and
gamma-p collisions at energies around 100 GeV (1991) R. J. Apsimon et al. Z.
Phys. C 52, p. 397-405.
23.
Separation of minimum and higher twist in photoproduction
(1991) R. J. Apsimon et al. Z. Phys. C 50, p. 179-184.
24.
Preliminary results on direct soft photon production in
pi-p interactions at 280 GeV/c (1991) S. Abatzis et al. Dedicated to the memory
of Dr. Yves Goldschmidt-Clermont. Nucl. Phys. A. 525, p. 487c-490c.
25.
Forward charge asymmetry in low-pT photoproduction of
hadrons (1990) R. J. Apsimon et al. Z. Phys. C 47, p. 397-400.
26.
Search for non-minimal neutral Higgs bosons from Z boson
decays (1990) S. Komamiya et al. Phys. Rev. Lett. 64, p. 2881-2884.
27.
Search for decays of the Z to unstable neutral leptons
with mass between 2.5 and 22 GeV (1990) P. R. Burchat et al. Phys.
Rev. D 41, p. 3542-3545.
28.
A search for doubly charged Higgs scalars in Z decay
(1990) M. Swartz et al. Phys. Rev. Lett. 64, p. 2877-2880.
29.
Measurements of charged-particle inclusive distributions
in hadronic decays of the Z boson (1990) G. S. Abrams et al. Phys.
Rev. Lett. 64, p. 1334-1337.
30.
Determination of alpha_s from a differential jet
multiplicity distribution in e+/e- collisions at sqrt(s) = 29 and 91 GeV (1990)
S. Komamiya et al. Phys. Rev. Lett. 64, p. 987-990.
31.
Search for long-lived massive neutrinos in Z decays
(1990) C. K. Jung et al. Phys. Rev. Lett. 64, p. 1091-1094.
32.
A study of the point-like interactions of the photon
using energy-flows in photo- and hadro-production for incident energies between
65 and 170 GeV (1990) R. J. Apsimon et al.
Z. Phys. C 46, p. 35-43.
33.
Measurement of Z decays into lepton pairs (1989) G. S.
Abrams et al. Phys. Rev. Lett. 63, 2780-2783.
34.
Searches for new quarks and leptons in Z-boson decay
(1989) G. S. Abrams et al. Phys. Rev. Lett. 63, p. 2447-2451.
35.
Initial measurements of Z-boson resonance parameters in
e+/e- annihilation (1989) G. S. Abrams et al. Phys. Rev. Lett. 63, p. 2173-2176.
36.
First measurements of hadronic decays of the Z boson
(1989) G. S. Abrams et al. Phys. Rev. Lett. 63, p. 1558-1561.
37.
Initial measurements of Z boson resonance parameters in
e+/e- annihilation (1989) G. S. Abrams et al. Phys. Rev. Lett. 63, p. 724-727.
38.
The Mark-II Detector for the SLC (1989) G. S. Abrams et
al. Nucl.
Inst. Meth. A 281, 55-80.
39.
Inclusive photoproduction of single charged particles at
high pT. (1989) J. Apsimon et al. Z. Phys. C 43, p. 63-74.
40.
LUCIFER: a Monte Carlo for high-pT photoproduction (1987)
Ingelman, G. and A. Weigend. Comp. Phys. Communications 46, p.
241-261.
41.
Observation of direct soft photon production in K+-p
interactions at 70 GeV/c (1984) Chliapnikov, P.V. et al. Phys.
Lett. 141B, p. 276-280.
Refereed Conference Publications
42.
Computing Portfolio Risk Using Gaussian Mixtures and
Independent Component Analysis (1999) Chin, E., A. S. Weigend, and H.
Zimmermann. In: Proceedings of the 1999
IEEE/IAFE/INFORMS Conference on Computational Intelligence for Financial
Engineering (CIFEr'99, New York, March 1999), p. 74-117. New York, NY:
IEEE.
43.
Extracting Risk-Neutral Densities From Option Prices
Using Mixture Binomial Trees (1999) Pirkner, C., A. S. Weigend, and H.
Zimmermann. In: Proceedings of the 1999
IEEE/IAFE/INFORMS Conference on Computational Intelligence for Financial
Engineering (CIFEr'99, New York, March 1999), p. 135-158. New York, NY:
IEEE.
44.
Nonlinear Prediction of Conditional Percentiles for
Value-at-Risk (1999) Chang, I. J., and A. S. Weigend. In: Proceedings of the 1999 IEEE/IAFE/INFORMS Conference on Computational
Intelligence for Financial Engineering (CIFEr'99, New York, March 1999), p.
118-134. New York, NY: IEEE.
45.
Applying Hidden Markov Experts to Finance: Predicting
Densities and Discovering Hidden States (1998) Weigend, A. S. In: Proceedings of the Tenth Yale Workshop on
Adaptive and Learning Systems (Yale, June 1998), p. 19-37.
46.
Discovering Technical Traders in the T-Bond Futures
Market (1998) Weigend, A. S., F. Chen, S. Figlewski, and S. R. Waterhouse. In: Proceedings of the Fourth International
Conference on Knowledge Discovery and Data Mining (KDD-98, New York, August
1998), edited by R. Agrawal, P. Stolorz and G. Piatetsky-Shapiro, p.
354-358. Menlo Park, CA: AAAI Press.
47.
Uncovering Hidden Structure in Bond Futures Trading
(1998) Chen, F., S. Figlewski, J. Heisler, and A. S. Weigend. In: Proceedings of the IEEE/IAFE/INFORMS 1998
Conference on Computational Intelligence for Financial Engineering
(CIFEr'98, New York, March 1998). New York, NY: IEEE.
48.
What Drives Stock Returns? - An Independent Component
Analysis (1998) Back, A. D., and A. S. Weigend. In: Proceedings of the IEEE/IAFE/INFORMS 1998 Conference on Computational
Intelligence for Financial Engineering (CIFEr'98, New York, March 1998), p.
141-156. New York, NY: IEEE.
49.
Modeling Financial Time Series Using State Space Models
(1998) Timmer, J., and A. S. Weigend. In: Decision
Technologies for Computational Finance, edited by A.-P. N. Refenes, A. N.
Burgess, and J. E. Moody (Proceedings of the Fifth International Conference
Computational Finance, London, December 1997), p. 233-246. Dordrecht: Kluwer.
50.
Discussion of ‘An Evolutionary Bootstrap Strategy for
Selecting Dynamic Trading Strategies’ (1998) Weigend, A. S. In: Decision Technologies for Computational
Finance, edited by A.-P. N. Refenes, A. N. Burgess, and J. E. Moody
(Proceedings of the Fifth International Conference Computational Finance,
London, December 1997), p. 161-164.
Dordrecht: Kluwer.
51.
Discovering Structure in Finance Using Independent
Component Analysis (1998) Back, A. D., and A. S. Weigend. In: Decision Technologies for Computational
Finance, edited by A.-P. N. Refenes, A. N. Burgess, and J. E. Moody
(Proceedings of the Fifth International Conference Computational Finance,
London, December 1997), p. 309-322. Dordrecht:
Kluwer.
52.
Taking Time Seriously: Hidden Markov Experts Applied to
Financial Engineering (1997) Shi, S., and A. S. Weigend. In: Proceedings of the IEEE/IAFE 1997 Conference
on Computational Intelligence for Financial Engineering (CIFEr'97, New
York, March 97), p. 244-252. New York,
NY: IEEE.
53.
Measuring Predictability Using Multiresolution Embedding
(1997). McCabe, T. M., and A. S. Weigend. In: Proceedings of the IEEE/IAFE 1997 Conference on Computational
Intelligence for Financial Engineering (CIFEr'97, New York, March 97), p.
75-81. New York, NY: IEEE.
54.
Nonlinear Trading Models through Sharpe Ratio
Maximization (1997) Choey, M., and A. S. Weigend. In: Decision Technologies for Financial Engineering, edited by A. S.
Weigend, Y. S. Abu-Mostafa, and A.-P. N. Refenes, p. 3-22. (Proceedings of the
Fourth International Conference on Neural Networks in the Capital Markets,
NNCM-96, Pasadena, November 1996).
Singapore: World Scientific.
55.
Representing Dynamical Systems in Feed-forward Networks:
A Six Layer Architecture (1997) Zimmermann, H. G., and A. S. Weigend. In: Decision Technologies for Financial
Engineering, edited by A. S. Weigend, Y. S. Abu-Mostafa, and A.-P. N.
Refenes, p. 289-306. (Proceedings of the Fourth International Conference on
Neural Networks in the Capital Markets, NNCM-96, Pasadena, November 1996).
Singapore: World Scientific.
56.
Markov Gated Experts for Time Series Analysis: Beyond
Regression (1997) Shi, S., and A. S. Weigend. In: IEEE International Conference on Neural Networks (ICNN'97, Houston,
TX), p. 2039-2044. New York, NY: IEEE.
57.
Data Mining in Finance: Report from the Post-NNCM-96
Workshop on Teaching Computer Intensive Methods for Financial Modeling and Data
Analysis (1997) Weigend, A. S. In: Decision
Technologies for Financial Engineering, edited by A. S. Weigend, Y. S.
Abu-Mostafa, and A.-P. N. Refenes, p. 399-411. (Proceedings of the Fourth
International Conference on Neural Networks in the Capital Markets, NNCM-96,
Pasadena, November 1996). Singapore:
World Scientific.
58.
Maximizing Risk-Adjusted Return in Financial Time Series
(1996) Kang, J., M. Choey, and A. S. Weigend. In: Computing Science and Statistics (28th Symposium INTERFACE'96,
Sydney), edited by L. Billard and N. I. Fisher, p. 677-681. Interface
Foundation of North America.
59.
Modeling of Scholastic Aptitude Tests (1996) Perlich, C.,
M. Brehler, and A. S. Weigend. In: Progress in Neural Information Processing, edited by S.-I.
Amari et al. (Proceedings of the International Conference on Neural Information
Processing, ICONIP'96, Hong Kong), p. 689-696.
Berlin: Springer-Verlag.
60.
Measuring Predictability Using Multiscale Embedding
(1996) McCabe, T. M., V. C. Bjorn, and A. S. Weigend. In: Neural Networks for Signal Processing VI, edited by S. Usui, Y.
Tohkura, S. Katagiri, and E. Wilson (Proceedings of the 1996 IEEE Workshop
NNSP'96, Kyoto, September 1996) p. 151-160. Piscataway, NJ: IEEE Service
Center.
61.
Multiresolution Embedding for Time Series Analysis (1996)
McCabe, T. M., and A. S. Weigend. In: Proceedings
of World Congress on Neural Networks (WCNN'96, San Diego, CA, September
1996), p. 628-631. Hillsdale, NJ: Erlbaum.
62.
Measuring Predictability Using Multiscale Embedding
(1996) McCabe, T. M., and A. S. Weigend. In: Proceedings of the Ninth Yale Workshop on Adaptive and Learning Systems
(Yale, June 1996), p. 13-18.
63.
Clearning (1996) Weigend, A. S., H. G. Zimmermann, and R.
Neuneier. In: Neural Networks in
Financial Engineering, edited by A.-P. N. Refenes, Y. Abu-Mostafa, J.
Moody, and A. Weigend (Proceedings of Third International Conference on Neural
Networks in the Capital Markets, NNCM-95, London, October 1995), p.
511-522. Singapore: World Scientific.
64.
Analysis and Prediction of Multi-Stationary Time Series
(1996) Weigend, A. S., and M. Mangeas. In: Neural
Networks in Financial Engineering, edited by A.-P. N. Refenes, Y.
Abu-Mostafa, J. Moody, and A. Weigend (Proceedings of the Third International
Conference on Neural Networks in the Capital Markets, NNCM-95, London, October
1995), p. 597-611. Singapore: World
Scientific.
65.
Modeling, Learning, and Meaning: Extracting Regimes from
Time Series (1996) Weigend, A. S., and A. N. Srivastava. In: Melecon-96 (8th Mediterranean
Electrotechnical Conference, May 13-16, 1996, Bari, Italy), p. 95-99. Piscataway, NJ: IEEE Service Center.
66.
Improved Time Series Segmentation using Gated Experts
with Simulated Annealing (1996) A. N. Srivastava, and A. S. Weigend. In: Proceedings of the IEEE International
Conference on Neural Networks, Washington, DC (ICNN'96), p. 1883-1888. New York, NY: IEEE.
67.
Avoiding Overfitting by Locally Matching the Noise Level
of the Data (1995) Weigend, A. S., and M. Mangeas. In: Proceedings of World Congress on Neural Networks (WCNN'95),
Washington, DC, July 17-21, 1995, p. II-1-9.
Hillsdale, NJ: Erlbaum.
68.
The Observer-Observation Dilemma in Neuro-Forecasting:
Reliable Models From Unreliable Data Through Clearning (1995) Weigend, A. S.,
H. G. Zimmermann, and R. Neuneier. In: Artificial
Intelligence Applications on Wall Street. New York, June 1995, edited by R.
Freedman, p. 308-317. New York, NY: Software Engineering Press.
69.
Avoiding Overfitting by Locally Matching the Noise Level
of the Data (1995) Weigend, A. S., and M. Mangeas. In: Artificial Intelligence Applications on Wall Street, New York, June
7-9, 1995, edited by R. Freedman, p. 298-307. New York, NY: Software
Engineering Press.
70.
First Experiments Using a Mixture of Nonlinear Experts
for Time Series Prediction (1995) Mangeas, M., and A. S. Weigend. In: Proceedings of World Congress on Neural
Networks (WCNN'95), Washington, DC, July 17-21, 1995, p. II-104-109. Hillsdale, NJ: Erlbaum.
71.
The Design of MMM: A Model ManageMent System for Time
Series Analysis (1995) Guenther, O., R. Mueller, and A. S. Weigend. In: Electronic Publishing and the Information
Superhighway (DAGS'95), Boston, MA, May 30-June 2, 1995, edited by J. Ford,
F. Makedon, and S. A. Rebelsky, p. 223-233.
Basel: Birkhaeuser.
72.
Forecasting Electricity Demand Using Nonlinear Mixture of
Experts (1995) Mangeas, M., C. Muller, and A. S. Weigend. In: Proceedings of World Congress on Neural
Networks (WCNN'95), Washington, DC, July 17-21, 1995, p. II-48-53. Hillsdale, NJ: Erlbaum.
73.
A Neural Network Approach to Topic Spotting (1995)
Wiener, E. D., J. Pedersen, and A. S. Weigend. In: Proceedings of Fourth Annual Symposium on Document Analysis and
Information Retrieval (SDAIR'95), Las Vegas, NV, April 24-26, 1995, p.
317-332
74.
Learning Local Error Bars for Nonlinear Regression (1995)
Nix, D. A., and A. S. Weigend. In: Advances
in Neural Information Processing Systems 7 (NIPS*94), edited by G. Tesauro,
D. S. Touretzky, and T. K. Leen, p. 489-496.
Cambridge, MA: MIT Press.
75.
Direct Multi-Step Time Series Prediction Using TD(lambda)
(1995) Kazlas, P. T., and A. S. Weigend. In: Advances in Neural Information Processing Systems 7 (NIPS*94),
edited by G. Tesauro, D. S. Touretzky, and T. K. Leen, p. 721-728. Cambridge, MA: MIT Press.
76.
Selecting Input Variables Using Mutual Information and
Nonparametric Density Estimation (1994) Bonnlander, B. V., and A. S. Weigend,
In: Proceedings of the 1994 International
Symposium on Artificial Neural Networks (ISANN'94), Tainan, Taiwan, p.
42-50.
77.
Predicting Probability Distributions: A Connectionist
Approach (1994) Srivastava, A. N., and A. S. Weigend. In: Proceedings of the 1994 International Symposium on Artificial Neural
Networks (ISANN'94), Tainan, Taiwan, p. 518-525.
78.
Predictions with Confidence Intervals (Local Error Bars)
(1994) Weigend, A. S., and D. A. Nix. In: Proceedings
of the International Conference on Neural Information Processing
(ICONIP'94), Seoul, Korea, p. 847-852.
79.
Evaluating Neural Network Predictors by Bootstrapping
(1994) Weigend, A. S., and B. LeBaron. In: Proceedings
of the International Conference on Neural Information Processing
(ICONIP'94), Seoul, Korea, p. 1207-1212.
80.
Connectionism for Music and Audition (1994) Weigend, A.
S. In: Advances in Neural Information
Processing Systems 6 (NIPS*93), edited by J. D. Cowan, G. Tesauro, and J.
Alspector, p. 1163-1164. San Francisco,
CA: Morgan Kaufmann.
81.
On Overfitting and the Effective Number of Hidden Units.
(1994) Weigend, A. S. In: Proceedings of
the 1993 Connectionist Models Summer School, edited by M. C. Mozer, P.
Smolensky, D. S. Touretzky, J. L. Elman, and A. S. Weigend, p. 335-342. Hillsdale, NJ: Erlbaum.
82.
Computing the Probability Density in Connectionist
Regression (1994) Srivastava, A. N., and A. S. Weigend. In: Proceedings of the IEEE International
Conference on Neural Networks, Orlando, FL (IEEE-ICNN'94), p.
3786-3789. Piscataway, NJ: IEEE-Press.
83.
Estimating the Mean and Variance of the Target
Probability Distribution (1994) Nix, D. A., and A. S. Weigend. In: Proceedings of the IEEE International
Conference on Neural Networks, Orlando, FL (IEEE-ICNN'94), p. 55-60. Piscataway, NJ: IEEE-Press.
84.
Computing the Probability Density in Connectionist
Regression (1994) Srivastava, A. N., and A. S. Weigend. In: Proceedings of the International Conference
on Artificial Neural Networks, Sorrento, Italy (ICANN94), edited by M.
Marinaro, and P. G. Morasso, p. 685-688.
Springer Verlag.
85.
Conditional Density Estimation for Physiological Control
Systems (1994) Srivastava, A. N., and A. S. Weigend. In: Proceedings of the
16th Annual International Conference of the IEEE Engineering in Medicine and
Biology Society, Baltimore, MD, edited by N. F. Sheppard, M. Eden, and G.
Kantor, p.1073-1074.
86.
Computing the Probability Density in Connectionist
Regression (1994) Srivastava, A. N., and A. S. Weigend. In: World Congress on Neural Networks, San
Diego, CA (INNS-WCNN94), p. II/311-314.
Hillsdale, NJ: Erlbaum.
87.
Results of the Santa Fe Time Series Competition (1993)
Weigend, A. S. and N. A. Gershenfeld. In: Proceedings
of World Congress on Neural Networks, Portland, OR (WCNN'93), p.
IV-663-670. Hillsdale, NJ: Erlbaum.
88.
Time Series Prediction and Analysis (1993) Weigend, A. S.
In: International Joint Conference on
Neural Networks (IJCNN'93), Nagoya, Japan, p. 339-382.
89.
Results of the Time Series Prediction Competition at the
Santa Fe Institute (1993) Weigend, A. S. and N. A. Gershenfeld. In: Proceedings of International Conference on
Neural Networks, San Francisco, CA (ICNN'93), p. 1786-1793. Piscataway, NJ: IEEE Service Center.
90.
Generalization through Minimal Networks with Application
to Forecasting (1991) Weigend, A. S., and D. E. Rumelhart. In: Computing Science and Statistics (23rd
Symposium INTERFACE'91, Seattle, WA), edited by E. M. Keramidas, p.
362-370. Interface Foundation of North
America.
91.
The Effective Dimension of the Space of Hidden Units
(1991) Weigend, A. S., and D. E. Rumelhart. In: International Joint Conference on Neural Networks, Singapore, p.
2069-2074.
92.
Generalization by Weight-Elimination Applied to Currency
Exchange Rate Prediction (1991) Weigend, A. S., D. E. Rumelhart, and B. A.
Huberman. In: International Joint
Conference on Neural Networks, Singapore, p. 2374-2379.
93.
Generalization by Weight-Elimination Applied to Currency
Exchange Rate Prediction (1991) Weigend, A. S., D. E. Rumelhart, and B. A.
Huberman. In: International Joint
Conference on Neural Networks, Seattle, WA, p. 837-841.
94.
Generalization by Weight-Elimination with Application to
Forecasting (1991) Weigend, A. S., D. E. Rumelhart, and B. A. Huberman. In: Advances in Neural Information Processing
Systems 3 (NIPS*90), edited by R. P. Lippmann, J. Moody, and D. S.
Touretzky, p. 875-882. San Mateo, CA:
Morgan Kaufmann.
95.
Back-propagation, Weight-Elimination and Time Series
Prediction (1990) Weigend, A. S., D. E. Rumelhart, and B. A. Huberman. In: Proceedings of the 1990 Connectionist Models
Summer School, edited by D. S. Touretzky, J. L. Elman, T. J. Sejnowski, and
G. E. Hinton, p. 105-116. San Mateo,
CA: Morgan Kaufmann.
Book Chapters
96.
Modeling Financial Data Using Clustering and Tree-Based
Approaches (1998) Chen, F., S. Figlewski, S. R. Waterhouse, and A. S. Weigend.
In: Data Mining, edited by N. F. F.
Ebecken, p. 35-51. Southampton, UK: Computational Mechanics Publications.
97.
Time Series Analysis and Prediction (1996) Weigend, A. S.
In: Mathematical Perspectives on Neural
Networks, edited by P. Smolensky, M. C. Mozer, and D. E. Rumelhart, p. 395-449. Mahwah, NJ: Erlbaum.
98.
Paradigm Change in Prediction (1995). Weigend, A. S. In: Chaos and Forecasting, edited by H.
Tong, ch. 7, p. 145-160. Singapore:
World Scientific.
99.
The Future of Time Series: Learning and Understanding
(1994) Gershenfeld, N. A., and A. S. Weigend. Reprinted in: Pattern Formation in the Physical and
Biological Sciences (1996), edited by F. Nijhout, L. Nadel, and D. Stein,
p. 347-428. Reading, MA:
Addison-Wesley.
100.
The Future of Time Series: Learning and Understanding
(1994) Gershenfeld, N. A., and A. S. Weigend. In: Time Series Prediction: Forecasting the Future and Understanding the
Past, edited by A. S. Weigend, and N. A. Gershenfeld, p. 1-70. Reading, MA: Addison-Wesley.
101.
Baroque Forecasting: On Completing J. S. Bach's Last
Fugue (1994) Dirst, M., and A. S. Weigend. In: Time Series Prediction: Forecasting the Future and Understanding the
Past, edited by A. S. Weigend, and N. A. Gershenfeld, p. 151-172. Reading, MA: Addison-Wesley.
102.
Exploring the Continuum Between Deterministic and Stochastic
Modeling (1994) Casdagli, M. C., and A. S. Weigend. In: Time Series Prediction: Forecasting the Future and Understanding the
Past, edited by A. S. Weigend, and N. A. Gershenfeld, p. 347-366. Reading, MA: Addison-Wesley.
103.
Weight-Elimination and Effective Network Size (1994)
Weigend, A. S., and D. E. Rumelhart. In: Computational
Learning Theory and Natural Learning Systems (Volume 1), edited by S. J.
Hanson, G. A. Drastal, and R. L. Rivest, ch. 16, p. 457-476. Cambridge, MA: MIT Press.
104.
Predicting Sunspots and Exchange Rates with Connectionist
Networks (1992) Weigend, A. S., B. A. Huberman, and D. E. Rumelhart. In: Nonlinear Modeling and Forecasting,
edited by M. Casdagli, and S. Eubank, p. 395-432. Redwood City, CA: Addison-Wesley.
105.
Generalization by Weight-Elimination with Application to
Forecasting (1991) Weigend, A. S., D. E. Rumelhart, and B. A. Huberman. In: Artificial Neural Networks: Forecasting Time
Series (1994), edited by V. R. Vermuri, and R. D. Rogers, p. 28-35. Los Alamitos, CA: IEEE Computer Society
Press.
106.
Forecasting Chaotic Computational Ecosystems (1991)
Weigend, A. S., B. A. Huberman, and D. E. Rumelhart. In: 1990 Lectures in Complex Systems, edited by L. Nadel, and D. Stein,
p. 461-469. Redwood City, CA:
Addison-Wesley.
Unpublished