Andreas Weigend, Social Data Lab

 

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.    Content Availability, Pollution and Poisoning in File Sharing Peer-To-Peer Networks (2005)  Christin, N., A. S. Weigend, and J. Chuang. In: Proceedings of the 6th ACM Conference on Electronic Commerce (EC-2005, Vancouver, BC, Canada, June 2005), p. 68-77. New York, NY: ACM.

43.    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.

44.    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.

45.    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.

46.    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.

47.    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.

48.    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.

49.    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.

50.    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.

51.    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.

52.    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.

53.    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.

54.    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.

55.    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.

56.    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.

57.    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.

58.    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.

59.    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.

60.    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.

61.    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.

62.    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.

63.    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.

64.    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.

65.    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.

66.    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.

67.    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.

68.    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.

69.    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.

70.    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.

71.    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.

72.    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.

73.    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.

74.    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

75.    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.

76.    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.

77.    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.

78.    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.

79.    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.

80.    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.

81.    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.

82.    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.

83.    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.

84.    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.

85.    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.

86.    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.

87.    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.

88.    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.

89.    Time Series Prediction and Analysis (1993) Weigend, A. S. In: International Joint Conference on Neural Networks (IJCNN'93), Nagoya, Japan, p. 339-382.

90.    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.

91.    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.

92.    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.

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, Singapore, p. 2374-2379.

94.    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.

95.    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.

96.    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

97.    Hidden Markov Experts (2001) Weigend, A. S. and S. Shi. In: Quantitative Analysis in Financial Market, edited by M. Avellaneda, p. 35-70. Singapore: World Scientific.

98.    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.

99.    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.

100.   Paradigm Change in Prediction (1995). Weigend, A. S. In: Chaos and Forecasting, edited by H. Tong, ch. 7, p. 145-160.  Singapore: World Scientific.

101.   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.

102.   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.

103.   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.

104.   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.

105.   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.

106.   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.

107.   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.

108.   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

  • Connectionist Architectures for Time Series Prediction of Dynamical Systems. Weigend, A. S. (June 1991) Ph.D. Thesis, Department of Physics, Stanford University.
  • Vorhersagen zur harten Streuung reeller Photonen der Energie 150 GeV an Protonen. Weigend, A. (March 1986) Diplomarbeit, Department of Physics, Bonn University. BONN-IR-86-07.