Research


The personnel of Uster Metrics has written several research papers in scientific journals
  • "Forecasting Exchange Rates using Cointegration Models and Intra-day Data", A. TRAPLETTI , A. GEYER, and F. LEISCH. Journal of Forecasting 21, (2002), 151-166
  • "Orla: A data flow programming system for very large time series", G. ZUMBACH and A. TRAPLETTI. In DSC 2001 Proceedings of the 2nd International Workshop on Distributed Statistical Computing (Vienna, 2001), K. Hornik and F. Leisch, Eds., ISSN 1609-395X
  • "Stationary and integrated autoregressive neural network processes", A. TRAPLETTI , F. LEISCH, and K. HORNIK. Neural Computation 12 (2000), 2427-2450
  • "Breathing Pattern and Exercise Endurance Time After Exhausting Cycling or Breathing", C. M. SPENGLER , C. KNÖPFLI-LENZIN , K. BIRCHLER , A. TRAPLETTI, and U. BOUTELLIER. European Journal of Applied Physiology 81 (2000), 368-374
  • "Stationarity and stability of autoregressive neural network processes", F. LEISCH , A. TRAPLETTI, and K. HORNIK. In Advances in Neural Information Processing Systems (1999), M. S. Kearns, S. A. Solla, and D. A. Cohn, Eds., vol. 11, MIT Press, USA
  • "Modellierung räumlicher Interaktion mit Neuronalen Netzen", M. CZERANKA and A. TRAPLETTI. In Angewandte Geographische Informationsverarbeitung. Beiträge zum AGIT-Symposium Salzburg 1999 (Heidelberg, 1999), J. Strobl and T. Blaschke, Eds., Wichmann Verlag, pp. 120-127
  • "On the stationarity of autoregressive neural network models", F. LEISCH , A. TRAPLETTI, and K. HORNIK. In CoWAN 98: Cottbuser Workshop Aspekte Neuronalen Lernens (1998), L. Cromme and T. Kolb, Eds., Shaker Verlag
  • "Statistische Modellierung mit Neuronalen Netzen und Anwendungen in der Geographischen Informationsverarbeitung", M. CZERANKA and A. TRAPLETTI. In Angewandte Geographische Informationsverarbeitung. Beiträge zum AGIT-Symposium Salzburg 1998 (Heidelberg, 1998), J. Strobl and F. J. Dollinger, Eds., Wichmann Verlag, pp. 39-50
  • "Bayesian modelling of high frequency data in finance", A. TRAPLETTI and M. M. FISCHER. Neural Network World 7 (1997), 417-426
and published working papers and technical reports
  • "tseries: Time Series Analysis and Computational Finance", A. TRAPLETTI and K. HORNIK. R package version 0.10-32, 2013
  • "Efficient Estimation of Volatility using High Frequency Data", G. ZUMBACH , F. CORSI, and A. TRAPLETTI. SSRN Research Paper, 2002
  • "On Neural Networks as Statistical Time Series Models", A. TRAPLETTI. Ph.D. Thesis, Department of Statistics and Probability Theory, Vienna University of Technology, Wiedner Hauptstr. 8-10, A-1040 Vienna, Austria, 2000
  • "Cointegration and exchange market efficiency: An analysis of high frequency data", A. TRAPLETTI , A. GEYER, and F. LEISCH. Working Paper 52, SFB#010 ("Adaptive Information Systems and Modelling in Economics and Managment Science"), Augasse 2-6, A-1090 Vienna, Austria, 1999
  • "On the ergodicity and stationarity of the ARMA(1,1) recurrent neural network process", A. TRAPLETTI , F. LEISCH, and K. HORNIK. Working Paper 37, SFB#010 ("Adaptive Information Systems and Modelling in Economics and Managment Science"), Augasse 2-6, A-1090 Vienna, Austria, 1999
  • "Stationary and integrated autoregressive neural network processes", A. TRAPLETTI , F. LEISCH, and K. HORNIK. Working Paper 24, SFB#010 ("Adaptive Information Systems and Modelling in Economics and Managment Science"), Augasse 2-6, A-1090 Vienna, Austria, 1998
  • "IFNN manual: Integrated framework for neural network and conventional modelling", D. VOLKOV , A. TRAPLETTI, and M. M. FISCHER. Research Report 6, Institut für Wirtschafts- und Sozialgeographie, Wirtschaftsuniversität Wien, Augasse 2-6, A-1090 Vienna, Austria, 1996
  • "SIM user's manual. a flexible toolbox for spatial interaction modelling", M. M. FISCHER , A. TRAPLETTI, and J. WANG. Discussion Paper 6, Institut für Wirtschafts- und Sozialgeographie, Wirtschaftsuniversität Wien, Augasse 2-6, A-1090 Vienna, Austria, 1996