A. Trapletti

Latest

• tseries: Time Series Analysis and Computational Finance
• Efficient Estimation of Volatility Using High Frequency Data
• Forecasting exchange rates using cointegration models and intra-day data
• Orla: A data flow programming system for very large time series
• Stationary and Integrated Autoregressive Neural Network Processes
• Modellierung räumlicher Interaktion mit Neuronalen Netzen
• Neuronale Netze zur Datenexploration: nichtlineare räumliche Interaktionsmodellierung
• Stationarity and stability of autoregressive neural network processes
• On the stationarity of autoregressive neural network models
• Statistische Modellierung mit Neuronalen Netzen und Anwendungen in der Geographischen Informationsverarbeitung
• Bayesian modelling of high frequency data in finance