Publications

Adrian Trapletti, Kurt Hornik (2020). tseries: Time Series Analysis and Computational Finance. On CRAN.

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Gilles O. Zumbach, Fulvio Corsi, Adrian Trapletti (2002). Efficient Estimation of Volatility Using High Frequency Data. On SSRN.

Adrian Trapletti, Alois Geyer, Friedrich Leisch (2002). Forecasting exchange rates using cointegration models and intra-day data. Journal of Forecasting, 21(3).

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Gilles Zumbach, Adrian Trapletti (2001). Orla: A data flow programming system for very large time series. In Proceedings DSC 2001.

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Adrian Trapletti, Friedrich Leisch, Kurt Hornik (2000). Stationary and Integrated Autoregressive Neural Network Processes. Neural Computation, 12(10).

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C. M. Spengler, C. Knöpfli-Lenzin, K. Birchler, Adrian Trapletti, U. Boutellier (2000). Breathing pattern and exercise endurance time after exhausting cycling or breathing. European Journal of Applied Physiology, 81(5).

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Adrian Trapletti, Alois Geyer, Friedrich Leisch (1999). Cointegration and Exchange Market Efficiency: An Analysis of High Frequency Data. In SFB working paper series.

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Adrian Trapletti, Friedrich Leisch, Kurt Hornik (1999). On the ergodicity and stationarity of the ARMA (1,1) recurrent neural network process. In SFB working paper series.

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Friedrich Leisch, Adrian Trapletti, Kurt Hornik (1999). Stationarity and stability of autoregressive neural network processes. In Proceedings NIPS 1999.

Marion Czeranka, Adrian Trapletti (1999). Modellierung räumlicher Interaktion mit Neuronalen Netzen. In AGIT-Symposium Salzburg.

Adrian Trapletti, Friedrich Leisch, Kurt Hornik (1998). Stationary and Integrated Autoregressive Neural Network Processes. In SFB working paper series.

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Friedrich Leisch, Adrian Trapletti, Kurt Hornik (1998). On the stationarity of autoregressive neural network models. In Proceedings CoWAN 98.

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Marion Czeranka, Adrian Trapletti (1998). Statistische Modellierung mit Neuronalen Netzen und Anwendungen in der Geographischen Informationsverarbeitung. In AGIT-Symposium Salzburg.

Adrian Trapletti, Manfred M. Fischer (1997). Bayesian modelling of high frequency data in finance. Neural Network World 7 (4/5).

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Dimitri Volkov, Adrian Trapletti, Manfred M. Fischer (1996). IFNN Manual: Integrated Framework for Neural Network and Conventional Modelling. In WSG Research Reports.

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Manfred M. Fischer, Adrian Trapletti, Jinfeng Wang (1996). SIM user's manual. A flexible toolbox for spatial interaction modelling. In WSG Research Reports.

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