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• [6]
  

  2023 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2984297

  Oelschläger L, Bauer D. Bayesian probit models for preference classification: an analysis of chess players’ propensity for risk-taking. In: TU Dortmund University, ed. Proceedings of the 37th International Workshop on Statistical Modelling. 2023: 549-553.

  PUB | Download (ext.)
   
• [5]
  

  2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2957037

  Oelschläger L, Adam T. Detecting bearish and bullish markets in financial time series using hierarchical hidden Markov models. Statistical Modelling. 2021;23(2):107-126.

  PUB | DOI | WoS
   
• [4]
  

  2021 | Kurzbeitrag Konferenz / Poster | PUB-ID: 2951073

  Oelschläger L, Bauer D. Bayes Estimation of Latent Class Mixed Multinomial Probit Models. Presented at the TRB Annual Meeting 2021, Online.

  PUB | PDF
   
• [3]
  

  2021 | Wissenschaftliche Software | PUB-ID: 2982764

  Oelschläger L, Adam T, Michels R. fHMM: fitting hidden Markov models to financial data (R package). CRAN; 2021.

  PUB
   
• [2]
  

  2020 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2982766

  Adam T, Oelschläger L. Hidden Markov models for multi-scale time series: an application to stock market data. In: Irigoien I, Lee D-J, Martínez-Minaya J, Rodríguez-Álvarez MX, eds. Proceedings of the 35th International Workshop on Statistical Modelling. Part I. Bilbao: Universidad del País Vasco; 2020: 2-7.

  PUB
   
• [1]
  

  2020 | Konferenzbeitrag | PUB-ID: 2951071

  Oelschläger L, Bauer D. Bayes Estimation of Latent Class Mixed Multinomial Probit Models. Presented at the TRB Annual Meeting 2021.

  PUB