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• [6]
  

  2023 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2984297

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

  PUB | Download (ext.)
   
• [5]
  

  2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2957037

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

  PUB | DOI | WoS
   
• [4]
  

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

  Oelschläger, Lennart, and Bauer, Dietmar. 2021. “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, Lennart, Adam, Timo, and Michels, Rouven. 2021. fHMM: fitting hidden Markov models to financial data (R package). CRAN.

  PUB
   
• [2]
  

  2020 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2982766

  Adam, Timo, and Oelschläger, Lennart. 2020. “Hidden Markov models for multi-scale time series: an application to stock market data”. In Proceedings of the 35th International Workshop on Statistical Modelling. Part I, ed. Itziar Irigoien, Dae-Jin Lee, Joaquín Martínez-Minaya, and María Xosé Rodríguez-Álvarez, 2-7. Bilbao: Universidad del País Vasco.

  PUB
   
• [1]
  

  2020 | Konferenzbeitrag | PUB-ID: 2951071

  Oelschläger, Lennart, and Bauer, Dietmar. 2020. “Bayes Estimation of Latent Class Mixed Multinomial Probit Models”. Presented at the TRB Annual Meeting 2021 .

  PUB