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• [6]
  

  2023 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2984297

  Oelschläger, L., and Bauer, D. (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, TU Dortmund University ed. 549-553.

  PUB | Download (ext.)
   
• [5]
  

  2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2957037

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

  PUB | DOI | WoS
   
• [4]
  

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

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

  PUB
   
• [2]
  

  2020 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2982766

  Adam, T., and Oelschläger, L. (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, Irigoien, I., Lee, D. - J., Martínez-Minaya, J., and Rodríguez-Álvarez, M. X. eds. (Bilbao: Universidad del País Vasco), 2-7.

  PUB
   
• [1]
  

  2020 | Konferenzbeitrag | PUB-ID: 2951071

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

  PUB