PUB - Publikationen an der Universität Bielefeld

Alle markieren

• [6]
  

  2023 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2984297

  Oelschläger, L., & Bauer, D., 2023. 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. pp. 549-553.

  PUB | Download (ext.)
   
• [5]
  

  2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2957037

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

  PUB | DOI | WoS
   
• [4]
  

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

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

  PUB
   
• [2]
  

  2020 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2982766

  Adam, T., & Oelschläger, L., 2020. Hidden Markov models for multi-scale time series: an application to stock market data. In I. Irigoien, et al., eds. Proceedings of the 35th International Workshop on Statistical Modelling. Part I. Bilbao: Universidad del País Vasco, pp. 2-7.

  PUB
   
• [1]
  

  2020 | Konferenzbeitrag | PUB-ID: 2951071

  Oelschläger, L., & Bauer, D., 2020. Bayes Estimation of Latent Class Mixed Multinomial Probit Models. Presented at the TRB Annual Meeting 2021

  PUB