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Time series properties from an artificial stock market with a Walrasian auctioneer

Stümpert, Thomas; Seese, Detlef; Sunderkötter, Malte - In: Artificial economics : agent-based methods in finance, …, (pp. 3-14). 2006

Persistent link: https://www.econbiz.de/10003174226

An inductive logic programming approach to the classification of phases in business cycles

Morik, Katharina; Rüping, Stefan - 2002

Persistent link: https://www.econbiz.de/10010316685

On the design of experiments when data are collected by passive observation

Jusélius, Katarina - 1991

Persistent link: https://www.econbiz.de/10000824074

Predictive behavior : an experimental study

Brennscheidt, Gunnar - 1993

Persistent link: https://www.econbiz.de/10000877906

An inductive logic programming approach to the classification of phases of business cycles

Morik, Katharina; Rüping, Stefan - In: Classification and clustering in business cycle analysis, (pp. 107-125). 2007

Persistent link: https://www.econbiz.de/10003410724

Falsifying laboratory results through field tests : a time-series methodology and some results

Barta, Rajeev; Vanhonacker, Wilfred R. - In: Journal of business research : JBR 16 (1988) 4, pp. 281-300

Persistent link: https://www.econbiz.de/10003483415

Expectation formation and regime switches

Becker, Otwin; Leitner, Johannes; Leopold-Wildburger, Ulrike - In: Experimental economics : a journal of the Economic … 12 (2009) 3, pp. 350-364

Persistent link: https://www.econbiz.de/10003877530

An inductive logic programming approach to the classification of phases in business cycles

Morik, Katharina; Rüping, Stefan - 2002

A workbench for knowledge acquisition and data analysis is presented and its use for the classification of business cycles is investigated. Inductive Logic Programming (ILP) allows to model relations between intervals, e.g. time or value intervals. Moreover, the user of the workbench is...

Persistent link: https://www.econbiz.de/10009772052

Modeling autoregressive processes with moving-quantiles-implied nonlinearity

Ishida, Isao; Kvedaras, Virmantas - In: Econometrics : open access journal 3 (2015) 1, pp. 2-54

quantiles in the autoregressive data generating process. We derive a test fit to detect this type of nonlinearity. Using the …

Persistent link: https://www.econbiz.de/10010478989

Finding or not finding rules in time series

Lin, Jessica; Keogh, Eamonn - In: Applications of artificial intelligence in finance and …, (pp. 175-201). 2004

Persistent link: https://www.econbiz.de/10002797349

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