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Lennart Oelschläger
Title
Cited by
Cited by
Year
Detecting bearish and bullish markets in financial time series using hierarchical hidden Markov models
L Oelschläger, T Adam
Statistical Modelling, 2020
112020
Hidden Markov models for multi-scale time series: an application to stock market data
T Adam, L Oelschläger
35th International Workshop on Statistical Modelling, 2, 2020
42020
Bayesian probit models for preference classification
L Oelschläger, D Bauer
Proceedings of the 37th International Workshop on Statistical Modelling, 2023
2023
ino: Analysis of Initialization for Numerical Optimization
L Oelschläger, M Ötting
https://CRAN.R-project.org/package=ino, 2023
2023
RprobitB: Bayesian Probit Choice Modeling
L Oelschläger, D Bauer
https://CRAN.R-project.org/package=RprobitB, 2022
2022
fHMM: fitting hidden Markov models to financial data (R package)
L Oelschläger, T Adam, R Michels
2021
Bayes Estimation of Latent Class Mixed Multinomial Probit Models
L Oelschläger, D Bauer
TRB Annual Meeting 2021, 2020
2020
Detection of Bearish and Bullish Markets in the DAX Using Hierarchical Hidden Markov Models
L Oelschläger
Master thesis, 2019
2019
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