%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%% BOOKS
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
@book{ormo_phdthes97,
author = {D. Ormoneit},
title = {Probability Estimating Neural Networks},
address={Doctoral Thesis, Institut f\"ur Informatik, Technische Universit\"at M\"unchen},
YEAR = 1998,
publisher = {Shaker Verlag},
location = {Aachen},
note = { http://www-stat.stanford.edu/\~{ }ormoneit, ISBN 3-8265-3723-8},
}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%% Journal Articles
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
@ARTICLE{ ormo_reinf99,
AUTHOR={D. Ormoneit and \'S. Sen},
TITLE = {Kernel-Based Reinforcement Learning},
JOURNAL = {Machine Learning},
YEAR = 2000,
note = {Accepted for Publication.}
}
@article{ ormoneit_nn99,
AUTHOR={D. Ormoneit},
TITLE = {A Regularization Approach to Continuous Learning with an Application to Financial
Derivatives Pricing},
JOURNAL = {Neural Networks},
YEAR = {1999},
volume = {12},
number = {10},
pages = {1405-1412}
}
@article{ ormo_maxent99,
AUTHOR={D. Ormoneit and H. White},
TITLE = {An Efficient Algorithm to Compute Maximum Entropy Densities},
JOURNAL = {Econometric Reviews},
VOLUME = {18},
NUMBER = {2},
PAGES = {127-140},
YEAR = 1999,
}
@article{ ormo_ieee98,
author = {D. Ormoneit and V. Tresp},
title = {Averaging, Maximum Penalized Likelihood and {B}ayesian Estimation
for Improving {G}aussian Mixture Probability Density Estimates},
journal = {IEEE Transactions on Neural Networks},
pages = {639--650},
volume = 9,
number = 4,
year = 1998
}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%% Bookchapters
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
@incollection{ ormo_cf99,
AUTHOR={D. Ormoneit and R. Neuneier},
TITLE = {Conditional Value at Risk},
booktitle={Computational Finance},
editors = {Y. S. Abu-Mostafa and B. LeBaron and A. W. Lo and A. S. Weige
nd},
publisher = {{MIT} {P}ress},
location= {Cambridge, {MA}},
YEAR = 2000,
pages = {41-52},
}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%% Conference Articles
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
@INPROCEEDINGS{ ormo_nipsRL2000,
AUTHOR={D. Ormoneit and P. Glynn},
TITLE = {Kernel-Based Reinforcement Learning in Average-Cost Problems:
An Application to Optimal Portfolio Choice},
booktitle = {Advances in Neural Information Processing Systems 13},
publisher = {The {MIT} Press},
year = {2001},
note = {Accepted for Publication}
}
@INPROCEEDINGS{ ormo_nipsVS2000,
AUTHOR={D. Ormoneit and H. Sidenbladh and M. J. Black and T. Hastie},
TITLE = {Learning and Tracking Cyclic Human Motion},
booktitle = {Advances in Neural Information Processing Systems 13},
publisher = {The {MIT} Press},
year = {2001},
note = {Accepted for Publication}
}
@INPROCEEDINGS{ ormo_vision2000,
title = {Learning and Tracking Human Motion Using Functional Analysis},
author = { D. Ormoneit and H. Sidenbladh and M. J. Black and T. Hastie},
booktitle = {IEEE Workshop on Human Modeling, Analysis and Synthesis},
year = {2000}
}
@INPROCEEDINGS{ ormo_nips99,
AUTHOR={D. Ormoneit and T. Hastie},
TITLE = {Optimal Kernel Shapes for Local Linear Regression},
booktitle = {Advances in Neural Information Processing Systems 12},
editor = {S. A. Solla and T. K. Leen and K-R. M\"uller},
publisher = {The {MIT} Press},
pages = {540--546},
year = {2000}
}
@INPROCEEDINGS{ ormo_cife96,
AUTHOR={D. Ormoneit and R. Neuneier},
TITLE = {Experiments in Predicting the German Stock Index {DAX} with Density
Estimating Neural Networks},
booktitle={Proceedings of the {IEEE/IAFE} 1996 Conference on Computational Intelligence in Financial Engineering ({CIFE}r)},
pages = {66-71},
YEAR = 1996
}
@InProceedings{ormo_nips95,
author = {D. Ormoneit and V. Tresp},
title = {Improved {G}aussian Mixture Density Estimates Using
{B}ayesian Penalty Terms and Network Averaging},
pages = {542--548},
booktitle = {Advances in Neural Information Processing Systems 8},
editor = {D. S. Touretzky and M. C. Mozer and M. E. Hasselmo},
year = 1996,
publisher = {The {MIT} Press}
}
@inproceedings{ ormo_nncm95,
AUTHOR={D. Ormoneit and R. Neuneier},
TITLE = {Reliable Neural Network Predictions in the Presence of Outliers
and Non-Constant Variances } ,
pages = {578-587},
booktitle={Neural Networks in Financial Engineering},
note={Proceedings of the Third International Conference on Neural Networks in the Capital Markets},
editors={A. N. Refenes and Y. Abu-Mustafa and J. Moody},
publisher = {World Scientific Publishing},
YEAR = 1995
}
@ARTICLE{ ormoicann94,
AUTHOR={R. Neuneier and F. Hergert and W. Finnoff and D. Ormoneit},
TITLE = {Estimation of Conditional Densities: A Comparison of Neural Network Approaches},
JOURNAL={Proceedings of the International Conference on Artificial Neural Networks},
VOLUME={1},
PAGES = {689--692},
PUBLISHER={Springer-Verlag},
YEAR = 1994 }
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%% Technical Reports
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
@misc{ ormoneit_hastie2000,
AUTHOR={D. Ormoneit and T. Hastie and M.Black},
TITLE = {Functional Analysis of Human Motion Data},
INSTITUTION={Department of Statistics, Stanford University},
YEAR = 2000,
NOTE = {Submitted for publication}
}
@misc{ ormoneit_avg00,
AUTHOR={D. Ormoneit and P. Glynn},
TITLE = {Kernel-Based Reinforcement Learning in Average-Reward Problems},
INSTITUTION={Department of Statistics, Stanford University},
YEAR = 2000,
NOTE = {In preparation}
}
@TECHREPORT{ ormo_shaping99,
AUTHOR={D. Ormoneit and T. Hastie},
TITLE = {Optimal Kernel Shapes for Local Linear Regression},
INSTITUTION={Department of Statistics, Stanford University},
YEAR = 1999,
MONTH = {June},
number = {1999-11},
}
@TECHREPORT{ ormo2_reinf99,
AUTHOR={D. Ormoneit and \'S. Sen},
TITLE = {Kernel-Based Reinforcement Learning},
INSTITUTION={Department of Statistics, Stanford University},
YEAR = 1999,
MONTH = {May},
NUMBER = {1999-8},
}
@TECHREPORT{ ormo_maxent97,
AUTHOR={D. Ormoneit and H. White},
TITLE = {An Efficient Algorithm to Compute Maximum Entropy Densities},
INSTITUTION={Institut f\"ur Informatik, Technische Universit\"at M\"unchen},
YEAR = 1997,
NUMBER = {FKI-220-97}
}
@TECHREPORT{ ormoneit95,
AUTHOR={D. Ormoneit and V. Tresp},
TITLE = {Improved {G}aussian Mixture Density Estimates Using
{B}ayesian Penalty Terms and Network Averaging } ,
INSTITUTION={Institut f\"ur Informatik, Technische Universit\"at M\"unchen},
YEAR = 1995,
NUMBER = {FKI-205-95}
}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%% Others
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
@MASTERSTHESIS{ ormothes93,
AUTHOR={D. Ormoneit},
TITLE = {Estimation of Probability Densities using Neural Networks},
SCHOOL={Institut f\"ur Informatik, Technische Universit\"at M\"unchen},
YEAR = 1993 }
@incollection{ ormo_gk97,
AUTHOR={D. Ormoneit},
TITLE={{C}omputational {E}conomies, {W}ahrscheinlichkeitsdichten und {N}euronale {N}etze zur {E}ntscheidungsmodellierung in {M}ultiagentensystemen},
EDITOR = {P. Spies},
BOOKTITLE = {{A}rbeits- und {E}rgebnisbericht zum ersten {F}ortsezungsantrag auf
{W}eiterf\"uhrung des {G}raduiertenkollegs},
INSTITUTION={Institut f\"ur Informatik, Technische Universit\"at M\"unchen},
YEAR = 1997,
chapter = {1.3.7}
}
@UNPUBLISHED{ ormo_densities97,
AUTHOR = {D. Ormoneit and H. White},
TITLE = {Three Densities for Maximum Likelihood Estimation of Asset Returns},
note = {{U}npublished manuscript, Technische Universit\"at M\"unchen},
YEAR = 1997 }
@misc{ ormo_maxenttable97,
title = {Table of the Correspondence Between Moments and
Maximum Entropy Density Parameters},
note = {{\small\tt http://wwwbrauer.informatik.tu-muenchen.de/\~{
}ormoneit/lambda\_table.txt}},
author = {D. Ormoneit and H. White},
year = 1997
}