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Christian Schittenkopf

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affiliation: QSCM GmbH & Co KG, Vienna, Austria
affiliation (former): Austrian Research Institute for Artificial Intelligence, Vienna, Austria
affiliation (former): Technical University Munich, Germany

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Books and Theses

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1997
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Christian Schittenkopf:
Dynamische Übertragung von Information in nichtlinearen Systemen. Technical University Munich, Germany, Utz 1997, ISBN 3-89675-256-1, pp. 1-135

Journal Articles

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2001
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Peter Tiño, Christian Schittenkopf, Georg Dorffner:
Volatility Trading ia Temporal Pattern Recognition in Quantised Financial Time Series. Pattern Anal. Appl. 4(4): 283-299 (2001)
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Christian Schittenkopf, Georg Dorffner:
Risk-neutral density extraction from option prices: improved pricing with mixture density networks. IEEE Trans. Neural Networks 12(4): 716-725 (2001)
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Peter Tiño, Christian Schittenkopf, Georg Dorffner:
Financial volatility trading using recurrent neural networks. IEEE Trans. Neural Networks 12(4): 865-874 (2001)
1997
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Christian Schittenkopf, Gustavo Deco, Wilfried Brauer:
Finit Automata-Models for the Investigation of Dynamical Systems. Inf. Process. Lett. 63(3): 137-141 (1997)
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Christian Schittenkopf, Gustavo Deco, Wilfried Brauer:
Two Strategies to Avoid Overfitting in Feedforward Networks. Neural Networks 10(3): 505-516 (1997)

Conference and Workshop Papers

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2000
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Georg Dorffner, Peter Sykacek, Christian Schittenkopf:
Modelling Uncertainty in Biomedical Applications of Neural Networks. ANNIMAB 2000: 18-25
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Christian Schittenkopf, Peter Tiño, Georg Dorffner:
The profitability of trading volatility using real-valued and symbolic models. CIFEr 2000: 8-11
1999
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Christian Schittenkopf, Georg Dorffner, Engelbert J. Dockner:
Fat tails and non-linearity in volatility models: what is more important? CIFEr 1999: 259-266
1998
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Peter Tiño, Georg Dorffner, Christian Schittenkopf:
Understanding State Space Organization in Recurrent Neural Networks with Iterative Function Systems Dynamics. Hybrid Neural Systems 1998: 255-269
1997
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Christian Schittenkopf, Gustavo Deco:
A Nonlinear Markovian Characterization of Time Series Using Neural Networks. Foundations of Computer Science: Potential - Theory - Cognition 1997: 481-488
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Christian Schittenkopf, Gustavo Deco:
Detecting non-linear dynamics in financial time series. CIFEr 1997: 287-292
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Rosaria Silipo, Gustavo Deco, Rossano Vergassola, Christian Schittenkopf, Celio Gremigni:
Nonlinear Modelling of the Daily Heart Rhythm. ICANN 1997: 1083-1088
1996
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Christian Schittenkopf, Gustavo Deco:
An Information Theoretic Measure for the Classification of Time Series. ICANN 1996: 773-778

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