Christian Schittenkopf

Statistics

Publications

Citations

602

H-Index

Active since

1996

Affiliations

Austrian Research Institute for Artificial Intelligence(Current)

Siemens (Germany)

Technical University of Munich

University of Vienna

Christian Schittenkopf is an author at Austrian Research Institute for Artificial Intelligence specializing in engineering, asset pricing, and business.

Top concepts

EngineeringBusinessAsset PricingFinanceStatisticsVolatility ModelingFinancial EngineeringProbabilityData ScienceFinancial Economics

Publications per year

1996–2002

Publications

Two Strategies to Avoid Overfitting in Feedforward Networks

Christian Schittenkopf, Gustavo Deco, Wilfried Brauer · Neural Networks · 1997 · 133 citations

Feedforward Networks, Engineering, Machine Learning +5

GARCH vs. stochastic volatility: Option pricing and risk management

Alfred Lehar, Martin Scheicher, Christian Schittenkopf · Journal of Banking & Finance · 2002 · 128 citations

Volatility Modeling, Multivariate Stochastic Volatility, Financial Economics +7

Financial volatility trading using recurrent neural networks

Peter Tiňo, Christian Schittenkopf, Georg Dorffner · IEEE Transactions on Neural Networks · 2001 · 121 citations

Volatility Modeling, Engineering, Asset Pricing +12

Forecasting time-dependent conditional densities: a semi non-parametric neural network approach

Christian Schittenkopf, Georg Dorffner, Engelbert J. Dockner · Journal of Forecasting · 2000 · 50 citations

Forecasting Methodology, Volatility Modeling, Corresponding Conditional Densities +18

Risk-neutral density extraction from option prices: improved pricing with mixture density networks

Christian Schittenkopf, Georg Dorffner · IEEE Transactions on Neural Networks · 2001 · 31 citations

Engineering, Excess Kurtosis, Option Prices +18

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