Andreas Weigend | Academic Influence

Andreas Weigend's AcademicInfluence.com Rankings

Andreas Weigend

Computer Science

#7772

World Rank

#8178

Historical Rank

#1688

USA Rank

Data Science

#287

World Rank

#293

Historical Rank

#27

USA Rank

Machine Learning

#4914

World Rank

#4971

Historical Rank

#179

USA Rank

Artificial Intelligence

#5291

World Rank

#5362

Historical Rank

#291

USA Rank

computer-science Degrees

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Computer Science

Andreas Weigend's Degrees

PhD Physics Stanford University

Why Is Andreas Weigend Influential?

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According to Wikipedia, Andreas Sebastian Weigend is the author of the book Data for the People . He was a member of Germany's Digital Council under Merkel, Digitalrat. Weigend studied physics and philosophy at the University of Bonn and received a PhD in physics from Stanford University in 1991. He was the Chief Scientist at Amazon.com.

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Andreas Weigend's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Time Series Prediction: Forecasting the Future and Understanding the Past (1994) (1961)
Predicting the Future: a Connectionist Approach (1990) (851)
Generalization by Weight-Elimination with Application to Forecasting (1990) (667)
Estimating the mean and variance of the target probability distribution (1994) (512)
A neural network approach to topic spotting (1995) (470)
Bayesian Back-Propagation (1991) (381)
A First Application of Independent Component Analysis to Extracting Structure from Stock Returns (1997) (339)
Predicting sunspots and exchange rates with connectionist networks (1991) (294)
Nonlinear gated experts for time series: discovering regimes and avoiding overfitting (1995) (289)
The Future of Time Series: Learning and Understanding (1993) (218)
Time series prediction: Forecasting the future and understanding the past: Neil A. Gershenfeld and Andreas S. Weigend, 1994, ‘The future of time series’, in: A.S. Weigend and N.A. Gershenfeld, eds., (Addison-Wesley, Reading, MA), 1-70. (1994) (218)
Content availability, pollution and poisoning in file sharing peer-to-peer networks (2005) (214)
Exploiting Hierarchy in Text Categorization (1999) (191)
BACK-PROPAGATION, WEIGHT-ELIMINATION AND TIME SERIES PREDICTION (1991) (165)
Computing second derivatives in feed-forward networks: a review (1994) (122)
Selecting Input Variables Using Mutual Information and Nonparemetric Density Estimation (1994) (122)
On overfitting and the effective number of hidden units (1993) (109)
A Bootstrap Evaluation of the Effect of Data Splitting on Financial Time Series (1996) (103)
Generalization by weight-elimination applied to currency exchange rate prediction (1991) (103)
Results of the time series prediction competition at the Santa Fe Institute (1993) (97)
Learning Local Error Bars for Nonlinear Regression (1994) (92)
Predicting Daily Probability Distributions of S&P500 Returns (1998) (81)
Observation of direct soft photon production in K+p interactions at 70 GeV/c (1984) (69)
Time Series Prediction: Forecasting the Future and Understanding the Past. Proceedings of the NATO Advanced Research Workshop on a Comparative Time Series Analysis Held in Santa Fe, New Mexico, 14-17 May 1992. (1994) (63)
SIGIR 2003 workshop report: implicit measures of user interests and preferences (2003) (60)
Evaluating Neural Network Predictors by Bootstrapping (1994) (58)
Predictions with Confidence Intervals ( Local Error Bars ) (1994) (57)
Generalization by weight-elimination applied to currency exchange rate prediction (1991) (53)
Nonparametric selection of input variables for connectionist learning (1996) (47)
Predicting conditional probability distributions: a connectionist approach (1995) (46)
Taking time seriously: hidden Markov experts applied to financial engineering (1997) (42)
Nonlinear Trading Models Through Sharpe Ratio Maximization (1997) (39)
Generalization through Minimal Networks with Application to Forecasting (1992) (38)
The effective dimension of the space of hidden units (1991) (38)
John A. Hertz, Anders S. Krogh, Richard G. Palmer, Introduction to the Theory of Neural Computation (1993) (37)
The Mark II detector for the SLC (1989) (36)
Data Mining for Financial Decision Making (2002) (33)
Decision Technologies for Financial Engineering (1998) (26)
Inclusive photoproduction of single charged particles at highpT (1989) (25)
Discovering Structure in Finance Using Independent Component Analysis (1998) (25)
Data Mining for Features Using Scale-Sensitive Gated Experts (1999) (24)
Content Availability , Pollution and Poisoning in Peer-to-Peer File Sharing Networks ∗ (2004) (23)
Computing portfolio risk using Gaussian mixtures and independent component analysis (1999) (22)
Paradigm change in prediction (1994) (19)
Data Mining in Finance: Report from the Post-Nncm-96 Workshop on Teaching Computer Intensive Methods for Financial Modeling and Data Analysis (1997) (17)
Comparison of photon and hadron induced production of ρ0 mesons in the energy range of 65 to 175 GeV (1992) (14)
Extracting risk-neutral densities from option prices using mixture binomial trees (1999) (14)
Connectionist architectures for time series prediction of dynamical systems (1991) (14)
Modeling Volatility Using State Space Models (1997) (13)
Analyzing customer behavior at Amazon.com (2003) (13)
Decision Technologies for Financial Engineering: Proceedings of the Fourth International Conference on Neural Networks in the Capital Markets (NNCM '96) (1998) (13)
Proceedings of the 1993 Connectionist Models Summer School (2014) (12)
Computing the probability density in connectionist regression (1994) (12)
Time Series Analysis and Prediction Using Gated Experts with Application to Energy Demand Forecasts (1996) (11)
Multi-Channel Physiological Data: Description and Analysis (Data Set B) (2018) (11)
LUCIFER — a Monte Carlo for high-p⊥ photoproduction (1987) (10)
What drives stock returns?-an independent component analysis (1998) (9)
A study of the point-like interactions of the photon using energy-flows in photo- and hadro-production for incident energies between 65 and 170 GeV (1990) (9)
Weight elimination and effective network size (1994) (8)
Discovering Technical Traders in the T-bond Futures Market (1998) (8)
Inclusive production of π0-mesons in πp,Kp and γp collisions at energies around 100 GeV (1991) (8)
Lawrence Erlbaum Associates , pp . 11-19 , 1994 Towards a Computational Theory of Rat Navigation (1994) (7)
Predictions with Confidence Intervals (Local Error Bars) ; CU-CS-724-94 (1994) (6)
Uncovering Hidden Structure in Bond Futures Trading (1998) (6)
Measuring predictability using multiscale embedding (1996) (5)
Preliminary results on direct soft photon production in π−p interactions at 280 GeV/c☆ (1991) (4)
Modeling Financial Data Using Clustering AndTree-based Approaches (1970) (4)
Introduction to the theory of neural computation: John A. Hertz, Anders S. Krogh and Richard G. Palmer☆ (1993) (4)
The Design of Mmm: a Model Management System for Time Series Analysis (1995) (4)
Markov gated experts for time series analysis: beyond regression (1997) (3)
The Observer-Observation Dilemma in Neuro-Forecasting: Reliable Models From Unreliable Data Through CLEARNING (1996) (3)
Direct Multi-Step Time Series Prediction Using TD-lambda (1994) (3)
2007 International Conference on Wireless Communications, Networking and Mobile Computing (2007) (3)
Connectionism for Music and Audition (1993) (3)
Production off2(1270) andf0(975) mesons by photons and hadrons of energy 65–175 GeV (1992) (2)
Forecasting Probability Densities by Using Hidden Markov Models with Mixed States (Data Set D) (2018) (2)
Time Series Analysis and Prediction ; CU-CS-744-94 (1995) (2)
Inclusive production of η-mesons in πp,Kp and γp collisions at energies around 100 GeV (1992) (2)
Separation of minimum and higher twist in photoproduction of high-PT mesons (1991) (2)
Modeling temporal structure of time series with hidden markov experts (1998) (2)
Conditional density estimation for physiological control systems (1994) (1)
Nonlinear prediction of conditional percentiles for value-at-risk (1999) (1)
HIDDEN MARKOV EXPERTS (2001) (1)
Forward charge asymmetry in low-PT photoproduction of hadrons (1990) (1)
The Future of Time Series ( Invited Talk ) (1994) (1)
Modeling Financial Time Series Using State Space Models (1998) (1)
Two papers on feed-forward networks (1991) (0)
Visual Fitting and Extrapolation (Data Set A) (2018) (0)
Learning From Data: Building, Evaluating AndUnderstanding Models (1970) (0)
Clearning Phased Array Radar Data (1997) (0)
Discussion of “An Evolutionary Bootstrap Method for Selecting Dynamic Trading Strategies” (1998) (0)
Inclusive production of q-mesons in zp , Kp and yp collisions at energies around 100 GeV Omega Photon Collaboration (0)
Evaluating Neural Network Predictors by Bootstrapping ; CU-CS-725-94 (1994) (0)
Segmenting noisy time series using scale-sensitive gated experts with applications to signal processing (1996) (0)
Forecasting Chaotic Computational Ecosystems [1] (2018) (0)
Inclusive production of Ir ~ in zp , Kp and yp collisions at energies around 100 GeV Omega Photon Collaboration (0)
Lorenz-Like Chaos in NH3-FIR Lasers (Data Set A) (2018) (0)
Modeling Time Series by Using Multivariate Adaptive Regression Splines (MARS) (Data Sets A,B,C) (2018) (0)
Photo- and hadro-production ofϕ (1020),K*(892)0 and $$\overline {K*} (892)^0 $$ mesons in the energy range 65 to 175 GeV (1994) (0)
The Desing of MMM: A Model Management System for Time Series Analysis (1995) (0)
Data mining in finance: introducing the special issue of IJNS. (1997) (0)
Measuring Predictability Using Multi-Scale Embedding ; CU-CS-797-95 (1995) (0)
Measuring predictability using multiresolution embedding (1997) (0)

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