%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%% 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
}