Georges A. Darbellay

Books and chapters

1. Darbellay Georges A.: Predictability: An information-theoretic perspective , Signal Analysis and Prediction, p. 249-262 , Eds: Prochazka A., Uhlir J., Rayner P. J. W., Kingsbury N. G., Birkhäuser, (Boston 1998) (1998)

Journal articles

1. Darbellay Georges A., Vajda Igor: Entropy expressions for multivariate continuous distributions , IEEE Transactions on Information Theory vol.46, 2 (2000), p. 709-712 (2000)
2. Darbellay Georges A., Sláma Marek: Forecasting the short-term demand for electricity. Do neural networks stand a better chance? , International Journal of Forecasting vol.16, 1 (2000), p. 71-83 (2000)
3. Darbellay Georges A., Wuertz D.: The entropy as a tool for analysing statistical dependences in financial time series , Physica. A : Statistical Mechanics and its Applications vol.287, p. 429-439 (2000)
4. Darbellay Georges A.: An estimator of the mutual information based on a criterion for independence , Computational Statistics and Data Analysis vol.32, 1 (1999), p. 1-17 (1999)
5. Darbellay Georges A., Vajda Igor: Estimation of the information by an adaptive partitioning of the observation space , IEEE Transactions on Information Theory vol.45, 4 (1999), p. 1315-1321 (1999)
6. Darbellay Georges A.: A note on the volatility term structure in short rate models , ZAMM-Zeitschrift fur Angewandte Mathematik und Mechanik, p. 885-886 (1998)
7. Darbellay Georges A., Finardi M.: Could nonlinear dynamics contribute to intra-day risk management? , European Journal of Finance vol.3, 4 (1997), p. 311-324 (1997)
8. Darbellay Georges A., Sláma Marek: How nonlinear is your time series? A new method and a case study , Neural Network World, p. 483-493 (1997)

Other publications

1. Bernhard H.-P., Darbellay Georges A.: Performance analysis of the mutual information function for nonlinear and linear signal processing , Proceedings of the IEEE International Conference on Acoustics, Speech and Signal Processing, p. 1297-1300, IEEE, (Phoenix 1999) , IEEE International Conference on Acoustics, Speech and Signal Processing, (Phoenix, US, 15.03.1999-19.03.1999) (1999)
2. Darbellay Georges A.: A nonparametric estimator for the mutual information , Prague Stochastics '98. Proceedings, p. 93-98 , Eds: Hušková M., Lachout P., Víšek J. Á., JČMF, (Praha 1998) , Prague Stochastics '98, (Praha, CZ, 23.08.1998-28.08.1998) (1998)
3. Darbellay Georges A.: An Adaptive Histogram Estimator for the Mutual Information. (Extended Version), ÚTIA AV ČR, (Praha 1998) Research Report 1936 (1998)
4. Darbellay Georges A.: Comments on the Mutual Information and the Linear Correlation, ÚTIA AV ČR, (Praha 1998) Research Report 1932 (1998)
5. Darbellay Georges A.: Entropy and Predictability. Abstract , International Conference on Statistical Physics. Abstracts, p. 2 , Eds: Gervois A., Gingold M., Iagolnitzer D., French Physical Society, (Paris 1998) , International Conference on Statistical Physics /20./, (Paris, FR, 20.07.1998-24.07.1998) (1998)
6. Darbellay Georges A., Vajda Igor: Entropy Expressions for Continuous Multivariate Distributions, ÚTIA AV ČR, (Praha 1998) Research Report 1920 (1998)
7. Darbellay Georges A., Vajda Igor: Estimation of the Mutual Information with Data-dependent Partitions, ÚTIA AV ČR, (Praha 1998) Research Report 1921 (1998)
8. Darbellay Georges A.: Statistical dependences in IRd: An information-theoretic approach , Preprints of the 3rd European IEEE Workshop on Computer-Intensive Methods in Control and Data Processing, p. 83-88 , Eds: Rojíček J., Valečková M., Kárný M., Warwick K., ÚTIA AV ČR, (Praha 1998) , CMP '98 /3./, (Praha, CZ, 07.09.1998-09.09.1998) (1998)
9. Darbellay Georges A.: An algorithm for estimating the degree of dependence between two random vectors. Abstract , International Symposium on Mathematical Programming. Abstracts, p. 72, EPFL, (Lausanne 1997) , ISMP '97 /16./, (Lausanne, CH, 24.08.1997-29.08.1997) (1997)
10. Darbellay Georges A.: Stochastic Predictability , European Conference on Signal Analysis and Prediction I, p. 203-206 , Eds: Procházka A., Uhlíř J., Sovka P., ICT Press, (Praha 1997) , ECSAP '97 /1./, (Prague, CZ, 24.06.1997-27.06.1997) (1997)
11. Darbellay Georges A.: The mutual information as a measure of statistical dependence. Abstract , Proceedings of the International Symposium on Information Theory 1997. Abstracts, p. 405, IEEE, (Piscataway 1997) , International Symposium on Information Theory, (Ulm, DE, 29.06.1997-04.07.1997) (1997)
12. Darbellay Georges A.: An Adaptive Histogram Estimator for the Mutual Information, ÚTIA AV ČR, (Praha 1996) Research Report 1889 (1996)
13. Darbellay Georges A.: On a Possible Optimal Property of Gaussian Densities with Respect to the Mutual Information, ÚTIA AV ČR, (Praha 1996) Research Report 1888 (1996)