@ARTICLE{LiePawKohLemMue00, author = {Liehr, Stefan and Pawelzik, Klaus and Kohlmorgen, Jens and Lemm, Steven and M{\"u}ller, Klaus-Robert}, title = "Prediction of Financial Data with Hidden {M}arkov Mixtures of Experts", journal = "Int.\textasciitilde Journal of Theoretical and Applied Finance", year = "2000", volume = "3", pages = "593", number = "3", publisher = "World Scientific" }