4
H index
2
i10 index
64
Citations
Kostas Triantafyllopoulos : Citation Profile
| RESEARCH PRODUCTION: 12 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2002 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Kostas Triantafyllopoulos. | Is cited by:
| Cites to:
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Main data
Where Kostas Triantafyllopoulos has published?
| Journals with more than one article published | # docs |
|---|---|
| Computational Statistics & Data Analysis | 3 |
| Journal of Forecasting | 2 |
| Statistics & Probability Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 7 |
Recent works citing Kostas Triantafyllopoulos (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | On statistical arbitrage under a conditional factor model of equity returns. (2023). Roberts, Stephen ; Zohren, Stefan ; Spears, Trent. In: Papers. RePEc:arx:papers:2309.02205. Full description at Econpapers || Download paper |
| 2024 | Optimal Entry and Exit with Signature in Statistical Arbitrage. (2023). Lee, Kiseop ; Chakraborty, Prakash ; Ning, Boming. In: Papers. RePEc:arx:papers:2309.16008. Full description at Econpapers || Download paper |
| 2024 | Advanced Statistical Arbitrage with Reinforcement Learning. (2024). Lee, Kiseop ; Ning, Boming. In: Papers. RePEc:arx:papers:2403.12180. Full description at Econpapers || Download paper |
| 2024 | Extensions to the invariance property of maximum likelihood estimation for affine?transformed state?space models. (2021). Fernandes, Marcelo ; Pizzinga, Adrian. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:3:p:355-371. Full description at Econpapers || Download paper |
| 2023 | Bayesian circular lattice filters for computationally efficient estimation of multivariate time-varying autoregressive models. (2023). Yang, Wen-Hsi ; Holan, Scott H ; Sui, Yuelei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:181:y:2023:i:c:s0167947323000014. Full description at Econpapers || Download paper |
| 2023 | Projecting Annual Rainfall Timeseries Using Machine Learning Techniques. (2023). Economou, Polychronis ; Georgakellos, Dimitrios ; Bekri, Eleni S ; Skarlatos, Kyriakos ; Bersimis, Sotirios. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1459-:d:1054811. Full description at Econpapers || Download paper |
| 2023 | A Diversification Framework for Multiple Pairs Trading Strategies. (2023). Ning, Boming ; Leung, Tim ; Lee, Kiseop. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:5:p:93-:d:1148312. Full description at Econpapers || Download paper |
Works by Kostas Triantafyllopoulos:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Fast estimation of multivariate stochastic volatility In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Flexible least squares for temporal data mining and statistical arbitrage In: Papers. [Full Text][Citation analysis] | paper | 13 |
| 2008 | Multivariate stochastic volatility with Bayesian dynamic linear models In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2008 | Forecasting with time-varying vector autoregressive models In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Multivariate stochastic volatility using state space models In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Dynamic modeling of mean-reverting spreads for statistical arbitrage In: Papers. [Full Text][Citation analysis] | paper | 21 |
| 2011 | Dynamic modeling of mean-reverting spreads for statistical arbitrage.(2011) In: Computational Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 2013 | Multivariate stochastic volatility modelling using Wishart autoregressive processes In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Inference of Dynamic Generalized Linear Models: On‐Line Computation and Appraisal In: International Statistical Review. [Full Text][Citation analysis] | article | 3 |
| 2006 | Multivariate discount weighted regression and local level models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 1 |
| 2006 | Decomposition of time series models in state-space form In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 7 |
| 2007 | A Bayesian analysis of moving average processes with time-varying parameters In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
| 2008 | Missing observation analysis for matrix-variate time series data In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 1 |
| 2009 | A note on state space representations of locally stationary wavelet time series In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 1 |
| 2002 | Multivariate Bayesian Regression Applied to the Problem of Network Security. In: Journal of Forecasting. [Citation analysis] | article | 1 |
| 2007 | Covariance estimation for multivariate conditionally Gaussian dynamic linear models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2019 | Generalized Linear Models for Flexible Parametric Modeling of the Hazard Function In: Medical Decision Making. [Full Text][Citation analysis] | article | 3 |
| 2020 | Dynamic Non-parametric Monitoring of Air-Pollution In: Methodology and Computing in Applied Probability. [Full Text][Citation analysis] | article | 1 |
| 2011 | Time-varying vector autoregressive models with stochastic volatility In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team