5
H index
2
i10 index
80
Citations
Kostas Triantafyllopoulos : Citation Profile
| RESEARCH PRODUCTION: 15 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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:
|
Main data
Where Kostas Triantafyllopoulos has published?
| Journals with more than one article published | # docs |
|---|---|
| Computational Statistics & Data Analysis | 3 |
| Statistics & Probability Letters | 2 |
| Journal of Time Series Analysis | 2 |
| Journal of Forecasting | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 7 |
Recent works citing Kostas Triantafyllopoulos (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Optimal Entry and Exit with Signature in Statistical Arbitrage. (2024). Chakraborty, Prakash ; Lee, Kiseop ; 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 |
| 2025 | Bayesian Outlier Detection for Matrix-variate Models. (2025). Billio, Monica ; Casarin, Roberto ; Peruzzi, Antonio ; Corradin, Fausto. In: Papers. RePEc:arx:papers:2503.19515. Full description at Econpapers || Download paper |
| 2025 | Probabilistic wind speed forecasting via Bayesian DLMs and its application in green hydrogen production. (2025). Costa, Paulo Alexandre ; Pitombeira-Neto, Anselmo Ramalho ; Leal, Jairon Isaias ; Bueno, Andr Valente ; de Andrade, Carla Freitas. In: Applied Energy. RePEc:eee:appene:v:382:y:2025:i:c:s0306261925000169. Full description at Econpapers || Download paper |
| 2024 | A loss discounting framework for model averaging and selection in time series models. (2024). Griffin, Jim E ; Bernaciak, Dawid. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1721-1733. Full description at Econpapers || Download paper |
| 2025 | Estimator’s Properties of Specific Time-Dependent Multivariate Time Series. (2025). Mlard, Guy. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:7:p:1163-:d:1625328. Full description at Econpapers || Download paper |
| 2024 | Using Age-Specific Rates for Parametric Survival Function Estimation in Simulation Models. (2024). Ibarrondo, Oliver ; Mar, Javier ; Larraaga, Igor ; Alarid-Escudero, Fernando ; Arrospide, Arantzazu ; Blasco-Aguado, Rubn. In: Medical Decision Making. RePEc:sae:medema:v:44:y:2024:i:4:p:359-364. Full description at Econpapers || Download paper |
| 2025 | Safety, efficacy, and cost-effectiveness evaluation of systemic treatments for refractory colorectal cancer: a systematic review and modeling study. (2025). Shao, Taihang ; Jiang, Yunlin ; Zhao, Mingye ; Tang, Wenxi. In: Health Economics Review. RePEc:spr:hecrev:v:15:y:2025:i:1:d:10.1186_s13561-025-00622-x. 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 | 6 |
| 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 | 9 |
| 2012 | Multi‐variate stochastic volatility modelling using Wishart autoregressive processes.(2012) In: Journal of Time Series Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2009 | Inference of Dynamic Generalized Linear Models: On‐Line Computation and Appraisal In: International Statistical Review. [Full Text][Citation analysis] | article | 3 |
| 2011 | Real‐time covariance estimation for the local level model In: Journal of Time Series Analysis. [Citation analysis] | article | 0 |
| 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 | 3 |
| 2008 | Missing observation analysis for matrix-variate time series data In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 2 |
| 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 | 4 |
| 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 | 4 |
| 2007 | Feedback quality adjustment with Bayesian state‐space models In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team