Zobrazeno 1 - 10
of 17
pro vyhledávání: '"Antonios K. Alexandridis"'
Publikováno v:
Journal of the Operational Research Society. 72:2412-2428
In this paper we propose the use of the maximum entropy method to extract pricing densities directly from the weather market prices. The proposed methodology can overcome the data sparsity problem ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9edbba2b12d632388a8a1169551444b5
https://doi.org/10.1080/01605682.2020.1796532
https://doi.org/10.1080/01605682.2020.1796532
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::05effaea449570950e97daf4f31b4d10
https://doi.org/10.2139/ssrn.4104742
https://doi.org/10.2139/ssrn.4104742
In this paper, we have investigated the impact of the global financial crisis on the multi-horizon nature of systematic risk and market risk using daily data of eight major European equity markets over the period of 2005-2018. The method is based on
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::714bb8fafc59ec9a6cc54d3de24f3f4c
https://kar.kent.ac.uk/76523/1/IJFE_Full_Paper.pdf
https://kar.kent.ac.uk/76523/1/IJFE_Full_Paper.pdf
In this study, the wavelet multiscale model is applied to selected assets to hedge time-dependent exposure of an agent with a preference for a certain hedging horizon. Based on the in-sample and out-of-sample portfolio variances, the wavelet-based GA
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c2ebd7ce3cf99a51628e7a65c7343b0f
Autor:
Ioannis A. Stathopulos, Georgios Dounias, Vasilios P. Androvitsaneas, Ioannis F. Gonos, Antonios K. Alexandridis
Publikováno v:
Electric Power Systems Research. 140:288-295
Motivated by the need of engineers for a flexible and reliable tool for estimating and predicting grounding systems behavior, this study developed a model that accurately describes and forecasts the dynamics of ground resistance variation. It is well
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9165c56b00124b256c032729fc41f1e9
https://doi.org/10.1016/j.epsr.2016.06.013
https://doi.org/10.1016/j.epsr.2016.06.013
In this paper, we develop an automatic valuation model for property valuation using a large database of historical prices from Greece. The Greek property market is an inefficient, non-homogeneous market, still at its infancy and governed by lack of i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ffd9658ede35d1ec9e66c796c7a2610b
A step-by-step introduction to modeling, training, and forecasting using wavelet networks Wavelet Neural Networks: With Applications in Financial Engineering, Chaos, and Classification presents the statistical model identification framework that is n
Autor:
Antonios K. Alexandridis, George Dounias, Vasilios P. Androvitsaneas, Ioannis A. Stathopulos, Ioannis F. Gonos
Publikováno v:
2014 ICHVE International Conference on High Voltage Engineering and Application.
This paper presents the results of a computational approach for the ground resistance of grounding systems, used for the safe operation of electrical installations, substations and power transmission lines and aspires to build a forecasting model for
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4b14b26e30f243581e1b54784455d62f
https://doi.org/10.1109/ichve.2014.7035419
https://doi.org/10.1109/ichve.2014.7035419
Publikováno v:
Wavelet Neural Networks ISBN: 9781118596272
Wavelet Neural Networks: With Applications in Financial Engineering, Chaos, and Classification
Wavelet Neural Networks: With Applications in Financial Engineering, Chaos, and Classification
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ec44655bb526045303f796ee9e674563
https://doi.org/10.1002/9781118596272.ch6
https://doi.org/10.1002/9781118596272.ch6
Publikováno v:
Wavelet Neural Networks ISBN: 9781118596272
Wavelet Neural Networks: With Applications in Financial Engineering, Chaos, and Classification
Wavelet Neural Networks: With Applications in Financial Engineering, Chaos, and Classification
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8a60d54b1d53e3f6bf8ea19eb7f172cb
https://doi.org/10.1002/9781118596272.ch10
https://doi.org/10.1002/9781118596272.ch10