Zobrazeno 1 - 10
of 50
pro vyhledávání: '"Ioannis Kyriakou"'
Publikováno v:
Scientific African, Vol 21, Iss , Pp e01765- (2023)
In this paper, stochastic volatility models with asymmetric dependence were presented and applied to pricing options. A dynamic conditional copula approach was proposed to capture this dependence asymmetry. This approach offered simplicity and flexib
Externí odkaz:
https://doaj.org/article/d5b81d1d42dd4343947677cab5200ae4
Autor:
Zoi Bousiou, Ioannis Kyriakou, Georgios Karavalakis, Chrysa Pantazi, Maria Liga, Ioanna Vallianou, Maria Giannaki, Kyriakos Koukoulias, Elena Zotou, Ioannis Batsis, Anna Vardi, Apostolia Papalexandri, Foteini Kika, Alexandros Spyridonidis, Ioanna Sakellari, Anastasia Papadopoulou, Evangelia Yannaki
Publikováno v:
HemaSphere, Vol 7, p e7769274 (2023)
Externí odkaz:
https://doaj.org/article/01d3968a12794913af1a3d33b4c0dfe2
Publikováno v:
Risks, Vol 10, Iss 8, p 154 (2022)
Classification models are very sensitive to data uncertainty, and finding robust classifiers that are less sensitive to data uncertainty has raised great interest in the machine learning literature. This paper aims to construct robust support vector
Externí odkaz:
https://doaj.org/article/4a08c74c0a3a425e8d1598f56d2012b3
Publikováno v:
Mathematics, Vol 9, Iss 6, p 620 (2021)
The fundamental interest of investors in econometric modeling for excess stock returns usually focuses either on short- or long-term predictions to individually reduce the investment risk. In this paper, we present a new and simple model that contemp
Externí odkaz:
https://doaj.org/article/aa62f92e78af43cab17a1de59dbd526d
Publikováno v:
Mathematics, Vol 8, Iss 6, p 927 (2020)
Long-term return expectations or predictions play an important role in planning purposes and guidance of long-term investors. Five-year stock returns are less volatile around their geometric mean than returns of higher frequency, such as one-year ret
Externí odkaz:
https://doaj.org/article/b93c80684b644622a0ec18666a02957b
Publikováno v:
Risks, Vol 8, Iss 2, p 54 (2020)
It is our pleasure to prologue the special issue on “Machine Learning in Insurance”, which represents a compilation of ten high-quality articles discussing avant-garde developments or introducing new theoretical or practical advances in this fiel
Externí odkaz:
https://doaj.org/article/31558499c19c44eeae9ed7beeb9fb38c
Publikováno v:
European Journal of Operational Research. 307:948-962
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ec47e9cbaa3203d5aa2f92e0f42f04d8
https://doi.org/10.1016/j.ejor.2022.10.003
https://doi.org/10.1016/j.ejor.2022.10.003
Publikováno v:
International Journal of Finance & Economics. 28:5-8
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b9c04e76fa597d6a1c91e64e0edae67e
https://doi.org/10.1002/ijfe.2743
https://doi.org/10.1002/ijfe.2743
Publikováno v:
Operations Research. 70:1984-1995
On Modeling the Probability Distribution of Stochastic Sums In the “Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions,” Das, Tsai, Kyriakou, and Fusai propose an efficient methodology for approx
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::37b7dbfb8059665cd5f6462a3cf34e64
https://doi.org/10.1287/opre.2021.2257
https://doi.org/10.1287/opre.2021.2257
Publikováno v:
Operations Research.
Dial M for Simulation For years, systems of stochastic differential equations (SDEs) were simulated by discretization, inevitably introducing a bias, which can be difficult to quantify accurately. To circumvent this, some attempts have been made to s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b92e7065874f96dc61e07009ec23e5d7
https://doi.org/10.1287/opre.2022.2422
https://doi.org/10.1287/opre.2022.2422