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of 31
pro vyhledávání: '"Koki, Constandina"'
In this paper, we consider a variety of multi-state Hidden Markov models for predicting and explaining the Bitcoin, Ether and Ripple returns in the presence of state (regime) dynamics. In addition, we examine the effects of several financial, economi
Externí odkaz:
http://arxiv.org/abs/2011.03741
Autor:
Leonardos, Stefanos1 (AUTHOR) stefanos.leonardos@kcl.ac.uk, Koki, Constandina2 (AUTHOR), Melolidakis, Costis3 (AUTHOR)
Publikováno v:
Annals of Operations Research. May2024, Vol. 336 Issue 3, p1661-1679. 19p.
Conventional financial models fail to explain the economic and monetary properties of cryptocurrencies due to the latter's dual nature: their usage as financial assets on the one side and their tight connection to the underlying blockchain structure
Externí odkaz:
http://arxiv.org/abs/1909.10957
Publikováno v:
In: Destercke S., Denoeux T., Cuzzolin F., Martin A. (eds) Belief Functions: Theory and Applications. BELIEF 2018. Lecture Notes in Computer Science, vol 11069. Springer, Cham
Globally operating suppliers face the rising challenge of wholesale pricing under scarce data about retail demand, in contrast to better informed, locally operating retailers. At the same time, as local businesses proliferate, markets congest and ret
Externí odkaz:
http://arxiv.org/abs/1808.04701
Autor:
Koki, Constandina, Leonardos, Stefanos
We revisit the May and June 2012 Greek Parliamentary elections and the December 2014 Presidential election that was held by the June-elected Parliament. The three voting instances provide a political field experiment for the application of power indi
Externí odkaz:
http://arxiv.org/abs/1803.03445
Publikováno v:
In: Daniele P., Scrimali L. (eds) New Trends in Emerging Complex Real Life Problems. AIRO Springer Series, vol 1. Springer, Cham. (2018)
We revisit the classic Cournot model and extend it to a two-echelon supply chain with an upstream supplier who operates under demand uncertainty and multiple downstream retailers who compete over quantity. The supplier's belief about retail demand is
Externí odkaz:
http://arxiv.org/abs/1803.03451
We consider two-state Non-Homogeneous Hidden Markov Models (NHHMMs) for forecasting univariate time series. Given a set of predictors, the time series are modeled via predictive regressions with state dependent coefficients and time-varying transitio
Externí odkaz:
http://arxiv.org/abs/1802.02825
Publikováno v:
Annals of Operations Research, 22 April 2021
Pricing decisions are often made when market information is still poor. In turn, existing theoretical models often reason about the response of optimal prices to changing market characteristics without exploiting all available information about the d
Externí odkaz:
http://arxiv.org/abs/1709.09618
Publikováno v:
In Research in International Business and Finance January 2022 59
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