Zobrazeno 1 - 10
of 74
pro vyhledávání: '"Siakoulis"'
Autor:
Petropoulos, Anastasios, Siakoulis, Vassilis, Panousis, Konstantinos P., Papadoulas, Loukas, Chatzis, Sotirios
In this study, we propose a novel approach of nowcasting and forecasting the macroeconomic status of a country using deep learning techniques. We focus particularly on the US economy but the methodology can be applied also to other economies. Specifi
Externí odkaz:
http://arxiv.org/abs/2301.09856
Autor:
Petropoulos, Anastasios, Siakoulis, Vassilis, Panousis, Konstantinos P., Papadoulas, Loukas, Chatzis, Sotirios
In the aftermath of the financial crisis, supervisory authorities have considerably altered the mode of operation of financial stress testing. Despite these efforts, significant concerns and extensive criticism have been raised by market participants
Externí odkaz:
http://arxiv.org/abs/2009.11075
Publikováno v:
Central Bank Review, Vol 21, Iss 4, Pp 141-153 (2021)
Central Bank speeches usually function as aggregators of internal quantitative and qualitative analysis of the institutions regarding the macro economy, the monetary policy and the health of the financial systems. Speeches usually function as a summa
Externí odkaz:
https://doaj.org/article/14d7942c434e45768ae73c7c0744604c
Publikováno v:
In Central Bank Review December 2021 21(4):141-153
Publikováno v:
In Intelligent Systems with Applications November 2021 12
Autor:
Petropoulos, Anastasios, Siakoulis, Vasilis, Stavroulakis, Evangelos, Vlachogiannakis, Nikolaos E.
Publikováno v:
In International Journal of Forecasting July-September 2020 36(3):1092-1113
Publikováno v:
Intelligent Systems with Applications, Vol 12, Iss , Pp 200055- (2021)
We propose an innovative approach to model the probability of interlinkages in an interbank network with the use of Machine Learning techniques. More precisely we forecast the probability of a pair of banks entering into an interbank market borrower
Externí odkaz:
https://doaj.org/article/44a0f27244d74ce1b06385e85afaa83d
Autor:
Chatzis, Sotirios P., Siakoulis, Vassilis, Petropoulos, Anastasios, Stavroulakis, Evangelos, Vlachogiannakis, Nikos
Publikováno v:
In Expert Systems With Applications 1 December 2018 112:353-371
Autor:
Siakoulis, Vasileios
Publikováno v:
The Journal of Risk Finance, 2018, Vol. 19, Issue 5, pp. 454-477.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JRF-11-2016-0151
Publikováno v:
In Expert Systems With Applications 30 December 2017 90:290-302