• Conference Object  

      Application of artificial neural networks in the prediction of earnings 

      Falas, Tasos; Charitou, Andreas; Charalambous, Chris (IEEE, 1994)
      The feasibility of using artificial neural networks (ANNs) for predicting future earnings by stock market and capital market investors was evaluated. A multilayer perceptron feedforward neural network architecture with an ...
    • Article  

      Application of three bivariate time-varying volatility models 

      Vrontos, Ioannis D.; Giakoumatos, Stefanos G.; Dellaportas, Petros; Politis, Dimitris Nicolas (2001)
      The multivariate time-varying volatility models have recently attracted a lot of attention in the statistics/econometrics community. We apply two bivariate ARCH-GARCH models and a bivariate unobserved ARCH model to a series ...
    • Conference Object  

      Bootstrap confidence intervals in nonparametric regression without an additive model 

      Politis, Dimitris Nicolas (Springer New York LLC, 2014)
      The problem of confidence interval construction in nonparametric regression via the bootstrap is revisited. When an additive model holds true, the usual residual bootstrap is available but it often leads to confidence ...
    • Article  

      Financial time series 

      Politis, Dimitris Nicolas (2009)
      The evolution of financial markets is a complicated real-world phenomenon that ranks at the top in terms of difficulty of modeling and/or prediction. One reason for this difficulty is the well-documented nonlinearity that ...
    • Article  

      Monitoring disruptions in financial markets 

      Andreou, Elena; Ghysels, Eric (2006)
      We study historical and sequential CUSUM change-point tests for strongly dependent nonlinear processes. These tests are used to monitor the conditional variance of asset returns and to provide real-time information regarding ...
    • Article  

      Robust multiobjective portfolio optimization: A minimax regret approach 

      Xidonas, Panos; Mavrotas, George; Hassapis, Christis; Zopounidis, Constantin (2017)
      An efficient frontier in the typical portfolio selection problem provides an illustrative way to express the tradeoffs between return and risk. Following the basic ideas of modern portfolio theory as introduced by Markowitz, ...