Browsing Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance by Author "Charalambous, Chris"
Now showing items 1-16 of 16
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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 ...
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Conference Object
Application of feature extractive algorithm to bankruptcy prediction
Charalambous, Chris; Charitou, Andreas; Kaourou, Froso (IEEE, 2000)This study uses the feature selection algorithm proposed by Setiono and Liu to select the most relevant features for the bankruptcy prediction problem. The method uses a feedforward neural network with one hidden layer to ...
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Article
Assessing the performance of symmetric and asymmetric implied volatility functions
Andreou, Panayiotis C.; Charalambous, Chris; Martzoukos, Spiros H. (2014)
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Article
Comparative Analysis of Artificial Neural Network Models: Application in Bankruptcy Prediction
Charalambous, Chris; Charitou, Andreas; Kaourou, Froso (2000)This study compares the predictive performance of three neural network methods, namely the learning vector quantization, the radial basis function, and the feedforward network that uses the conjugate gradient optimization ...
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Conference Object
Comparative analysis of artificial neural network models: Application in bankruptcy prediction
Charalambous, Chris; Charitou, Andreas; Kaourou, Froso (IEEE, 1999)This study compares the predictive performance of three neural network methods, namely the Learning Vector Quantization, Radial Basis Function, the Feedforward network that uses the conjugate gradient optimization algorithm, ...
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Book
Critical assessment of option pricing methods using Artificial Neural Networks
Andreou, P. Ch; Charalambous, Chris; Martzoukos, Spiros H. (2002)
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Book
European option pricing by using the support vector regression approach
Andreou, Panayiotis C.; Charalambous, Chris; Martzoukos, Spiros H. (2009)
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Article
Generalized parameter functions for option pricing
Andreou, Panayiotis C.; Charalambous, Chris; Martzoukos, Spiros H. (2010)
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Article
Hybrid artificial neural networks for efficient valuation of real options and financial derivatives
Charalambous, Chris; Martzoukos, Spiros H. (2005)
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Book Chapter
Implied non-recombining trees and calibration for the volatility smile
Charalambous, Chris; Christofides, Nicos; Constantinide, Eleni D.; Martzoukos, Spiros H. (2009)
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Article
Implied non-recombining trees and calibration for the volatility smile
Charalambous, Chris; Christofides, Nicos; Constantinide, Eleni D.; Martzoukos, Spiros H. (2007)
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Book
Predicting corporate failure: empirical evidence for the UK
Neophytou, Evridiki; Charitou, Andreas; Charalambous, Chris (2001)
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Article
Predicting corporate failure: empirical evidence for the UK
Charitou, Andreas; Neophytou, Evi; Charalambous, Chris (2004)The main purpose of this study is to examine the incremental information content of operating cash flows in predicting financial distress and thus develop reliable failure prediction models for UK public industrial firms. ...
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Article
The prediction of earnings using financial statement information: empirical evidence with logit models and artificial neural networks
Charitou, Andreas; Charalambous, Chris (1996)In the past three decades, earnings have been one of the most researched variables in accounting. Empirical research provided substantial evidence on its usefulness in the capital markets but evidence in predicting earnings ...
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Article
Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters
Andreou, Panayiotis C.; Charalambous, Chris; Martzoukos, Spiros H. (2008)
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Article
Robust artificial neural networks for pricing of European options
Andreou, Panayiotis C.; Charalambous, Chris; Martzoukos, Spiros H. (2006)