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Number of items: 23.
Article
| Alexandridis, Antonis and Zapranis, Achilleas (2013) Wavelet Neural Networks: A Practical Guide. Neural Networks, 42 . pp. 1-27. ISSN 0893-6080. (doi:https://doi.org/10.1016/j.neunet.2013.01.008) (Full text available) |
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| Alexandridis, Antonis and Zapranis, Achilleas (2013) Wind Derivatives: Modeling and Pricing. Computational Economics, 41 (3). pp. 299-326. ISSN 0927-7099. (doi:https://doi.org/10.1007/s10614-012-9350-y) (Full text available) |
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| Zapranis, Achilleas and Alexandridis, Antonis (2011) Modeling and Forecasting CAT and HDD Indices For Weather Derivative Pricing. Neural Computing & Applications, 20 (6). pp. 787-801. ISSN 0941-0643. (doi:https://doi.org/10.1007/s00521-010-0494-1) (Full text available) |
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| Zapranis, Achilleas and Alexandridis, Antonis (2009) Weather Derivatives Pricing: Modeling the Seasonal Residual Variance of an Ornstein-Uhlenbeck Temperature Process with Neural Network. Neurocomputing, 73 (1-3). pp. 37-48. ISSN 0925-2312. (doi:https://doi.org/10.1016/j.neucom.2009.01.018) (Full text available) |
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| Zapranis, Achilleas and Alexandridis, Antonis (2009) Forecasting Cash Money Withdrawals Using Wavelet Analysis and Wavelet Neural Networks. International Journal of Financial Economics and Econometrics, . ISSN 0975-2072. (Full text available) |
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| Zapranis, Achilleas and Alexandridis, Antonis (2008) Modelling the Temperature Time-dependent Speed of Mean Reversion in the Context of Weather Derivatives Pricing. Applied Mathematical Finance, 15 (4). pp. 355-386. ISSN 1350-486X. (doi:https://doi.org/10.1080/13504860802006065) (Full text available) |
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Book section
| Zapranis, Achilleas and Alexandridis, Antonis (2009) Model Identification in Wavelet Neural Networks Framework. In: Iliadis, Lazaros S. and Vlahavas, Ilias and Bramer, Max and Grigorios, Tsoumakas and Ioannis, Vlahavas, eds. Artificial Intelligence Applications and Innovations. IFIP Advances in Information and Communication Technology, 296 . Springer, New York, USA, pp. 267-277. ISBN 978-1-4419-0220-7. (doi:https://doi.org/10.1007/978-1-4419-0221-4) (Full text available) |
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Conference or workshop item
| Messis, P and Alexandridis, Antonis and Zapranis, Achilleas (2015) Cross-sectional conditional risk return analysis in the sorted beta framework: A novel Two Factor Model. In: 14th Hellenic Finance and Accounting Association. (Full text available) |
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| Tsinaslanidis, Prodromos and Alexandridis, Antonis and Zapranis, Achilleas and Livanis, E. (2014) Dynamic Time Warping as a Similarity Measure: Applications in Finance. In: Hellenic Finance and Accounting Association, 12-13 December, 2014, Volos, Greece. (Full text available) |
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| Messis, P and Alexandridis, Antonis and Zapranis, Achilleas (2014) Testing and comparing conditional CAPM with a new approach in the cross-sectional framework. In: International work-conference on Time Series 2014, June 25th-27th, 2014, Granada, Spain. (Full text available) |
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| Alexandridis, Antonis and Livanis, E. and Zapranis, Achilleas and Tsinaslanidis, Prodromos (2013) Business Failure Prediction using Neural Networks and Wavelet Neural Networks. In: 12th Hellenic Finance and Accounting Association, 13-14 December, 2013, Thessaloniki, Greece. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) |
| Alexandridis, Antonis and Zapranis, Achilleas (2012) Modeling and Pricing European Temperature in the Context of Weather Derivative Pricing. In: Proceedings of the 4th International Conference on Accounting & Finance. (Full text available) |
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| Alexandridis, Antonis and Zapranis, Achilleas (2011) Wind Derivatives: Modeling and Pricing. In: 1st International Conference of the Financial Engineering and Banking Society (F.E.B.S), 10-12 June 2011, Chania, Greece. (Full text available) |
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| Zapranis, Achilleas and Alexandridis, Antonis (2009) Model Identification in Wavelet Neural Networks Framework. In: 5th IFIP Conference on Artificial Intelligence Applications & Innovations, 23-25 April 2009, Thessaloniki, Greece. (Full text available) |
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| Zapranis, Achilleas and Alexandridis, Antonis (2009) Modeling and Forecasting CAT and HDD Indices For Weather Derivative Pricing. In: 11th Engineering Applications of Neural Networks, 27-29 August, 2009, London, UK. (Full text available) |
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| Zapranis, Achilleas and Alexandridis, Antonis (2008) Analyzing Crude Oil Prices and Returns Using Wavelet Analysis and Wavelet Networks. In: 7th Hellenic Finance and Accounting Association, 12-14 December 2008, Chania, Greece. (Full text available) |
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| Zapranis, Achilleas and Alexandridis, Antonis (2008) Forecasting Cash Money Withdrawals Using Wavelet Analysis and Wavelet Neural Networks. In: 5th Applied Financial Economics, 3-5 July 2008, Samos, Greece. (Full text available) |
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| Zapranis, Achilleas and Alexandridis, Antonis (2007) Modeling Temperature Time-Dependent Mean Reversion with Neural Networks in the Context of Weather Derivatives Pricing. In: HERCMA, September 2007, Athens, Greece. (Full text available) |
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| Zapranis, Achilleas and Alexandridis, Antonis (2007) Wavelet Neural Networks For Weather Derivatives Pricing. In: 6th Hellenic Finance and Accounting Association, 14-15 December 2007, Patra, Greece. (Full text available) |
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| Zapranis, Achilleas and Alexandridis, Antonis (2007) Weather Derivatives Pricing: Modeling the Seasonal Residual Variance of an Ornstein-Uhlenbeck Temperature Process with Neural Network. In: 10th Engineering Applications of Neural Networks, 29-31 August, 2009, Thessaloniki, Greece. (Full text available) |
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| Zapranis, Achilleas and Alexandridis, Antonis (2006) Weather Analysis & Weather Derivative Pricing. In: 5th Hellenic Finance and Accounting Association, 15-16 December 2006, Thessaloniki, Greece. (Full text available) |
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Book
| Alexandridis, Antonis and Zapranis, Achilleas (2014) Wavelet Neural Networks: With Applications in Financial Engineering, Chaos, and Classification. John Wiley & Sons, New Jersey, USA, 264 pp. ISBN 978-1-118-59252-6. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) |
| Alexandridis, Antonis and Zapranis, Achilleas (2013) Weather Derivatives: Modeling and Pricing Weather-Related Risk. Springer, 300 pp. ISBN 978-1-4614-6070-1. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) |
