Items where Author, Editor or other role is "Alexandridis, Antonis"

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Number of items: 47.

A

Alexandridis, Antonios K., Hasan, Mohammad S. (2020) Global financial crisis and multiscale systematic risk: Evidence from selected European stock markets. International Journal of Finance and Economics, 25 (4). pp. 518-546. ISSN 1076-9307. (doi:10.1002/ijfe.1764) (KAR id:76523)

Alexandridis, Antonios, Panopoulou, Ekaterini (2019) Denoising the Equity Premium. In: 39th International Symposium of Forecasters, 16-19 Jun 2019, Thessaloniki, Greece. (Unpublished) (KAR id:74564)

Alexandridis, Antonios, Ladas, Anestis (2019) Multiscale Network Analysis for Financial Contagion. In: 9th International Conference of the Financial Engineering and Banking Society, 30 May - 1 Jun 2019, Prague, Czechia. (Unpublished) (KAR id:74566)

Alexandridis, Antonios, Karlis, Dimitrios, Papastamos, Dimitrios (2019) Automatic Mass Valuation for Non-Homogeneous Housing Markets. In: The 39th International Symposium on Forecasting 2019: Proceedings. . International Institute of Forecasters (KAR id:74565)

Alexandridis, Antonis, Karlis, Dimitrios, Papastamos, Dimitrios, Andritsos, Dimitrios (2019) Real Estate valuation and forecasting in non-homogeneous markets: A case study in Greece during the financial crisis. Journal of the Operational Research Society, 70 (10). pp. 1769-1783. ISSN 0160-5682. (doi:10.1080/01605682.2018.1468864) (KAR id:66824)

Alexandridis, Antonis, Gzyl, Henryk, Ter Horst, Enrique, Molina, German (2017) Extracting Risk Neutral Densities For Weather Derivatives Pricing Using The Maximum Entropy Method. In: 11th International Conference on Computational and Financial Econometrics (CFE 2017), 16 - 18 December 2017, London, UK. (KAR id:65971)

Alexandridis, Antonios, Karlis, Dimitrios, Papastamos, Dimitrios (2017) Real Estate valuation and forecasting in non-homogeneous markets: A case study in Greece during the financial crisis. In: 7th International Conference of the Financial Engineering and Banking Society, 1 June 2017 - 3 June 2017, Glasgow. (KAR id:63439)

Alexandridis, Antonis, Hasan, Mohammad S, Sultan, Jahangir (2017) The behaviour of multi-horizon hedge ratios. In: World Finance Conference, 26-28 Jul 2017, Sardinia, Italy. (Unpublished) (The full text of this publication is not currently available from this repository.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) (KAR id:62689)

Alexandridis, Antonios, Kampouridis, Michael, Cramer, Sam (2017) A Comparison between Wavelet Networks and Genetic Programming in the Context of Temperature Derivatives. International Journal of Forecasting, 33 (1). pp. 21-47. ISSN 0169-2070. (doi:10.1016/j.ijforecast.2016.07.002) (KAR id:57441)

Androvitsaneas, V. P., Alexandridis, Antonis, Gonos, I. F., Dounias, G, Stathopoulos, I. A. (2016) Wavelet Neural Network Methodology for Ground Resistance Forecasting. Electric Power Systems Research, 140 . pp. 288-295. ISSN 0378-7796. (doi:10.1016/j.epsr.2016.06.013) (KAR id:55889)

Alexandridis, Antonis, Hasan, Mohammad S (2016) Global Financial Crisis and Multiscale Systematic Risk: Evidence from Selected European Markets. In: Financial Econometrics and Empirical Asset Pricing Conference, 30 June – 1st July, 2016, Lancaster, UK. (KAR id:55888)

Alexandridis, Antonis, Hasan, Mohammad S (2015) Analysing the Multiscale Systematic Risk During the Global Financial Crisis: Evidence from Selected European Stock Markets. In: 14th Hellenic Finance and Accounting Association. . (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) (KAR id:53563)

Androvitsaneas, V. P., Alexandridis, Antonis, Gonos, I. F., Dounias, G (2014) Wavelet neural networks for ground resistance estimation. In: International Conference on High Voltage Engineering and Application, 8-11 September, 2014, Poznan, Poland. (KAR id:43497)

Alexandridis, Antonis, 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) (KAR id:41084)

Alexandridis, Antonis, Kampouridis, Michael (2013) Temperature Forecasting in the Concept of Weather Derivatives: A Comparison between Wavelet Networks and Genetic Programing. In: 13th Engineering Applications of Neural Networks, 13-16 September, 2013, Halkidiki, Greece. (KAR id:37248)

Alexandridis, Antonis, Zapranis, Achilleas (2013) Wavelet Neural Networks: A Practical Guide. Neural Networks, 42 . pp. 1-27. ISSN 0893-6080. (doi:10.1016/j.neunet.2013.01.008) (KAR id:32961)

Alexandridis, Antonis, Zapranis, Achilleas (2013) Wind Derivatives: Modeling and Pricing. Computational Economics, 41 (3). pp. 299-326. ISSN 0927-7099. (doi:10.1007/s10614-012-9350-y) (KAR id:32017)

Alexandridis, Antonis, Livanis, E., Zapranis, Achilleas, 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) (KAR id:41247)

Alexandridis, Antonis, Hasan, Mohammad S (2013) Global Financial Crisis and Multyscale Systematic Risk: Evidence from Selected European Markets. In: The Impact of Global Financial Crisis: on Banks, Financial Markets and Institutions in Europe, 25-26 April, Southampton, UK. (KAR id:33974)

Alexandridis, Antonis (2013) Non-linear non-parametric temperature modeling in the context of weather derivatives pricing. In: Actuarial and Financial Mathemtics Conference, 7-8 February, Brussels, Belgium. (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) (KAR id:33971)

Alexandridis, Antonis, 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) (KAR id:32016)

Alexandridis, Antonis, 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. . (KAR id:32015)

Alexandridis, Antonis, 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. (KAR id:29616)

Alexandridis, Antonis, Livanis, E. (2008) Forecasting Crude Oil Prices Using Wavelet Neural Networks. In: 5th ?????, 8 May, 2008, Athens, Greece. (KAR id:29621)

C

Cramer, Sam, Kampouridis, Michael, Freitas, Alex A., Alexandridis, Antonis (2019) Stochastic Model Genetic Programming: Deriving Pricing Equations for Rainfall Weather Derivatives. Swarm and Evolutionary Computation, 46 . pp. 184-200. ISSN 2210-6502. E-ISSN 2210-6510. (doi:10.1016/j.swevo.2019.01.008) (KAR id:72082)

Cramer, Sam, Kampouridis, Michael, Freitas, Alex A., Alexandridis, Antonis (2017) An extensive evaluation of seven machine learning methods for rainfall prediction in weather derivatives. Expert Systems with Applications, 85 . pp. 169-181. ISSN 0957-4174. (doi:10.1016/j.eswa.2017.05.029) (KAR id:61742)

Cramer, Sam, Kampouridis, Michael, Freitas, Alex A., Alexandridis, Antonis (2017) Pricing Rainfall Based Futures Using Genetic Programming. In: Lecture Notes in Computer Science. Applications of Evolutionary Computation. 10199. pp. 17-33. Springer ISBN 978-3-319-55848-6. (doi:10.1007/978-3-319-55849-3_2) (KAR id:60405)

Cramer, Sam and Kampouridis, Michael and Freitas, Alex A. and Alexandridis, Antonis (2016) Predicting Rainfall in the Context of Rainfall Derivatives Using Genetic Programming. In: 2015 IEEE Symposium Series on Computational Intelligence. IEEE, pp. 711-718. ISBN 978-1-4799-7560-0. (doi:10.1109/SSCI.2015.108) (KAR id:50522)

M

Messis, Petros, Alexandridis, Antonis, Zapranis, Achilleas (2019) Testing and comparing conditional risk-return relationship with a new approach in the cross-sectional framework. International Journal of Finance and Economics, . ISSN 1076-9307. (doi:10.1002/ijfe.1786) (KAR id:77735)

Messis, P, Alexandridis, Antonis, 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. . (KAR id:53562)

Messis, P, Alexandridis, Antonis, 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. (KAR id:41264)

S

Sultan, Jahangir, Alexandridis, Antonios K., Hasan, Mohammad, Guo, Xuxi (2019) Hedging Performance of Multiscale Hedge Ratios. Journal of Futures Markets, 39 (12). pp. 1613-1632. ISSN 0270-7314. E-ISSN 1096-9934. (doi:10.1002/fut.22047) (KAR id:75617)

Souropanis, Ioannis (2019) Essays on Exchange Rate Forecasting. Doctor of Philosophy (PhD) thesis, University of Kent,. (KAR id:73470)

T

Tsinaslanidis, Prodromos, Alexandridis, Antonis, Zapranis, Achilleas, 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. (KAR id:43498)

Z

Zapranis, Achilleas, 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:10.1007/s00521-010-0494-1) (KAR id:29257)

Zapranis, Achilleas, 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:10.1016/j.neucom.2009.01.018) (KAR id:29258)

Zapranis, Achilleas, Alexandridis, Antonis (2009) Forecasting Cash Money Withdrawals Using Wavelet Analysis and Wavelet Neural Networks. International Journal of Financial Economics and Econometrics, . ISSN 0975-2072. (KAR id:29260)

Zapranis, Achilleas, 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. (KAR id:29618)

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:10.1007/978-1-4419-0221-4) (KAR id:29259)

Zapranis, Achilleas, 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. (KAR id:29617)

Zapranis, Achilleas, 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. (KAR id:29619)

Zapranis, Achilleas, 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. (KAR id:29620)

Zapranis, Achilleas, 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:10.1080/13504860802006065) (KAR id:29256)

Zapranis, Achilleas, 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. (KAR id:29623)

Zapranis, Achilleas, Alexandridis, Antonis (2007) Wavelet Neural Networks For Weather Derivatives Pricing. In: 6th Hellenic Finance and Accounting Association, 14-15 December 2007, Patra, Greece. (KAR id:29622)

Zapranis, Achilleas, 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. (KAR id:29624)

Zapranis, Achilleas, Alexandridis, Antonis (2006) Weather Analysis & Weather Derivative Pricing. In: 5th Hellenic Finance and Accounting Association, 15-16 December 2006, Thessaloniki, Greece. (KAR id:29625)

This list was generated on Mon Dec 23 20:07:04 2024 GMT.