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Number of items: 39.

Article

Cramer, Sam and Kampouridis, Michael and Freitas, Alex A. and 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:https://doi.org/10.1016/j.swevo.2019.01.008) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided)
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Alexandridis, Antonis and Karlis, Dimitrios and Papastamos, Dimitrios and Andritsos, Dimitrios (2018) Real Estate valuation and forecasting in non-homogeneous markets: A case study in Greece during the financial crisis. Journal of the Operational Research Society, . pp. 1-15. ISSN 0160-5682. (doi:https://doi.org/10.1080/01605682.2018.1468864) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided)
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Cramer, Sam and Kampouridis, Michael and Freitas, Alex A. and 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:https://doi.org/10.1016/j.eswa.2017.05.029) (Full text available)
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Alexandridis, Antonis and Kampouridis, Michael and 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:https://doi.org/10.1016/j.ijforecast.2016.07.002) (Full text available)
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Androvitsaneas, V. P. and Alexandridis, Antonis and Gonos, I. F. and Dounias, G and Stathopoulos, I. A. (2016) Wavelet Neural Network Methodology for Ground Resistance Forecasting. Electric Power Systems Research, 140 . pp. 288-295. ISSN 0378-7796. (doi:https://doi.org/10.1016/j.epsr.2016.06.013) (Full text available)
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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

Alexandridis, Antonis and Gzyl, Henryk and Ter Horst, Enrique and 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. (Full text available)
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Cramer, Sam and Kampouridis, Michael and Freitas, Alex A. and Alexandridis, Antonis (2017) Pricing Rainfall Based Futures Using Genetic Programming. In: Lecture Notes in Computer Science. Applications of Evolutionary Computation. Springer pp. 17-33. ISBN 978-3-319-55848-6. (doi:10.1007%2F978-3-319-55849-3_2) (Full text available)
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Alexandridis, Antonis and Hasan, Mohammad S and 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)

Alexandridis, Antonis and 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. (Full text available)
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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:https://doi.org/10.1109/SSCI.2015.108) (Full text available)
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Alexandridis, Antonis and 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)

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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Androvitsaneas, V. P. and Alexandridis, Antonis and Gonos, I. F. and 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. (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 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. (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 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. (Full text available)
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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)

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

This list was generated on Mon May 27 20:54:15 2019 BST.