Kostas Triantafyllopoulos
Kostas Triantafyllopoulos
Senior Lecturer in Statistics, University of Sheffield
Geverifieerd e-mailadres voor shef.ac.uk - Homepage
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Dynamic modeling of mean-reverting spreads for statistical arbitrage
K Triantafyllopoulos, G Montana
Computational Management Science 8 (1-2), 23-49, 2011
652011
Flexible least squares for temporal data mining and statistical arbitrage
G Montana, K Triantafyllopoulos, T Tsagaris
Expert Systems with Applications 36 (2), 2819-2830, 2009
612009
An intelligent agent security intrusion system
J Pikoulas, W Buchanan, M Mannion, K Triantafyllopoulos
Proceedings Ninth Annual IEEE International Conference and Workshop on the …, 2002
472002
On the central moments of the multidimensional Gaussian distribution
K Triantafyllopoulos
Mathematical Scientist 28 (2), 125-128, 2003
462003
Multivariate control charts based on Bayesian state space models
K Triantafyllopoulos
Quality and Reliability Engineering International 22 (6), 693-707, 2006
292006
Decomposition of time series models in state-space form
EJ Godolphin, K Triantafyllopoulos
Computational statistics & data analysis 50 (9), 2232-2246, 2006
292006
Multivariate Bayesian regression applied to the problem of network security
K Triantafyllopoulos, J Pikoulas
Journal of Forecasting 21 (8), 579-594, 2002
282002
An agent-based Bayesian forecasting model for enhanced network security
J Pikoulas, WJ Buchanan, M Mannion, K Triantafyllopoulos
Proceedings. Eighth Annual IEEE International Conference and Workshop On the …, 2001
252001
Inference of dynamic generalized linear models: on‐line computation and appraisal
K Triantafyllopoulos
International statistical review 77 (3), 430-450, 2009
182009
Multivariate stochastic volatility with bayesian dynamic linear models
K Triantafyllopoulos
Journal of Statistical Planning and Inference 138 (4), 1021-1037, 2008
172008
Data stream mining for market-neutral algorithmic trading
G Montana, K Triantafyllopoulos, T Tsagaris
Proceedings of the 2008 ACM symposium on Applied computing, 966-970, 2008
152008
Multivariate discount weighted regression and local level models
K Triantafyllopoulos
Computational statistics & data analysis 50 (12), 3702-3720, 2006
152006
A multivariate control chart for autocorrelated tool wear processes
K Harris, K Triantafyllopoulos, E Stillman, T McLeay
Quality and Reliability Engineering International 32 (6), 2093-2106, 2016
122016
Moments and cumulants of the multivariate real and complex Gaussian distributions
K Triantafyllopoulos
Department of Mathematics, University of Bristol, Version 12, 2002
122002
Time-varying vector autoregressive models with stochastic volatility
K Triantafyllopoulos
Journal of Applied Statistics 38 (2), 369-382, 2011
112011
Covariance estimation for multivariate conditionally Gaussian dynamic linear models
K Triantafyllopoulos
Journal of Forecasting 26 (8), 551-569, 2007
112007
A Bayesian analysis of moving average processes with time-varying parameters
K Triantafyllopoulos, GP Nason
Computational statistics & data analysis 52 (2), 1025-1046, 2007
92007
Phase II control charts for autocorrelated processes
K Triantafyllopoulos, S Bersimis
Quality Technology & Quantitative Management 13 (1), 88-108, 2016
82016
Multi‐variate stochastic volatility modelling using Wishart autoregressive processes
K Triantafyllopoulos
Journal of Time Series Analysis 33 (1), 48-60, 2012
82012
Missing observation analysis for matrix-variate time series data
K Triantafyllopoulos
Statistics & probability letters 78 (16), 2647-2653, 2008
82008
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Artikelen 1–20