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Publications & Outputs

  1. Feature selection of autoregressive Neural Network inputs for trend Time Series Forecasting

    Crone, S. F. & Häger, S., 31/10/2016, 2016 International Joint Conference on Neural Networks, IJCNN 2016. Institute of Electrical and Electronics Engineers Inc., p. 1515-1522 8 p. 7727378. (Proceedings of the International Joint Conference on Neural Networks; vol. 2016-October).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNConference contribution/Paperpeer-review

  2. Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis

    Karanasos, M., Yfanti, S. & Karoglou, M., 05/2016, In: International Review of Financial Analysis. 45, p. 332-349 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Historical impact of technological change on the US mass media advertising expenditure

    Esteban-Bravo, M., Vidal-Sanz, J. M. & Yildirim, G., 11/2015, In: Technological Forecasting and Social Change. 100, p. 306-316 11 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Modelling stock volatilities during financial crises: A time varying coefficient approach

    Karanasos, M., Paraskevopoulos, A., Menla Ali, F., Karoglou, M. & Yfanti, S., 12/2014, In: Journal of Empirical Finance. 29, p. 113-128 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review