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1
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2Report
المؤلفون: Arslan, Bahar, Noferini, Vanni, Vrontos, Spyridon
مصطلحات موضوعية: Quantitative Finance - Portfolio Management, Mathematics - Combinatorics, Quantitative Finance - Computational Finance
URL الوصول: http://arxiv.org/abs/2404.00187
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3Academic Journal
المساهمون: UK Research and Innovation Economic and Social Research Council
المصدر: Journal of Banking & Finance ; page 107345 ; ISSN 0378-4266
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4Academic Journal
المساهمون: Hellenic Foundation for Research and Innovation
المصدر: Journal of Forecasting ; volume 43, issue 4, page 1042-1086 ; ISSN 0277-6693 1099-131X
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5Academic Journal
المصدر: The Journal of the Operational Research Society, 2019 Oct 01. 70(10), 1720-1733.
URL الوصول: https://www.jstor.org/stable/48774013
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6Academic Journal
المؤلفون: Sing Wong, Amy, Vrontos, Spyridon, Taylor, Michelle
وصف الملف: text
Relation: http://repository.essex.ac.uk/33572/1/Global%20Change%20Biology%20-%202022%20-%20Sing%20Wong%20-%20An%20assessment%20of%20people%20living%20by%20coral%20reefs%20over%20space%20and%20time.pdf; Sing Wong, Amy and Vrontos, Spyridon and Taylor, Michelle (2022) 'An assessment of people living by coral reefs over space and time.' Global Change Biology, 28 (23). pp. 7139-7153. ISSN 1354-1013
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7Academic Journal
المصدر: Econometrics (2225-1146); Jun2024, Vol. 12 Issue 2, p17, 26p
مصطلحات موضوعية: ECONOMIC impact of disease, ECONOMIC models, DYNAMIC models, EUROZONE, COVID-19 pandemic, ECONOMIC activity
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8Academic Journal
المؤلفون: Vrontos, Spyridon, Galakis, John, Vrontos, Ioannis
وصف الملف: text
Relation: http://repository.essex.ac.uk/28762/1/Modeling%20and%20Predicting%20US%20Recessions%20Using%20Machine%20Learning%20Techniques_IJF.pdf; Vrontos, Spyridon and Galakis, John and Vrontos, Ioannis (2021) 'Modeling and predicting U.S. recessions using machine learning techniques.' International Journal of Forecasting, 37 (2). pp. 647-671. ISSN 0169-2070
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9Academic Journal
المؤلفون: Vrontos, Spyridon, Galakis, John, Vrontos, Ioannis
وصف الملف: text
Relation: http://repository.essex.ac.uk/30045/9/Implied%20volatility%20directional%20forecasting%20a%20machine%20learning%20approach.pdf; Vrontos, Spyridon and Galakis, John and Vrontos, Ioannis (2021) 'Implied Volatility Directional Forecasting: A Machine Learning Approach.' Quantitative Finance, 2021 (10). pp. 1687-1706. ISSN 1469-7688
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10Academic Journal
المؤلفون: Vrontos, Spyridon D.1 (AUTHOR) svrontos@essex.ac.uk, Galakis, John2 (AUTHOR), Vrontos, Ioannis D.3 (AUTHOR)
المصدر: Quantitative Finance. October 2021, Vol. 21 Issue 10, p1687-1706. 20p.
مصطلحات موضوعية: Machine learning, Forecasting, Statistical significance, Investment policy
HTML النص الكامل PDF النص الكامل -
11Academic Journal
المؤلفون: Galakis, John, Vrontos, Ioannis, Vrontos, Spyridon
Relation: Galakis, John and Vrontos, Ioannis and Vrontos, Spyridon (2021) 'Style Rotation Revisited.' Journal of Financial Data Science, Spring (2). pp. 110-133. ISSN 2640-3943
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12Academic Journal
المؤلفون: Iworiso, Jonathan, Vrontos, Spyridon
وصف الملف: text
Relation: http://repository.essex.ac.uk/29491/1/Iworiso%20and%20Vrontos%20JFDS.pdf; Iworiso, Jonathan and Vrontos, Spyridon (2021) 'On the Predictability of the Equity Premium Using Deep Learning Techniques.' Journal of Financial Data Science, 3 (Winter). pp. 74-92. ISSN 2640-3943
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13Academic Journal
وصف الملف: text
Relation: http://repository.essex.ac.uk/25138/1/Out-of-sample%20equity%20premium%20prediction%20complete%20subset.pdf; Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis D and Vrontos, Spyridon D (2021) 'Out-of-sample equity premium prediction: a complete subset quantile regression approach.' The European Journal of Finance, 27 (1-2). pp. 110-135. ISSN 1351-847X
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14Academic Journal
المصدر: Journal of Banking & Finance ; volume 32, issue 5, page 741-753 ; ISSN 0378-4266
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15Academic Journal
المؤلفون: Iworiso, Jonathan, Vrontos, Spyridon
وصف الملف: text
Relation: http://repository.essex.ac.uk/25771/1/JFOR.pdf; Iworiso, Jonathan and Vrontos, Spyridon (2020) 'On the Directional Predictability of Equity Premium Using Machine Learning Techniques.' Journal of Forecasting, 39 (3). pp. 449-469. ISSN 0277-6693
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16Academic Journal
المؤلفون: Frangos, Nicholas E., Vrontos, Spyridon D.
المصدر: ASTIN Bulletin ; volume 31, issue 1, page 1-22 ; ISSN 0515-0361 1783-1350
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17Academic Journal
مصطلحات موضوعية: HG Finance, QA Mathematics
وصف الملف: text
Relation: http://repository.essex.ac.uk/23898/1/EMPFIN-S-17-00247.pdf; http://repository.essex.ac.uk/23898/7/NAJEF.pdf; Abdul Aziz, Nor Syahilla and Vrontos, Spyridon and Hasim, Haslifah M (2019) 'Evaluation of Multivariate GARCH Models in an Optimal Asset Allocation Framework.' The North American Journal of Economics and Finance, 47. pp. 568-596. ISSN 1062-9408
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18Academic Journal
المساهمون: Research Center of Athens University of Economics and Business
المصدر: The European Journal of Finance ; volume 27, issue 1-2, page 110-135 ; ISSN 1351-847X 1466-4364
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19Conference
مصطلحات موضوعية: HG Finance
Relation: Meligkotsidou, Loukia, Panopoulou, Ekaterini, Vrontos, Ioannis D., Vrontos, Spyridon D. (2017) Quantile Forecast Combinations in Realized Volatility Prediction. In: 7th International Conference of the Financial Engineering and Banking Society, 1 June 2017 - 3 June 2017, Glasgow. (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:64362 )
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20Conference
المؤلفون: Panopoulou, Ekaterini, Vrontos, Spyridon D.
مصطلحات موضوعية: HG Finance
Relation: Panopoulou, Ekaterini, Vrontos, Spyridon D. (2017) A comprehensive approach to survival analysis of hedge funds. In: 9th International Conference on Computational and Financial Econometrics, 12-14 December 2015, Senate House, London. (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:64360 )
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