Browsing by Authors Petropoulos, Anastasios

Showing results 1 to 6 of 6
Issue DateTitleAuthor(s)
2-Nov-2022A Deep Learning Approach for Dynamic Balance Sheet Stress TestingPetropoulos, Anastasios ; Siakoulis, Vasilis ; Panousis, Konstantinos P. ; Papadoulas, Loukas ; Chatzis, Sotirios P. 
1-Dec-2018Forecasting stock market crisis events using deep and statistical machine learning techniquesChatzis, Sotirios P. ; Siakoulis, Vassilis ; Petropoulos, Anastasios ; Stavroulakis, Evangelos ; Vlachogiannakis, Nikos 
Oct-2017A hidden Markov model with dependence jumps for predictive modeling of multidimensional time-seriesPetropoulos, Anastasios ; Chatzis, Sotirios P. ; Xanthopoulos, Stelios 
Jul-2016A novel corporate credit rating system based on Student’s-t hidden Markov modelsPetropoulos, Anastasios ; Chatzis, Sotirios P. ; Xanthopoulos, Stylianos 
1-Nov-2021Re-constructing the interbank links using machine learning techniques. An application to the Greek interbank marketPetropoulos, Anastasios ; Siakoulis, Vasilis ; Lazaris, Panagiotis ; Chatzis, Sotirios P. 
30-Dec-2017A stacked generalization system for automated FOREX portfolio tradingPetropoulos, Anastasios ; Chatzis, Sotirios P. ; Siakoulis, Vasilis ; Vlachogiannakis, Nikos