1. Ktisis Cyprus University of Technology

Petropoulos, Anastasios (rp03702)

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Publications

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Issue DateTitleAuthor(s)
11-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. 
21-Dec-2018Forecasting stock market crisis events using deep and statistical machine learning techniquesChatzis, Sotirios P. ; Siakoulis, Vassilis ; Petropoulos, Anastasios ; Stavroulakis, Evangelos ; Vlachogiannakis, Nikos 
330-Dec-2017A stacked generalization system for automated FOREX portfolio tradingPetropoulos, Anastasios ; Chatzis, Sotirios P. ; Siakoulis, Vasilis ; Vlachogiannakis, Nikos 
4Oct-2017A hidden Markov model with dependence jumps for predictive modeling of multidimensional time-seriesPetropoulos, Anastasios ; Chatzis, Sotirios P. ; Xanthopoulos, Stelios 
5Jul-2016A novel corporate credit rating system based on Student’s-t hidden Markov modelsPetropoulos, Anastasios ; Chatzis, Sotirios P. ; Xanthopoulos, Stylianos