Ioannis Anagnostou

According to our database, Ioannis Anagnostou authored at least 3 papers between 2018 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Inferring Dealer Networks in the Foreign Exchange Market Using Conditional Transfer Entropy: Analysis of a Central Bank Announcement.

Aleksander Janczewski, Ioannis Anagnostou, Drona Kandhai

Entropy, September, 2024

2018

Incorporating Contagion in Portfolio Credit Risk Models Using Network Theory.

Ioannis Anagnostou, Sumit Sourabh, Drona Kandhai

Complex., 2018

Calibrating the Mean-Reversion Parameter in the Hull-White Model Using Neural Networks.

Georgios Moysiadis, Ioannis Anagnostou, Drona Kandhai

Proceedings of the ECML PKDD 2018 Workshops, 2018