Kostas Triantafyllopoulos

Orcid: 0000-0002-4144-4092

According to our database1, Kostas Triantafyllopoulos authored at least 14 papers between 2001 and 2021.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

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PhD thesis 
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Online presence:

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Bibliography

2021
Bayesian inference of multivariate rotated GARCH models with skew returns.
Commun. Stat. Simul. Comput., 2021

2019
Count time series prediction using particle filters.
Qual. Reliab. Eng. Int., 2019

The ENBIS-18 quality and reliability engineering international special issue.
Qual. Reliab. Eng. Int., 2019

2016
A Multivariate Control Chart for Autocorrelated Tool Wear Processes.
Qual. Reliab. Eng. Int., 2016

2012
Detecting Mean Reverted Patterns in Statistical Arbitrage.
Proceedings of the ICPRAM 2012, 2012

2011
Dynamic modeling of mean-reverting spreads for statistical arbitrage.
Comput. Manag. Sci., 2011

2009
Flexible least squares for temporal data mining and statistical arbitrage.
Expert Syst. Appl., 2009

2008
Data stream mining for market-neutral algorithmic trading.
Proceedings of the 2008 ACM Symposium on Applied Computing (SAC), 2008

2007
A Bayesian analysis of moving average processes with time-varying parameters.
Comput. Stat. Data Anal., 2007

2006
Multivariate Control Charts Based on Bayesian State Space Models.
Qual. Reliab. Eng. Int., 2006

Multivariate discount weighted regression and local level models.
Comput. Stat. Data Anal., 2006

Decomposition of time series models in state-space form.
Comput. Stat. Data Anal., 2006

2002
An Intelligent Agent Security Intrusion System.
Proceedings of the 9th IEEE International Conference on Engineering of Computer-Based Systems (ECBS 2002), 2002

2001
An Agent-Based Bayesian Forecasting Model for Enhanced Network Security.
Proceedings of the 8th IEEE International Conference on Engineering of Computer-Based Systems (ECBS 2001), 2001


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