Thomas Dionysopoulos

According to our database, Thomas Dionysopoulos authored at least 3 papers between 2015 and 2020.

Collaborative distances:

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

2020

Nonparametric Adaptive Value-at-Risk Quantification Based on the Multiscale Energy Distribution of Asset Returns.

George Tzagkarakis, Frantz Maurer, Thomas Dionysopoulos

Proceedings of the 28th European Signal Processing Conference, 2020

2017

S&P500 Forecasting and trading using convolution analysis of major asset classes.

Panagiotis Papaioannou, Thomas Dionysopoulos, Lucia Russo, Francesco Giannino, Dietmar Janetzko, Constantinos I. Siettos

Proceedings of the 8th International Conference on Emerging Ubiquitous Systems and Pervasive Networks (EUSPN 2017) / The 7th International Conference on Current and Future Trends of Information and Communication Technologies in Healthcare (ICTH-2017) / Affiliated Workshops, 2017

2015

Sparse modeling of volatile financial time series via low-dimensional patterns over learned dictionaries.

George Tzagkarakis, Juliana Caicedo-Llano, Thomas Dionysopoulos

Algorithmic Finance, 2015