Kostas Triantafyllopoulos

14 papers Misc 1Journal 10Unranked 3
YearRankTypeTitle / Venue / Authors
2021 J jnl
Bayesian inference of multivariate rotated GARCH models with skew returns.
Commun. Stat. Simul. Comput.
Farhat Iqbal, Kostas Triantafyllopoulos
2019 J jnl
Count time series prediction using particle filters.
Qual. Reliab. Eng. Int.
Kostas Triantafyllopoulos, Mohamed Shakandli, Michael Campbell
2019 J jnl
The ENBIS-18 quality and reliability engineering international special issue.
Qual. Reliab. Eng. Int.
Eleanor C. Stillman, Kostas Triantafyllopoulos
2016 J jnl
A Multivariate Control Chart for Autocorrelated Tool Wear Processes.
Qual. Reliab. Eng. Int.
Keith Harris, Kostas Triantafyllopoulos, Eleanor C. Stillman, Thomas McLeay
2012 — conf
Detecting Mean Reverted Patterns in Statistical Arbitrage.
ICPRAM (1)
Kostas Triantafyllopoulos
2011 J jnl
Dynamic modeling of mean-reverting spreads for statistical arbitrage.
Comput. Manag. Sci.
Kostas Triantafyllopoulos, Giovanni Montana
2009 J jnl
Flexible least squares for temporal data mining and statistical arbitrage.
Expert Syst. Appl.
Giovanni Montana, Kostas Triantafyllopoulos, Theodoros Tsagaris
2008 Misc conf
Data stream mining for market-neutral algorithmic trading.
SAC
Giovanni Montana, Kostas Triantafyllopoulos, Theodoros Tsagaris
2007 J jnl
A Bayesian analysis of moving average processes with time-varying parameters.
Comput. Stat. Data Anal.
Kostas Triantafyllopoulos, Guy P. Nason
2006 J jnl
Decomposition of time series models in state-space form.
Comput. Stat. Data Anal.
E. J. Godolphin, Kostas Triantafyllopoulos
2006 J jnl
Multivariate Control Charts Based on Bayesian State Space Models.
Qual. Reliab. Eng. Int.
Kostas Triantafyllopoulos
2006 J jnl
Multivariate discount weighted regression and local level models.
Comput. Stat. Data Anal.
Kostas Triantafyllopoulos
2002 — conf
An Intelligent Agent Security Intrusion System.
ECBS
John Pikoulas, William J. Buchanan, Mike Mannion, Kostas Triantafyllopoulos
2001 — conf
An Agent-Based Bayesian Forecasting Model for Enhanced Network Security.
ECBS
John Pikoulas, William J. Buchanan, Mike Mannion, Kostas Triantafyllopoulos