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Ioannis Anagnostou
ORCID
Publication Activity (10 Years)
Years Active: 2018-2018
Publications (10 Years): 2
Top Topics
Hybrid Model
Parameter Values
Statistical Models
Multi Layer
Top Venues
MIDAS/PAP@PKDD/ECML
Complex.
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Publications
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Ioannis Anagnostou
,
Sumit Sourabh
,
Drona Kandhai
Incorporating Contagion in Portfolio Credit Risk Models Using Network Theory.
Complex.
2018 (2018)
Georgios Moysiadis
,
Ioannis Anagnostou
,
Drona Kandhai
Calibrating the Mean-Reversion Parameter in the Hull-White Model Using Neural Networks.
MIDAS/PAP@PKDD/ECML
(2018)