Kostas Triantafyllopoulos

Publication Activity (10 Years)

Years Active: 2001-2021
Publications (10 Years): 4

Top Topics

Bayesian Inference

Hyperparameters

Particle Filter

Prior Distribution

Top Venues

Qual. Reliab. Eng. Int.

Commun. Stat. Simul. Comput.

Publications

Farhat Iqbal, Kostas Triantafyllopoulos
Bayesian inference of multivariate rotated GARCH models with skew returns. Commun. Stat. Simul. Comput. 50 (10) (2021)
Kostas Triantafyllopoulos, Mohamed Shakandli, Michael Campbell
Count time series prediction using particle filters. Qual. Reliab. Eng. Int. 35 (5) (2019)
Eleanor C. Stillman, Kostas Triantafyllopoulos
The ENBIS-18 quality and reliability engineering international special issue. Qual. Reliab. Eng. Int. 35 (5) (2019)
Keith Harris, Kostas Triantafyllopoulos, Eleanor C. Stillman, Thomas McLeay
A Multivariate Control Chart for Autocorrelated Tool Wear Processes. Qual. Reliab. Eng. Int. 32 (6) (2016)
Kostas Triantafyllopoulos
Detecting Mean Reverted Patterns in Statistical Arbitrage. ICPRAM (1) (2012)
Kostas Triantafyllopoulos, Giovanni Montana
Dynamic modeling of mean-reverting spreads for statistical arbitrage. Comput. Manag. Sci. 8 (1-2) (2011)
Giovanni Montana, Kostas Triantafyllopoulos, Theodoros Tsagaris
Flexible least squares for temporal data mining and statistical arbitrage. Expert Syst. Appl. 36 (2) (2009)
Giovanni Montana, Kostas Triantafyllopoulos, Theodoros Tsagaris
Data stream mining for market-neutral algorithmic trading. SAC (2008)
Kostas Triantafyllopoulos, Guy P. Nason
A Bayesian analysis of moving average processes with time-varying parameters. Comput. Stat. Data Anal. 52 (2) (2007)
Kostas Triantafyllopoulos
Multivariate discount weighted regression and local level models. Comput. Stat. Data Anal. 50 (12) (2006)
E. J. Godolphin, Kostas Triantafyllopoulos
Decomposition of time series models in state-space form. Comput. Stat. Data Anal. 50 (9) (2006)
Kostas Triantafyllopoulos
Multivariate Control Charts Based on Bayesian State Space Models. Qual. Reliab. Eng. Int. 22 (6) (2006)
John Pikoulas, William J. Buchanan, Mike Mannion, Kostas Triantafyllopoulos
An Intelligent Agent Security Intrusion System. ECBS (2002)
John Pikoulas, William J. Buchanan, Mike Mannion, Kostas Triantafyllopoulos
An Agent-Based Bayesian Forecasting Model for Enhanced Network Security. ECBS (2001)