Thomas Dionysopoulos

Publication Activity (10 Years)

Years Active: 2015-2020
Publications (10 Years): 2

Top Topics

Financial Time Series

Wavelet Decomposition

Sparse Representation

Top Venues

Algorithmic Finance

Publications

George Tzagkarakis, Frantz Maurer, Thomas Dionysopoulos
Nonparametric Adaptive Value-at-Risk Quantification Based on the Multiscale Energy Distribution of Asset Returns. EUSIPCO (2020)
Panagiotis Papaioannou, Thomas Dionysopoulos, Lucia Russo, Francesco Giannino, Dietmar Janetzko, Constantinos I. Siettos
S&P500 Forecasting and trading using convolution analysis of major asset classes. EUSPN/ICTH (2017)
George Tzagkarakis, Juliana Caicedo-Llano, Thomas Dionysopoulos
Sparse modeling of volatile financial time series via low-dimensional patterns over learned dictionaries. Algorithmic Finance 4 (3-4) (2015)