Achilleas Zapranis

Orcid: 0000-0001-8927-374X

According to our database1, Achilleas Zapranis authored at least 11 papers between 1994 and 2013.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
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Links

Online presence:

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Bibliography

2013
Wavelet neural networks: A practical guide.
Neural Networks, 2013

2012
A novel, rule-based technical pattern identification mechanism: Identifying and evaluating saucers and resistant levels in the US stock market.
Expert Syst. Appl., 2012

2011
Modeling and forecasting cumulative average temperature and heating degree day indices for weather derivative pricing.
Neural Comput. Appl., 2011

2010
Identification of the Head-and-Shoulders Technical Analysis Pattern with Neural Networks.
Proceedings of the Artificial Neural Networks - ICANN 2010, 2010

2009
Weather derivatives pricing: Modeling the seasonal residual variance of an Ornstein-Uhlenbeck temperature process with neural networks.
Neurocomputing, 2009

Model Identification in Wavelet Neural Networks Framework.
Proceedings of the Artificial Intelligence Applications and Innovations III, 2009

Modeling and Forecasting CAT and HDD Indices for Weather Derivative Pricing.
Proceedings of the Engineering Applications of Neural Networks, 2009

2007
Can Neural Networks Learn the "Head and Shoulders" Technical Analysis Price Pattern? Towards a Methodology for Testing the Efficient Market Hypothesis.
Proceedings of the Artificial Neural Networks, 2007

2006
Testing the Random Walk Hypothesis with Neural Networks.
Proceedings of the Artificial Neural Networks, 2006

1997
Financial time series modelling with discounted least squares backpropagation.
Neurocomputing, 1997

1994
Stock performance modeling using neural networks: A comparative study with regression models.
Neural Networks, 1994


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