Kostas Triantafyllopoulos

According to our database1, Kostas Triantafyllopoulos authored at least 8 papers between 2006 and 2016.

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

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2016
A Multivariate Control Chart for Autocorrelated Tool Wear Processes.
Quality and Reliability Eng. Int., 2016

2012
Detecting Mean Reverted Patterns in Statistical Arbitrage.
Proceedings of the ICPRAM 2012, 2012

2011
Dynamic modeling of mean-reverting spreads for statistical arbitrage.
Comput. Manag. Science, 2011

2009
Flexible least squares for temporal data mining and statistical arbitrage.
Expert Syst. Appl., 2009

2008
Data stream mining for market-neutral algorithmic trading.
Proceedings of the 2008 ACM Symposium on Applied Computing (SAC), 2008

2007
A Bayesian analysis of moving average processes with time-varying parameters.
Computational Statistics & Data Analysis, 2007

2006
Multivariate discount weighted regression and local level models.
Computational Statistics & Data Analysis, 2006

Decomposition of time series models in state-space form.
Computational Statistics & Data Analysis, 2006


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