Kostas Triantafyllopoulos

According to our database, Kostas Triantafyllopoulos authored at least 14 papers between 2001 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2021

Bayesian inference of multivariate rotated GARCH models with skew returns.

Farhat Iqbal, Kostas Triantafyllopoulos

Commun. Stat. Simul. Comput., 2021

2019

Count time series prediction using particle filters.

Kostas Triantafyllopoulos, Mohamed Shakandli, Michael Campbell

Qual. Reliab. Eng. Int., 2019

The ENBIS-18 quality and reliability engineering international special issue.

Eleanor C. Stillman, Kostas Triantafyllopoulos

Qual. Reliab. Eng. Int., 2019

2016

A Multivariate Control Chart for Autocorrelated Tool Wear Processes.

Keith Harris, Kostas Triantafyllopoulos, Eleanor C. Stillman, Thomas McLeay

Qual. Reliab. Eng. Int., 2016

2012

Detecting Mean Reverted Patterns in Statistical Arbitrage.

Kostas Triantafyllopoulos

Proceedings of the ICPRAM 2012, 2012

2011

Dynamic modeling of mean-reverting spreads for statistical arbitrage.

Kostas Triantafyllopoulos, Giovanni Montana

Comput. Manag. Sci., 2011

2009

Flexible least squares for temporal data mining and statistical arbitrage.

Giovanni Montana, Kostas Triantafyllopoulos, Theodoros Tsagaris

Expert Syst. Appl., 2009

2008

Data stream mining for market-neutral algorithmic trading.

Giovanni Montana, Kostas Triantafyllopoulos, Theodoros Tsagaris

Proceedings of the 2008 ACM Symposium on Applied Computing (SAC), 2008

2007

A Bayesian analysis of moving average processes with time-varying parameters.

Kostas Triantafyllopoulos, Guy P. Nason

Comput. Stat. Data Anal., 2007

2006

Multivariate Control Charts Based on Bayesian State Space Models.

Kostas Triantafyllopoulos

Qual. Reliab. Eng. Int., 2006

Multivariate discount weighted regression and local level models.

Kostas Triantafyllopoulos

Comput. Stat. Data Anal., 2006

Decomposition of time series models in state-space form.

E. J. Godolphin, Kostas Triantafyllopoulos

Comput. Stat. Data Anal., 2006

2002

An Intelligent Agent Security Intrusion System.

John Pikoulas, William J. Buchanan, Mike Mannion, Kostas Triantafyllopoulos

Proceedings of the 9th IEEE International Conference on Engineering of Computer-Based Systems (ECBS 2002), 2002

2001

An Agent-Based Bayesian Forecasting Model for Enhanced Network Security.

John Pikoulas, William J. Buchanan, Mike Mannion, Kostas Triantafyllopoulos

Proceedings of the 8th IEEE International Conference on Engineering of Computer-Based Systems (ECBS 2001), 2001