A. Zapranis

发表

Forecasting Corporate Failure with Neural Network Approach: The Greek Case

A. Zapranis, Demetrios Ginoglou, 2000 .

Modeling Financial Wind Derivatives

Antonios K. Alexandridis, A. Zapranis, 2014 .

Pricing the Power of Wind

A. Zapranis, A. Alexandridis, 2013 .

Wind Derivatives: Modeling and Pricing

Achilleas Zapranis, Antonios K. Alexandridis, A. Zapranis, 2012, Computational Economics.

Wavelet Neural Networks

Antonios K. Alexandridis, A. Zapranis, 2014 .

Wavelet Neural Networks: A Practical Guide

A. Zapranis, A. Alexandridis, 2011 .

Modelling Stock Returns With Neural Networks

A. Refenes, A. Zapranis, Y. Bentz, 1993, Workshop on Neural Network Applications and Tools.

Analyzing Crude Oil Prices and Returns Using Wavelet Analysis and Wavelet Networks

A. Zapranis, A. Alexandridis, 2008 .

Modeling Temperature Time- Dependent Speed of Mean Reversion in the Context of Weather Derivatives Pricing

Achilleas Zapranis, Antonis Alexandridis, A. Zapranis, 2014 .

Wavelet Neural Networks For Weather Derivatives Pricing

A. Zapranis, A. Alexandridis, 2007 .

Neural model identification, variable selection and model adequacy

Apostolos-Paul N. Refenes, Achilleas Zapranis, A. Refenes, 1999 .

Identifying and evaluating horizontal support and resistance levels: an empirical study on US stock markets

Achilleas Zapranis, Prodromos E. Tsinaslanidis, A. Zapranis, 2012 .

Model Selection: Selecting the Architecture of the Network

Antonios K. Alexandridis, A. Zapranis, 2014 .

The Weather Derivatives Market

A. Zapranis, A. Alexandridis, 2013 .

The Effects of the Geographical and Basis Risk

A. Zapranis, A. Alexandridis, 2013 .

Pricing Approaches of Temperature Derivatives

A. Zapranis, A. Alexandridis, 2013 .

Modeling the Daily Average Temperature

A. Zapranis, A. Alexandridis, 2013 .

Modeling Financial Temperature Derivatives

Antonios K. Alexandridis, A. Zapranis, 2014 .

Wind Derivatives: Modeling and Pricing

A. Zapranis, A. Alexandridis, 2012, Computational Economics.

Machine Learning and Financial Engineering

Achilleas Zapranis, Antonios K. Alexandridis, A. Zapranis, 2014 .

Model Adequacy: Determining a Network's Future Performance

Achilleas Zapranis, Antonios K. Alexandridis, A. Zapranis, 2014 .

Review of Current Practice

Apostolos-Paul N. Refenes, Achilleas Zapranis, A. Refenes, 1999 .

Wavelet Neural Networks: A Practical Guide

Achilleas Zapranis, Antonis Alexandridis, A. Zapranis, 2011, Neural Networks.

A Statistical Assessment

Achilleas Zapranis, Prodromos E. Tsinaslanidis, A. Zapranis, 2016 .

Modeling and Forecasting CAT and HDD Indices for Weather Derivative Pricing

Achilleas Zapranis, Antonis Alexandridis, A. Zapranis, 2009, EANN.

Testing and comparing conditional risk‐return relationship with a new approach in the cross‐sectional framework

A. Zapranis, A. Alexandridis, P. Messis, 2019 .

Cross-sectional conditional risk return analysis in the sorted beta framework: A novel Two Factor Model

A. Zapranis, A. Alexandridis, P. Messis, 2015 .

Testing and comparing conditional CAPM with a new approach in the cross-sectional framework

A. Zapranis, A. Alexandridis, P. Messis, 2014 .

Herding towards higher moment CAPM, contagion of herding and macroeconomic shocks: Evidence from five major developed markets

A. Zapranis, P. Messis, 2012 .

Herding behaviour and volatility in the Athens Stock Exchange

A. Zapranis, P. Messis, 2014 .

The Effects of Herding on Betas and Idiosyncratic Risk

A. Zapranis, A. Alexandridis, P. Messis, 2021, Journal of Behavioral Finance.

Forecasting time-varying daily betas: a new nonlinear approach

A. Zapranis, P. Messis, 2016 .

Asset pricing with time-varying betas for stocks traded on S&P 500

A. Zapranis, P. Messis, 2014 .

Dynamic time warping as a similarity measure: applications in finance

Achilleas Zapranis, Antonis Alexandridis, Prodromos E. Tsinaslanidis, 2014 .

External security determinants of Greek military expenditure: An empirical investigation using Neural networks

Apostolos-Paul N. Refenes, Christos Kollias, Achilleas Zapranis, 1995 .

Stock performance modeling using neural networks: A comparative study with regression models

Achilleas Zapranis, Apostolos-Paul Nicholas Refenes, Gavin Francis, 1994, Neural Networks.

Technical Analysis for Algorithmic Pattern Recognition

Achilleas Zapranis, Prodromos E. Tsinaslanidis, A. Zapranis, 2015 .

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

Achilleas Zapranis, Prodromos Tsinaslanidis, A. Zapranis, 2012, Expert Syst. Appl..

Identification of the Head-and-Shoulders Technical Analysis Pattern with Neural Networks

Achilleas Zapranis, Prodromos Tsinaslanidis, A. Zapranis, 2010, ICANN.

Model Selection: Selecting the Architecture of the Network

Antonios K. Alexandridis, A. Zapranis, 2014 .

Modeling and forecasting cumulative average temperature and heating degree day indices for weather derivative pricing

Achilleas Zapranis, Antonis Alexandridis, A. Zapranis, 2011, Neural Computing and Applications.

Principles of Neural Model Identification, Selection and Adequacy: With Applications to Financial Econometrics

Achilleas Zapranis, Apostolos-Paul Refenes, A. Refenes, 1999 .

Prediction intervals for neural network models

Achilleas Zapranis, Efstratios Livanis, A. Zapranis, 2005 .

Weather Derivatives: Modeling and Pricing Weather-Related Risk

Achilleas Zapranis, Antonis Alexandridis, A. Zapranis, 2012 .

Wind Derivatives: Modeling and Pricing

A. Zapranis, A. Alexandridis, 2012, Computational Economics.

VOLATILITY FORECASTING AND VOLATILITY INDICES: A COMPREHENSIVE REVIEW AND PRACTICAL APPLICATIONS IN FINANCIAL DERIVATIVES PRICING AND PORTFOLIO MANAGEMENT

A. Zapranis, E. Ioannidis, 2013 .

Pricing Temperature Derivatives

A. Zapranis, A. Alexandridis, 2013 .

Dynamic Time Warping for Pattern Recognition

Achilleas Zapranis, Prodromos E. Tsinaslanidis, A. Zapranis, 2016 .

Wavelet Neural Networks: With Applications in Financial Engineering, Chaos, and Classification

Achilleas Zapranis, Antonios K. Alexandridis, A. Zapranis, 2014 .

Modeling and forecasting cumulative average temperature and heating degree day indices for weather derivative pricing

A. Zapranis, A. Alexandridis, 2011, Neural Computing and Applications.

Using Wavelet Analysis and Wavelet Neural Networks

Achilleas Zapranis, A. Zapranis, 2008 .

Forecasting Cash Money Withdrawals Using Wavelet Analysis and Wavelet Neural Networks

Achilleas Zapranis, Antonis Alexandridis, A. Zapranis, 2008 .

Handling the Data

Achilleas Zapranis, Antonis Alexandridis, A. Zapranis, 2013 .

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

Achilleas Zapranis, Antonis Alexandridis, A. Zapranis, 2009, Neurocomputing.

Model Identification in Wavelet Neural Networks Framework

Achilleas Zapranis, Antonis Alexandridis, A. Zapranis, 2009, AIAI.

Wavelet Analysis and Weather Derivatives Pricing

Achilleas Zapranis, Antonis Alexandridis, A. Zapranis, 2007 .

Neural Model Identification

Apostolos-Paul N. Refenes, Achilleas Zapranis, A. Refenes, 1999 .