Thomas Dionysopoulos

Nonparametric Adaptive Value-at-Risk Quantification Based on the Multiscale Energy Distribution of Asset Returns

George Tzagkarakis, Frantz Maurer, Thomas Dionysopoulos, 2021, 2020 28th European Signal Processing Conference (EUSIPCO).

S&P500 Forecasting and trading using convolution analysis of major asset classes

Lucia Russo, Constantinos I. Siettos, Francesco Giannino, 2017, EUSPN/ICTH.

Sparse Modeling of Volatile Financial Time Series Via Low-Dimensional Patterns Over Learned Dictionaries

George Tzagkarakis, Thomas Dionysopoulos, Juliana Caicedo-Llano, 2016, Algorithmic Finance.

Time-Frequency Adapted Market Integration Measure Based on Hough Transformed Multiscale Decompositions

George Tzagkarakis, Thomas Dionysopoulos, Juliana Caicedo-Llano, 2015, Computational Economics.