المؤلفون: Stelios Arvanitis, Michalis Detsis

المصدر: AIMS Mathematics, Vol 9, Iss 1, Pp 896-917 (2024)

مصطلحات موضوعية: financial bubbles, mild explocivity, psy, bubble detection and timestamping, topological data analysis, persistent simplicial homology, persistent landscapes, egarch, cryptocurrencies, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2473-6988

URL الوصول: https://doaj.org/article/c30b046b12a04166a4f2e8e4fc18a769

المؤلفون: Stelios Arvanitis, Thierry Post

المصدر: Mathematics, Vol 12, Iss 4, p 608 (2024)

مصطلحات موضوعية: portfolio analysis, arbitrage portfolios, asset pricing, asymptotic statistics, empirical likelihood, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2227-7390/12/4/608; https://doaj.org/toc/2227-7390

URL الوصول: https://doaj.org/article/27bc458f378b46f1b9742f0fd2da75a9

المؤلفون: Stelios Arvanitis

المصدر: Journal of Mathematics, Vol 2013 (2013)

مصطلحات موضوعية: Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2314-4629; https://doaj.org/toc/2314-4785

URL الوصول: https://doaj.org/article/ba43d92bd0cf4d0f9fc9b8dc1b0e3f8b

المؤلفون: Stelios Arvanitis, Thierry Post

المصدر: INFORMS, Management Science. 70(7):4629-4648

الإتاحة: https://ideas.repec.org/a/inm/ormnsc/v70y2024i7p4629-4648.html

المؤلفون: Stelios Arvanitis, Alexandros Louka

المصدر: Taylor & Francis Journals, Communications in Statistics - Theory and Methods. 53(5):1684-1699

الإتاحة: https://ideas.repec.org/a/taf/lstaxx/v53y2024i5p1684-1699.html

المؤلفون: Stelios Arvanitis, Alexandros Louka

المصدر: Communications in Statistics - Theory and Methods. :1-16

مصطلحات موضوعية: Statistics and Probability

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::553897dee46a5681c2a3aa47c6ba7db3
https://doi.org/10.1080/03610926.2022.2107665

المؤلفون: Nikolas Topaloglou, Thierry Post, Stelios Arvanitis

المصدر: Management Science. 67:7737-7754

مصطلحات موضوعية: Mathematical optimization, 050208 finance, Linear programming, Strategy and Management, 05 social sciences, Stochastic dominance, Management Science and Operations Research, Set (abstract data type), Computer Science::Computational Engineering, Finance, and Science, 0502 economics and business, Portfolio, 050207 economics, Modern portfolio theory, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::e0d5ce4ae11946a6e5d8a832ccf244cf
https://doi.org/10.1287/mnsc.2020.3838

المؤلفون: Sofia Anyfantaki, Nikolas Topaloglou, Stelios Arvanitis

المصدر: European Journal of Operational Research. 295:378-393

مصطلحات موضوعية: 050210 logistics & transportation, Cryptocurrency, 021103 operations research, Information Systems and Management, General Computer Science, media_common.quotation_subject, Bond, 05 social sciences, 0211 other engineering and technologies, Diversification (finance), Stochastic dominance, 02 engineering and technology, Management Science and Operations Research, Industrial and Manufacturing Engineering, Order (exchange), Modeling and Simulation, Cash, 0502 economics and business, Econometrics, Economics, Portfolio, Null hypothesis, media_common

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::3726057d23bcf2a57b4f4ce6d4c84e96
https://doi.org/10.1016/j.ejor.2021.02.058

المؤلفون: Selcuk Karabati, Thierry Post, Valerio Potì, Stelios Arvanitis

المصدر: International Journal of Forecasting. 37:881-898

مصطلحات موضوعية: Ratio test, 05 social sciences, Nonparametric statistics, Moment (mathematics), Linear inequality, Empirical likelihood, 0502 economics and business, Convex optimization, Test statistic, Applied mathematics, 050207 economics, Business and International Management, Statistic, 050205 econometrics, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::1216af66461ccf8300e2c50873c19b5c
https://doi.org/10.1016/j.ijforecast.2020.10.002

المؤلفون: Stelios Arvanitis

المصدر: Springer;Associazione per la Matematica, Decisions in Economics and Finance. 44(1):401-409

الإتاحة: https://ideas.repec.org/a/spr/decfin/v44y2021i1d10.1007_s10203-021-00325-y.html