Τύπος
ΥΠΟΧΡΕΩΤΙΚΟ

Κωδικός Τμήματος
ΜΕΛΕ

Τμήμα
ΠΡΟΓΡΑΜΜΑ ΜΕΤΑΠΤΥΧΙΑΚΩΝ ΣΠΟΥΔΩΝ ΣΤΗΝ ΕΦΑΡΜΟΣΜΕΝΗ ΛΟΓΙΣΤΙΚΗ ΚΑΙ ΕΛΕΓΚΤΙΚΗ

Περιγραφή

Το αντικείμενο του μαθήματος είναι η παρουσίαση και η πρακτική εφαρμογή μεθόδων διαχείρισης κινδύνων καθώς και της διαδικασίας του εσωτερικού ελέγχου. Ειδικότερα, αναλύεται τόσο το θεσμικό πλαίσιο λειτουργίας του συστήματος εσωτερικού ελέγχου όσο και οι μέθοδοι που χρησιμοποιούνται για τη διαχείριση του κινδύνου σε μια οικονομική οντότητα. Η θεωρητική ανάλυση των θεμάτων συνοδεύεται από πρακτικές εφαρμογές και μελέτες περιπτώσεων (case studies).

Τύπος
ΕΠΙΛΟΓΗΣ

Κωδικός Τμήματος
ΛΧ

Τμήμα
ΤΜΗΜΑ ΛΟΓΙΣΤΙΚΗΣ ΚΑΙ ΧΡΗΜΑΤΟΟΙΚΟΝΟΜΙΚΗΣ

Περιγραφή

Αναλυτική Περιγραφή

Τύπος
ΥΠΟΧΡΕΩΤΙΚΟ

Κωδικός Τμήματος
ΛΧ

Τμήμα
ΤΜΗΜΑ ΛΟΓΙΣΤΙΚΗΣ ΚΑΙ ΧΡΗΜΑΤΟΟΙΚΟΝΟΜΙΚΗΣ

Περιγραφή

Το μάθημα επιχειρεί να δώσει ένα ολοκληρωμένο πλαίσιο διαχείρισης των εταιρικών κινδύνων. Ειδικότερα όσον αφορά τη διαχείριση χρηματοοικονομικών κινδύνων εστιάζει κατά κύριο λόγο στην ποσοτικοποίηση των χρηματοοικονομικών κινδύνων μέσω της VaR. Για το σκοπό αυτό δίνεται το σχετικό μαθηματικό και στατιστικό υπόβαθρο, ορισμός της VaR, παραμετρική εκτίμηση της VaR, εκτίμηση της VaR με προσομοίωση Monte-Carlo και ιστορική προσομοίωση, VaR χαρτοφυλακίου και συγκεκριμένων θέσεων σε μετοχές, κτλ., έλεγχος επάρκειας υποδείγματος και stress testing. Επιπλέον, εξετάζεται η διαχείριση κινδύνων κυβερνοχώρου στους οποίους είναι εκτεθειμένες όλο και περισσότερο οι επιχειρήσεις. Στα πλαίσια διαχείρισης αυτών των κινδύνων παρέχονται οι σχετικοί ορισμοί, η ταξινόμηση τους, το σχετικό θεσμικό πλαίσιο, οι μέθοδοι αξιολόγησης και αποτίμησης τους και η χρήση ευφυών συστημάτων με έμφαση στα νευρωνικά συστήματα για την αποτελεσματικότερη διαχείριση τους. Το μάθημα αποτελείται από διαλέξεις και πρακτικές εφαρμογές – case studies.

Αναλυτική Περιγραφή

Τύπος
ΕΠΙΛΟΓΗΣ

Κωδικός Τμήματος
ΛΧ

Τμήμα
ΤΜΗΜΑ ΛΟΓΙΣΤΙΚΗΣ ΚΑΙ ΧΡΗΜΑΤΟΟΙΚΟΝΟΜΙΚΗΣ

Περιγραφή

Αναλυτική Περιγραφή

Τύπος
ΥΠΟΧΡΕΩΤΙΚΟ

Κωδικός Τμήματος
ΜΛΧ

Τμήμα
ΠΡΟΓΡΑΜΜΑ ΜΕΤΑΠΤΥΧΙΑΚΩΝ ΣΠΟΥΔΩΝ ΣΤΗ ΛΟΓΙΣΤΙΚΗ ΚΑΙ ΧΡΗΜΑΤΟΟΙΚΟΝΟΜΙΚΗ

Περιγραφή

Στόχος του μαθήματος είναι η κατανόηση του θεωρητικού υπόβαθρου πίσω από τις πλέον προηγμένες τεχνικές πρόβλεψης, καθώς και η απόκτηση των απαραίτητων δεξιοτήτων για την αποτελεσματική εφαρμογή τους σε πραγματικές χρηματοοικονομικές εφαρμογές.

Τύπος
ΕΠΙΛΟΓΗΣ

Κωδικός Τμήματος
ΜΣΛΧ

Τμήμα
ΠΡΟΓΡΑΜΜΑ ΜΕΤΑΠΤΥΧΙΑΚΩΝ ΣΠΟΥΔΩΝ ΣΤΗ ΣΤΡΑΤΗΓΙΚΗ ΔΙΟΙΚΗΤΙΚΗ ΛΟΓΙΣΤΙΚΗ ΚΑΙ ΧΡΗΜΑΤΟΟΙΚΟΝΟΜΙΚΗ ΔΙΟΙΚΗΣΗ

Περιγραφή

Η περιγραφή του μαθήματος δεν είναι διαθέσιμη

Τύπος
ΕΠΙΛΟΓΗΣ

Κωδικός Τμήματος
ΜΛΦΧΔ

Τμήμα
ΠΡΟΓΡΑΜΜΑ ΜΕΤΑΠΤΥΧΙΑΚΩΝ ΣΠΟΥΔΩΝ ΣΤΗ ΣΤΡΑΤΗΓΙΚΗ ΔΙΟΙΚΗΤΙΚΗ ΛΟΓΙΣΤΙΚΗ ΚΑΙ ΧΡΗΜΑΤΟΟΙΚΟΝΟΜΙΚΗ ΔΙΟΙΚΗΣΗ

Περιγραφή

Η περιγραφή του μαθήματος δεν είναι διαθέσιμη

Τύπος
ΥΠΟΧΡΕΩΤΙΚΟ

Κωδικός Τμήματος
ΜΣΛΧ

Τμήμα
ΠΡΟΓΡΑΜΜΑ ΜΕΤΑΠΤΥΧΙΑΚΩΝ ΣΠΟΥΔΩΝ ΣΤΗ ΣΤΡΑΤΗΓΙΚΗ ΔΙΟΙΚΗΤΙΚΗ ΛΟΓΙΣΤΙΚΗ ΚΑΙ ΧΡΗΜΑΤΟΟΙΚΟΝΟΜΙΚΗ ΔΙΟΙΚΗΣΗ

Περιγραφή

Η περιγραφή του μαθήματος δεν είναι διαθέσιμη

Τύπος
ΥΠΟΧΡΕΩΤΙΚΟ

Κωδικός Τμήματος
ΜΛΧ

Τμήμα
ΠΡΟΓΡΑΜΜΑ ΜΕΤΑΠΤΥΧΙΑΚΩΝ ΣΠΟΥΔΩΝ ΣΤΗ ΛΟΓΙΣΤΙΚΗ ΚΑΙ ΧΡΗΜΑΤΟΟΙΚΟΝΟΜΙΚΗ

Περιγραφή

Η περιγραφή του μαθήματος δεν είναι διαθέσιμη

Τύπος
ΥΠΟΧΡΕΩΤΙΚΟ

Κωδικός Τμήματος
ΛΧ

Τμήμα
ΤΜΗΜΑ ΛΟΓΙΣΤΙΚΗΣ ΚΑΙ ΧΡΗΜΑΤΟΟΙΚΟΝΟΜΙΚΗΣ

Περιγραφή

Αναλυτική Περιγραφή

Τύπος
ΥΠΟΧΡΕΩΤΙΚΟ

Κωδικός Τμήματος
ΜΣΛΧ

Τμήμα
ΠΡΟΓΡΑΜΜΑ ΜΕΤΑΠΤΥΧΙΑΚΩΝ ΣΠΟΥΔΩΝ ΣΤΗ ΣΤΡΑΤΗΓΙΚΗ ΔΙΟΙΚΗΤΙΚΗ ΛΟΓΙΣΤΙΚΗ ΚΑΙ ΧΡΗΜΑΤΟΟΙΚΟΝΟΜΙΚΗ ΔΙΟΙΚΗΣΗ

Περιγραφή

Η περιγραφή του μαθήματος δεν είναι διαθέσιμη

Τύπος
ΕΠΙΛΟΓΗΣ

Κωδικός Τμήματος
ΜΛΧ

Τμήμα
ΠΡΟΓΡΑΜΜΑ ΜΕΤΑΠΤΥΧΙΑΚΩΝ ΣΠΟΥΔΩΝ ΣΤΗ ΛΟΓΙΣΤΙΚΗ ΚΑΙ ΧΡΗΜΑΤΟΟΙΚΟΝΟΜΙΚΗ

Περιγραφή

Η περιγραφή του μαθήματος δεν είναι διαθέσιμη

Περιλαμβάνει Βιβλία ή/και μονογραφίες σε διεθνείς ή ελληνικούς εκδοτικούς οίκους. Κεφάλαια ή άρθρα συλλογικών τόμων ή επιμέλεια τόμων σε διεθνείς ή ελληνικούς εκδοτικούς οίκους.

2018

• Reilly, K. F., & Brown, K. C. "Ανάλυση επενδύσεων και διαχείριση χαρτοφυλακίου." (Γενική επιμέλεια έκδοσης, με Αγγελίδης, Τ. Θ., Αρτίκης, Π., Κουσενίδης, Δ., Μπαμπαλός, Β.), Broken Hill Publishers. (2018).

2016

• "Technical Analysis for Algorithmic Pattern Recognition." (with Tsinaslanidis, P. E.). Springer, Switzerland. (ISBN 9783319236360). (2016).

2014

• "Wavelet Neural Networks: With Applications in Financial Engineering, Chaos, and Classification." (with Alexandridis, A.). John Wiley & Sons, Inc., Hoboken, NJ, USA. (ISBN: 9781118596272). (2014).

2013

• "Weather Derivatives: Modeling and Pricing Weather-Related Risk." (with Alexandridis, A.). New York, USA, Springer-Verlag (ISBN 978-1-4614-6070-1). (2013).

2012

• "Charting and weak-form market efficiency test: An empirical study on NASDAQ and NYSE components." (with P. Tsinaslanidis). Essays in Honor of Prof. Dimitrios Papadopoulos. University of Macedonia. Thessaloniki, Greece (2012).

2010

• "Identification of the Head-and-Shoulders Technical Analysis Pattern with Neural Networks." (with P. Tsinaslanidis). Notes in Computer Science, Artificial Neural Networks - ICANN 2010. K. Diamantidis, W. Dutch and L. S. Iliadis, Springer. 63 54/2010: 130-136 (ISBN: 978-3-642-158284-7). (2010).
• "A Comprehensive Review of Hedge Fund Investment and Trading Strategies." (with P. Tsinaslanidis). in Honor of Late Professor J. Vartholomeos. University of Piraeus: 289-322. (2010).

2009

• "Χρηματοοικονομικές Εφαρμογές με το Matlab." (with E. Livanis). Κλειδάριθμος (ISBN: 978-960-461-231-4). (2009).
• "Διαχείριση Χρηματοοικονομικών Κινδύνων με το Matlab. Μια Εφαρμοσμένη Προσέγγιση." Αθήνα, Κλειδάριθμος (ISBN: 978-960-461-180-5). (2009).
• "Model Identification in Wavelet Neural Networks Framework." (with A. Alexandridis). Intelligence Applications and Innovations III, IFIP Advances in Information and Communication Technology. I. V. L. Iliadis, and M. Bramer, New York, USA, Springer 296/2009: 267-276 (ISBN: 978-1-4419-0220-7). (2009).

2007

• "Can Neural Networks Learn the "Head and Shoulders" Technical Analysis Price Pattern? Towards a Methodology for Testing the Efficient Market Hypothesis." (with E. Samolada). Lecture Notes in Computer Science, Artificial Neural Networks - ICANN 2007. J. Marques de Sá, L. A. Alexandre, W. Duch and D. P. Mandic. Porto, Springer-Verlag. 4669/2007: 516-526 (ISBN: 978-3-540-74693-5). (2007).

2006

• "Testing the Random Walk Hypothesis with Neural Networks". Lecture Notes in Computer Science, Artificial Neural Networks - ICANN 2006. S. Kollias, A. Stafylopatis, W. Duch and E. Oja, Springer. 4132/2006: 664-671, (2006). (ISBN: 978-3-540-38871-5).

2005

• "Χρηματοοικονομική και Νευρωνικά Συστήματα". Αθήνα, Κλειδάριθμος. (ISBN: 978-960-209-849-3). (2005).

2001

• "Νευρωνικά Δίκτυα & Διαχείριση Διαθεσίμων." (with Α. Ν. Ρεφενές). Essays in Honor of Late Professor Demetrios Kodosakis. Piraeus, University of Piraeus: 369-384. (2001).

2000

• "Neural Model Identification, Variable Selection and Model Adequacy." (with A. N. Refenes). Financial Analysis, Essay in Honor of Prof. Elli Vassilatou-Thanopoulou. D. Chicas. Athens. (2000).

1999

• "Principles of Model Identification, Selection and Adequacy: With Applications to Financial Econometrics." (with A. N. Refenes). London, Springer-Verlag (ISBN: 978-185-233-139-9). (1999).
• "Financial engineering with neural systems.". Financial Risk Management. K. Syriopoulos. Athens, Paratiritis, (1999).

1997

• "Neural Model Identification, Variable Selection and Model Adequacy." (with Refenes, A. N, et al.). Decision Technologies for Financial Engineering, Progress in Neural Computing. A. Weigend, A.-P. Y. Abu-Mostafa and A.-P. N. Refenes. Singapore, World Scientific Series Publishing: 243-262 (ISBN: 981-02-3123-7). (1997).
• "Specification Tests for Neural Networks: A Case Study in Tactical Asset Allocation." (with J. Utans, et al.). Decision Technologies for Financial Engineering, Progress in Neural Computing. A. S. Weigend, Y. S. Abu-Mostafa and A.-P. N. Refenes. Singapore, World Scientific Series Publishing: 262-276 (ISBN: 981-02-3123-7). (1997).

1995

• "Modelling stock returns with neural networks." (with Refenes, Connor, J. T., & Bunn). in A. N. Refenes & D. W. Bunn (Eds.). Neural Networks in Quantitative Finance. John Wiley & Sons. (1995).
• "Neural Networks in Investment Management." (with Refenes, A. N.). Intelligent Systems for Finance and Business. P. Treleaven and S. Goonatilake, John Wiley & Sons (ISBN: 978-0471944041). (1995).
• "Investment Management: Neural and Regression Models in Tactical Asset Allocation." (with Refenes, A. N.). Handbook of Brain Theory and Neural Networks. M. A. Arbib, Bradford Books/The MIT Press: 491-495 (ISBN: 978-0262011976). (1995).
• "Modelling Stock Returns in the Framework of APT: A Comparative Study with Regression Models." (with Refenes, A. N., G. Francis). Neural Networks in the Capital Markets. A. N. Refenes, John Wiley & Sons (ISBN: 978-0471943648). (1995).

1994

• "Modelling Stock Returns With Neural Networks." (with Refenes, A. N.). Networks Techniques and Applications. P. G. Lisboa and M. Taylor, Ellis Horwood, (1994). Also in Neural Networks in Quantitative Finance. (1995) A. N. Refenes and D. W. Bunn, John Wiley & Sons.

Περιλαμβάνει Άρθρα σε διεθνή ή ελληνικά επιστημονικά περιοδικά (με κριτές).

2019

• “Testing and comparing conditional risk-return relationship with a new approach in the cross-sectional framework” (with Messis, P., Alexandridis, A.), Journal of Finance and Economics, (2019) doi.org/10.1002/ijfe.1786

2016

• “Forecasting time-varying daily betas: A new nonlinear approach” (with Messis, P.), Managerial Finance, 42 (2), pp. 54-73 (2016).

2014

• “Herding and volatility in the Athens stock exchange” (with Messis, P.), Journal of Risk Finance, 15 (5), 572-590, (2014).
• “Asset pricing with time-varying betas” (with Messis, P.), Applied Economics, 46 (36), 4508-4518, (2014).

2013

• “Wind Derivatives: Modeling and Pricing” (with Alexandridis, A. K.) Computational Economics, 41(3), 299-326. (2013).
• "Wavelet neural networks: A practical guide." (with Alexandridis, A. K), Neural Networks, 42, 1-27, (2013).
• "Wind derivatives: Modeling and pricing." (with Alexandridis, A). Computational Economics, 41(23), 299-326. (2013).
• "Wavelet neural networks: A practical guide." (with Alexandridis, A.). Neural Networks, 42, 1-27. (2013).

2012

• "Identifying and evaluating horizontal support and resistance levels." (with P. Tsinaslanidis). Applied Financial Economics 22(19): 1571-1585 (DOI: 10.1080/09603107.2012.663469). (2012).
• "A novel, rule-based technical pattern identification mechanism: Identifying and evaluating saucers and resistant levels in the US stock market." (with P. Tsinaslanidis). Expert Systems with Applications 39(7): 6301-6308, (DOI: 10.1016/j.eswa.2011.11.079). (2012).

2011

• "Modeling and forecasting cumulative average temperature and heating degree day indices for weather derivative pricing." (with A. Alexandridis). Computing & Applications 20(6): 787-801 (DOI: 10.1007/s00521-010-0494-1). (2011).

2009

• "Forecasting cash money withdrawals using wavelet analysis and wavelet neural networks." (with A. Alexandridis). International Journal of Financial Economics and Econometrics (ISSN: 0975-2064) (2009).
• "Weather derivatives pricing: Modeling the seasonal residual variance of an Ornstein-Uhlenbeck temperature process with neural networks." (with A. Alexandridis). Neurocomputing 73 37-48 (DOI: 10.1016/j.neucom.2009.01.018). (2009).

2008

• "Modeling the temperature time-dependent speed of mean reversion in the context of weather derivatives pricing." (with A. Alexandridis). Applied Mathematical Finance 15(355-386) (DOI: 10.1080/13504860802006065). (2008).
• "Forecasting the day-ahead electricity price in Nord Pool with neural networks: Some preliminary results." (with E. Livanis). Invest Magazine. Athens. (2008).

2006

• "Inefficient markets and technical analysis: An empirical study." Investment Research and Analysis Journal 1(1): 16-28, (2006).

2005

• "Handling prediction uncertainty of neural network models." (with E. Livanis), World Scientific and Engineering Academy and Society (WSEAS) Transactions on Computers 4(7): 718-727, (2005). (ISSN: 1109-2750).

2003

• "Extending Vasicek with neural regression.", (with S. Sivridis), Networks World 2: 187-209, (2003). (ISSN: 1210-0552).

2000

• "Predicting corporate failure with neural networks: the Greek case." (with D. Ginoglou). Journal of Financial Management and Analysis 13, (ISSN: 0970-4205). (2000).

1999

• "Neural model identification, variable selection and model adequacy.", (with A.-P. Refenes), Journal of Forecasting 18 299-332, (1999). (DOI: 10.1002/(SICI)1099-131X(199909)18:5<299::AID-FOR725>3.0.CO;2-T).

1997

• "Financial time series modelling with discounted least-squares backpropagation.", (with Refenes, A. N., Y. Bentz, et al.), 14 (2): 123-138 (1997) (DOI: 10.1016/S0925-2312(96)00005-7).

1995

• "External security determinants of Greek military expenditure: an empirical investigation using neural networks.", (with Refenes, A. N., C. Kollias, et al.), Defence and Peace Economics 6: 27-41, (1995) (DOI: 10.1080/10430719508404810).

1994

• "Stock performance modelling using neural networks: a comparative study with regression models.", (with Refenes, A. N., et al.), Neural Networks 7(2): 375-388, (1994) (DOI: 10.1016/0893-6080(94)90030-2.

Περιλαμβάνει Άρθρα σε δημοσιευμένα πρακτικά διεθνών ή ελληνικών συνεδρίων (με κριτές).

2019

• "The herding effects on systematic risk}." (with Messis, P., Alexandridis, A.). Proceedings from 18th Annual Conference of the Hellenic Finance and Accounting Association (H.F.A.A.), Athens. (2019).

2018

• "Are arbitrageurs’ actions associated with beta changes?." (with Messis, P., Alexandridis, A.). Proceedings from 17th Annual Conference of the Hellenic Finance and Accounting Association (H.F.A.A.), Piraeus. (2018).

2013

• "Business Failure Prediction Using Neural Networks and Wavelet Neural Networks." (with Alexandridis, A.). Annual Conference Hellenic Finance and Accounting Association Thessaloniki. (2013)

2012

• "Herding towards higher moment CAPM, contagion of herding and macroeconomic shocks: Evidence from five major developed markets." (with Messis, P., et al.). International Conference MAF 2012, Mathematical and Statistical Methods for Actuarial Sciences and Finance. Venice, Italy, Sestiere San Marco 2842, Istituto Veneto di Scienze Lettere ed Arti - Palazzo Cavalli Franchetti, 30124 - Venice, Italy. (2012).
• "Testing the generalised efficacy of technical analysis with bootstrapped aggregated regression trees." (with P. Tsinaslanidis). International Conference in Accounting and Finance (ICAF). Corfu, Greece (2012).

2011

• "Wind derivatives: Modeling and pricing." (with Alexandridis, A.). International Conference of the Financial Engineering and Banking Society (F.E.B.S). Chania, Greece. (2011).

2010

• "Identification of the head-and-shoulders technical analysis pattern with neural networks." (with P. Tsinaslanidis). 20th International Conference on Artificial Neural Networks (ICANN), Thessaloniki, Greece. (2010). Also in Lecture Notes in Computer Science, Artificial Neural Networks - ICANN 2010 (2010). K. Diamantidis, W. Dutch and L. S. Iliadis, Springer. 6354/2010: 130-136 (ISBN: 978-3-642-158284-7).
• "A behavioral view of the head-and-shoulders technical analysis pattern." (with P. Tsinaslanidis). International Conference in Accounting and Finance (ICAF). Skiathos, Greece, University of Macedonia 1515-1529. (2010).

2009

• "Modeling and forecasting CAT and HDD indices for weather derivative pricing." (with A. Alexandridis),11th International Conference on Engineering Applications of Neural Networks (EANN). London, UK. (2009).
• "Model identification in wavelet neural networks framework." (with A. Alexandridis). 5th IFIP Conference on Artificial Intelligence Applications & Innovations (AIAI 2009). Thessaloniki, Greece. (2009). Also in Artificial Intelligence Applications and Innovations III, IFIP Advances in Information and Communication Technology (2009). I. V. L. Iliadis, and M. Bramer, New York, USA, Springer 296/2009: 267-276 (ISBN: 978-1-4419-0220-7).
• "An examination of the head and shoulders technical pattern. In support of the technical analysis's subjective nature." (with P. Tsinaslanidis). Meeting of the EURO Working Group on Financial Modeling. Chania, Greece. (2009).

2008

• "Analyzing crude oil prices and returns using wavelet analysis and wavelet networks." (with Alexandridis, A.). Hellenic Finance and Accounting Association Conference (HFAA). Chania, Greece. (2008).
• "The wealth effects of completed and uncompleted mergers and tender offers to target shareholders in USA, United Kingdom and Europe." (with Soubeniotis, D., I. Tampakoudis). International Conference on Accounting and Finance. Thessaloniki, Greece. (2008).
• "Forecasting cash money withdrawals using wavelet analysis and wavelet neural networks." (with A. Alexandridis). International Conference on Advances in Applied Financial Economics (AFE). Samos, Greece. (2008).
• "Head and shoulders pattern recognition in stochastic processes." (with P. Tsinaslanidis). 2nd International Conference on Accounting and Finance. Thessaloniki, Greece. (2008).

2007

• "Can neural networks learn the "head and shoulders" technical analysis price pattern? Towards a methodology for testing the efficient market hypothesis." (with E. Samolada). Conference in Artificial Neural Networks (ICANN) 2007. Porto, Portugal. (2007). Also in Lecture Notes in Computer Science, Artificial Neural Networks - ICANN 2007 (2007). J. Marques de Sá, L. A. Alexandre, W. Duch and D. P. Mandic. Porto, Springer-Verlag. 4669/2007: 516-526.
• "Modeling temperature time-dependent mean reversion with neural networks in the context of derivatives pricing." (with A. Alexandridis). 11th Hellenic European Research on Computer Mathematics and Its Applications Conference (HERCMA). Athens, Greece. (2007).
• "Wavelet neural networks for weather derivatives pricing." (with A. Alexandridis). Hellenic Finance and Accounting Association Conference (HFAA). Patra, Greece. (2007).
• "Weather derivatives pricing: modelling the seasonal residual variance of an Ornstein-Uhlenbeck temperature process with neural networks" (with A. Alexandridis). International Conference on Engineering Applications of Neural Networks (EANN). Thessaloniki, Greece. (2007).
• "Forecasting the day-ahead electricity price in Nord Pool with neural networks: Some preliminary results" (with E. Livanis). 6th Hellenic Finance and Accounting Association Conference (HFAA). Patra, Greece. (2007).

2006

• "Testing the random walk hypothesis with neural networks". 16th International Conference on Artificial Neural Networks (ICANN), Athens, Greece, Berlin: Springer, (2006). Also in Lecture Notes in Computer Science, Artificial Neural Networks - ICANN 2006 (2006) S. Kollias, A. Stafylopatis, W. Duch and E. Oja, Springer. 4132/2006: 664-671 (ISBN: 978-3-540-38871-5).
• "Weather analysis & weather derivative pricing." (with A. Alexandridis), 5th Hellenic Finance and Accounting Association Conference (HFFA). Thessaloniki, Greece, (2006).

2005

• "Prediction intervals for neural network models." (with E. Livanis). World Scientific and Engineering Academy and Society (WSEAS) 2005. Voulagmeni, Athens. (2005).

2003

• "Sampling variability estimation schemes with neural models.". 7th Hellenic European Research on Computer Mathematics and Its Applications Conference (HERCMA). Athens, Greece. (2003).

2002

• "Estimating adaptive to heterogeneous noise confidence intervals for neural networks." 50th Anniversary Financial Conference, Finance and Credit Department, D. Tsenov Academy of Economics. Svishtov, Bulgaria. (2002).

2001

• "Obtaining locally identified models: The irrelevant connection elimination scheme." (with G. Haramis). 5th Hellenic European Research on Computer Mathematics and Its Applications Conference (HERCMA). Athens, Greece. (2001).

2000

• "A comparison of traditional and contemporary liquidity measures using neural networks." (with Lyroudi, K.). Annual Meeting of the Decision Sciences Institute (DSI). Orlando, Florida, USA. (2000).
• "Hedging short positions on index call options: an application to the Greek FTSE-ASE 20 Index Options." (with D. Ginoglou). In International Scientific Conference on Internationalization and Globalization of Business. Svishtov, Bulgaria. (2000).
• "Modelling the systematic component of ARIMA residuals with neural models: An application to the Athens Stock Exchange General Index." (with D. Ginoglou). 3rd Annual Conference on European Dimensions in Economics and Management for the Countries in Transition. Sofia, Bulgaria. (2000).
• "Predicting corporate failure with neural networks: the Greek case." (with D. Ginoglou). Emerging Issues in International Accounting. Niagara Falls, Ontario, USA. (2000).

1999

• "Modeling daily S&P500 returns using technical indicators: The neural networks perspective: A structured approach.". Advanced Investment Technologies '99, Queensland, Australia, School of Information Technology, Bond University, (1999).

1996

• "Neural model identification, variable selection and model adequacy." (with Refenes A., et al.). Neural Networks in the Capital Markets (NnCM) '96. Pasadena, USA, (1996). Also in Decision Technologies for Financial Engineering, Progress in Neural Computing (1997). A. S. Weigend, Y. S. Abu-Mostafa and A.-P. N. Refenes. Singapore, World Scientific Series Publishing: 262-276 (ISBN: 981-02-3123-7).
• "Specification tests for neural networks: a case study in tactical asset allocation." (with J. Utans, et al.). Neural Networks in the Capital Markets (NnCM) '96. Pasadena, USA, (1996). Also in Decision Technologies for Financial Engineering, Progress in Neural Computing (1997). A. S. Weigend, Y. S. Abu-Mostafa and A.-P. N. Refenes. Singapore, World Scientific Series Publishing: 262-276 (ISBN: 981-02-3123-7).

1994

• "Backpropagation with differential least squares and its application to financial time series modelling." (with Refenes, A. N., Y. Bentz, D. W. Bunn, A. N. Burgess). Snowbird '94, USA, (1994).
• "Backpropagation with discounted least squares and its application to financial time series modelling." (with Refenes, A. N., Y. Bentz, D. W. Bunn, A. N. Burgess). Neural Networks in the Capital Markets (NnCM) '94, Caltech, Pasadena, USA, (1994).
• "Neural networks in tactical asset allocation: towards a methodology for hypothesis testing and confidence intervals." (with A. N. Refenes). Neural Networks in the Capital Markets (NnCM) '94, Caltech, Pasadena, California, USA, (1994).

1993

• "Predicting and analyzing the performance of the French stock market." (with Bentz, Y.). Neural Network Applications and Tools '93. Liverpool, UK, Department of Computer Science, University of Liverpool, (1993).
• "Stock ranking: Neural networks versus multiple linear regression." (with Refenes, A., M. Azema-Barac), IEEE International Conference on Neural Networks (ICNN) '93, San Francisco, California, USA, (1993).
• "Asset management within the APT framework using neural networks." (with Refenes, A. N., G. Francis, et al.), IFIP, ORAIS'93, London, (1993).
• "Arms race modelling using neural networks: a case study." (with Refenes, A. N., C. Kollias), 2nd Turkish Artificial Intelligence and Neural Networks Symposium, Istanbul, Turkey, (1993).
• "Modeling stock returns with neural networks." (with Refenes, A.), Neural Networks in the Capital Markets (NnCM) '93, London Business School, London, UK, (1993).