Ζαπράνης Αχιλλέας
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    Ζαπράνης Αχιλλέας

    Καθηγητής
    Τμήμα Λογιστικής και Χρηματοοικονομικής


    Γνωστικό Αντικείμενο

    Χρηματοοικονομική και Νευρωνικά Συστήματα

    Ακαδημαϊκοί Τίτλοι
    • Πτυχ. τμ. Μηχανολόγων Μηχανικών, Α.Π.Θ. (1989).
    • MSc in Computer Science, University College London (1992).
    • Ph.D. in Decision Science, London Business School, (1997).

    Διδασκόμενα Μαθήματα


    • ΔΙΑΧΕΙΡΙΣΗ ΚΙΝΔΥΝΩΝ ΚΑΙ ΕΣΩΤΕΡΙΚΟΣ ΕΛΕΓΧΟΣ
      (ΕΛΕ0104)
    • ΔΙΟΙΚΗΣΗ ΕΤΑΙΡΙΚΩΝ ΚΙΝΔΥΝΩΝ ΚΑΙ ΤΕΧΝΙΚΕΣ ΠΡΟΒΛΕΨΗΣ ΚΑΙ ΔΙΑΧΕΙΡΙΣΗΣ ΚΙΝΔΥΝΟΥ
      (ΛΧ0716)
    • ΕΙΣΑΓΩΓΗ ΣΤΟ ΗΛΕΚΤΡΟΝΙΚΟ ΕΜΠΟΡΙΟ-ΕΠΙΧΕΙΡΕΙΝ
      (ΛΧ0523)
    • ΘΕΜΕΛΙΩΔΗΣ ΚΑΙ ΤΕΧΝΙΚΗ ΑΝΑΛΥΣΗ ΜΕΤΟΧΩΝ
      (ΛΧ0722)
    • ΠΡΟΗΓΜΕΝΕΣ ΜΕΘΟΔΟΙ ΠΡΟΒΛΕΨΗΣ ΧΡΗΜΑΤΙΣΤΗΡΙΑΚΩΝ ΜΕΓΕΘΩΝ
      (MAF0213)
    • ΠΡΟΗΓΜΕΝΕΣ ΜΕΘΟΔΟΙ ΠΡΟΒΛΕΨΗΣ ΧΡΗΜΑΤΟΟΙΚΟΝΟΜΙΚΩΝ ΜΕΓΕΘΩΝ
      (SMAF0106)
    • ΧΡΕΟΓΡΑΦΑ ΣΤΑΘΕΡΟΥ ΕΙΣΟΔΗΜΑΤΟΣ
      (MAF0212)

    Τύπος
    ΥΠΟΧΡΕΩΤΙΚΟ

    Κωδικός Τμήματος
    ΜΕΛΕ

    Τμήμα
    ΠΡΟΓΡΑΜΜΑ ΜΕΤΑΠΤΥΧΙΑΚΩΝ ΣΠΟΥΔΩΝ ΣΤΗΝ ΕΦΑΡΜΟΣΜΕΝΗ ΛΟΓΙΣΤΙΚΗ ΚΑΙ ΕΛΕΓΚΤΙΚΗ

    Περιγραφή

    Η περιγραφή του μαθήματος δεν είναι διαθέσιμη

    Τύπος
    ΥΠΟΧΡΕΩΤΙΚΟ

    Κωδικός Τμήματος
    ΛΧ

    Τμήμα
    ΤΜΗΜΑ ΛΟΓΙΣΤΙΚΗΣ ΚΑΙ ΧΡΗΜΑΤΟΟΙΚΟΝΟΜΙΚΗΣ

    Περιγραφή

    Η περιγραφή του μαθήματος δεν είναι διαθέσιμη

    Τύπος
    ΥΠΟΧΡΕΩΤΙΚΟ

    Κωδικός Τμήματος
    ΛΧ

    Τμήμα
    ΤΜΗΜΑ ΛΟΓΙΣΤΙΚΗΣ ΚΑΙ ΧΡΗΜΑΤΟΟΙΚΟΝΟΜΙΚΗΣ

    Περιγραφή

    Η περιγραφή του μαθήματος δεν είναι διαθέσιμη

    Τύπος
    ΥΠΟΧΡΕΩΤΙΚΟ

    Κωδικός Τμήματος
    ΛΧ

    Τμήμα
    ΤΜΗΜΑ ΛΟΓΙΣΤΙΚΗΣ ΚΑΙ ΧΡΗΜΑΤΟΟΙΚΟΝΟΜΙΚΗΣ

    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
    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
    ΜΛΧ

    Τμήμα
    ΠΡΟΓΡΑΜΜΑ ΜΕΤΑΠΤΥΧΙΑΚΩΝ ΣΠΟΥΔΩΝ ΣΤΗ ΛΟΓΙΣΤΙΚΗ ΚΑΙ ΧΡΗΜΑΤΟΟΙΚΟΝΟΜΙΚΗ

    Περιγραφή

    Η περιγραφή του μαθήματος δεν είναι διαθέσιμη

    Δημοσιεύσεις


    • Βιβλία (20 εγγραφές)

    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.

      2012

      • Zapranis, A. and P. Tsinaslanidis (2012). Charting and weak-form market efficiency test: An empirical study on NASDAQ and NYSE components. Essays in Honor of Prof. Dimitrios Papadopoulos. University of Macedonia. Thessaloniki, Greece (to appear).
      • Alexandridis, A. and A. Zapranis (2012). Weather Derivatives: Modeling and Pricing Weather-Related Risk. New York, USA, Springer-Verlag (under publishing, to appear in 2012).

      2010

      • Zapranis, A. and P. Tsinaslanidis (2010). Identification of the Head-and-Shoulders Technical Analysis Pattern with Neural Networks. Lecture 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).
      • Zapranis, A. and P. Tsinaslanidis (2010). A Comprehensive Review of Hedge Fund Investment and Trading Strategies. Essays in Honor of Late Professor J. Vartholomeos. University of Piraeus: 289-322.

      2009

      • Ζαπράνης, Α. και Ε. Λιβάνης (2009). Χρηματοοικονομικές Εφαρμογές με το Matlab. Αθήνα, Κλειδάριθμος (ISBN: 978-960-461-231-4).
      • Ζαπράνης, Α. (2009). Διαχείριση Χρηματοοικονομικών Κινδύνων με το Matlab. Μια Εφαρμοσμένη Προσέγγιση. Αθήνα, Κλειδάριθμος (ISBN: 978-960-461-180-5).
      • Zapranis, A. and A. Alexandridis (2009). Model Identification in Wavelet Neural Networks Framework. Artificial 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).

      2007

      • Zapranis, A. and E. Samolada (2007). Can Neural Networks Learn the "Head and Shoulders" Technical Analysis Price Pattern? Towards a Methodology for Testing the Efficient Market Hypothesis. 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).

      2006

      • Zapranis, A. (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 (ISBN: 978-3-540-38871-5).

      2005

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

      2001

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

      2000

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

      1999

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

      1997

      • Refenes, A. N., A. Zapranis, et al. (1997). Neural Model Identification, Variable Selection and Model Adequacy. 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).
      • Zapranis, A., J. Utans, et al. (1997). Specification Tests for Neural Networks: A Case Study in Tactical Asset Allocation. 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).

      1995

      • Refenes, A. N. and A. Zapranis (1995). Investment Management: Neural and Regression Models in Tactical Asset Allocation. The Handbook of Brain Theory and Neural Networks. M. A. Arbib, Bradford Books/The MIT Press: 491-495 (ISBN: 978-0262011976)
      • Refenes, A. N., G. Francis, A. Zapranis. (1995). Modeling Stock Returns in the Framework of APT: A Comparative Study with Regression Models. Neural Networks in the Capital Markets. A. N. Refenes, John Wiley & Sons (ISBN: 978-0471943648).
      • Refenes, A. N., A. Zapranis, et al. (1995). Neural Networks in Investment Management. Intelligent Systems for Finance and Business. P. Treleaven and S. Goonatilake, John Wiley & Sons (ISBN: 978-0471944041).

      1994

      • Refenes, A. N., A. Zapranis, et al. (1994). Modeling Stock Returns With Neural Networks. Neural Networks Techniques and Applications. P. G. Lisboa and M. Taylor, Ellis Horwood. Also in Neural Networks in Quantitative Finance. (1995) A. N. Refenes and D. W. Bunn, John Wiley & Sons
      • Επιστημονικά Περιοδικά (17 εγγραφές)

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

        2012

        • Alexandridis, A. and A. Zapranis (2012). "Wavelet neural networks: A practical guide." Neural Networks (Impact Factor: 2.633).
        • Zapranis, A. and P. Tsinaslanidis (2012). "Identifying and evaluating horizontal support and resistance levels." Applied Financial Economics 22(19): 1571-1585 (DOI: 10.1080/09603107.2012.663469, Impact Factor: 0.887)
        • Zapranis, A. and P. Tsinaslanidis (2012). "A novel, rule-based technical pattern identification mechanism: Identifying and evaluating saucers and resistant levels in the US stock market." Expert Systems with Applications 39(7): 6301-6308, (DOI: 10.1016/j.eswa.2011.11.079, Impact Factor: 2.193).
        • Alexandridis, A. and A. Zapranis (2012). "Wind derivatives: Modeling and pricing." Computational Economics (Impact Factor: 0.514).

        2011

        • Zapranis, A. and A. Alexandridis (2011). "Modeling and forecasting cumulative average temperature and heating degree day indices for weather derivative pricing." Neural Computing & Applications 20(6): 787-801 (DOI: 10.1007/s00521-010-0494-1, Impact Factor: 0.563).

        2009

        • Zapranis, A. and A. Alexandridis (2009). "Forecasting cash money withdrawals using wavelet analysis and wavelet neural networks." International Journal of Financial Economics and Econometrics (ISSN: 0975-2064) (accepted to appear)
        • Zapranis, A. and A. Alexandridis (2009). "Weather derivatives pricing: Modeling the seasonal residual variance of an Ornstein-Uhlenbeck temperature process with neural networks." Neurocomputing 73 37-48 (DOI: 10.1016/j.neucom.2009.01.018, Impact Factor: 1.434).

        2008

        • Zapranis, A. and E. Livanis (2008). Forecasting the day-ahead electricity price in Nord Pool with neural networks: Some preliminary results. Value Invest Magazine. Athens.
        • Zapranis, A. and A. Alexandridis (2008). "Modeling the temperature time-dependent speed of mean reversion in the context of weather derivatives pricing." Applied Mathematical Finance 15(355-386) (DOI: 10.1080/13504860802006065, Impact Factor: 1.033).

        2006

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

        2005

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

        2003

        • Zapranis, A. and S. Sivridis (2003). "Extending Vasicek with neural regression." Neural Networks World 2: 187-209, (ISSN: 1210-0552, Impact Factor: 0.511).

        2000

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

        1999

        • Zapranis, A. and A.-P. Refenes (1999). "Neural model identification, variable selection and model adequacy." Journal of Forecasting 18 299-332 (DOI: 10.1002/(SICI)1099-131X(199909)18:5<299::AID-FOR725>3.0.CO;2-T, Impact Factor: 0.655).

        1997

        • Refenes, A. N., Y. Bentz, et al. (1997). "Financial time series modeling with discounted least squares back propagation." Neurocomputing 14 (2): 123-138 (DOI: 10.1016/S0925-2312(96)00005-7, Impact Factor: 1.434).

        1995

        • Refenes, A. N., C. Kollias, et al. (1995). "External security determinants of Greek military expenditure: an empirical investigation using neural networks." Defense and Peace Economics 6: 27-41 (DOI: 10.1080/10430719508404810, Impact Factor: 0.348).

        1994

        • Refenes, A. N., A. Zapranis, et al. (1994). "Stock performance modeling using neural networks: a comparative study with regression models." Neural Networks 7(2): 375-388 (DOI: 10.1016/0893-6080(94)90030-2, Impact Factor: 2.633).
        • Συνέδρια (39 εγγραφές)

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

          2013

          • Alexandridis, A., A. Zapranis, et al. (2013). Business Failure Prediction Using Neural Networks and Wavelet Neural Networks. 12ο Annual Conference Helenic Finance and Accounting Association Thessaloniki.

          2012

          • Zapranis, A. and P. Tsinaslanidis (2012). Testing the generalised efficacy of technical analysis with bootstrapped aggregated regression trees. 4rd International Conference in Accounting and Finance (ICAF). Corfu, Greece (Accepted to appear).
          • Messis, P., A. Zapranis, et al. (2012). Herding towards higher moment CAPM, contagion of herding and macroeconomic shocks: Evidence from five major developed markets. 5th 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.

          2011

          • Alexandridis, A. and A. Zapranis (2011). Wind derivatives: Modeling and pricing. 1st International Conference of the Financial Engineering and Banking Society (F.E.B.S). Chania, Greece.

          2010

          • Zapranis, A. and P. Tsinaslanidis (2010). Identification of the head-and-shoulders technical analysis pattern with neural networks. 20th International Conference on Artificial Neural Networks (ICANN), Thessaloniki, Greece. 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).
          • Zapranis, A. and P. Tsinaslanidis (2010 ). A behavioral view of the head-and-shoulders technical analysis pattern. 3rd International Conference in Accounting and Finance (ICAF). Skiathos, Greece, University of Macedonia 1515-1529.

          2009

          • Zapranis, A. and A. Alexandridis (2009). Model identification in wavelet neural networks framework. 5th IFIP Conference on Artificial Intelligence Applications & Innovations (AIAI 2009). Thessaloniki, Greece. 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).
          • Zapranis, A. and P. Tsinaslanidis (2009). An examination of the head and shoulders technical pattern. A support of the technical analysis's subjective nature. 45th Meeting of the EURO Working Group on Financial Modeling. Chania, Greece.
          • Zapranis, A. and A. Alexandridis (2009). Modeling and forecasting CAT and HDD indices for weather derivative pricing. 11th International Conference on Engineering Applications of Neural Networks (EANN). London, UK.

          2008

          • Zapranis, A. and P. Tsinaslanidis (2008). Head and shoulders pattern recognition in stochastic processes. 2nd International Conference on Accounting and Finance. Thessaloniki, Greece.
          • Alexandridis, A., A. Zapranis, et al. (2008). Analyzing crude oil prices and returns using wavelet analysis and wavelet networks. 7th Hellenic Finance and Accounting Association Conference (HFAA). Chania, Greece.
          • Soubeniotis, D., I. Tampakoudis, et al. (2008). The wealth effects of completed and uncompleted mergers and tender offers to target shareholders in USA, United Kingdom and Europe. 2nd International Conference on Accounting and Finance. Thessaloniki, Greece.
          • Zapranis, A. and A. Alexandridis (2008). Forecasting cash money withdrawals using wavelet analysis and wavelet neural networks. 5th International Conference on Advances in Applied Financial Economics (AFE). Samos, Greece.

          2007

          • Zapranis, A. and E. Samolada (2007). Can neural networks learn the "head and shoulders" technical analysis price pattern? Towards a methodology for testing the efficient market hypothesis. International Conference in Artificial Neural Networks (ICANN) 2007. Porto, Portugal. 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 (ISBN: 978-3-540-74693-
          • Zapranis, A. and A. Alexandridis (2007). Modeling temperature time-dependent mean reversion with neural networks in the context of derivatives pricing. 11th Hellenic European Research on Computer Mathematics and Its Applications Conference (HERCMA). Athens, Greece.
          • Zapranis, A. and A. Alexandridis (2007). Wavelet neural networks for weather derivatives pricing. 6th Hellenic Finance and Accounting Association Conference (HFAA). Patra, Greece.
          • Zapranis, A. and A. Alexandridis (2007). Weather derivatives pricing: modeling the seasonal residual variance of an Ornstein-Uhlenbeck temperature process with neural networks. 10th International Conference on Engineering Applications of Neural Networks (EANN). Thessaloniki, Greece.
          • Zapranis, A. and E. Livanis (2007). Forecasting the day-ahead electricity price in Nord Pool with neural networks: Some preliminary results. 6th Hellenic Finance and Accounting Association Conference (HFAA). Patra, Greece.

          2006

          • Zapranis, A. (2006). Testing the random walk hypothesis with neural networks. 16th International Conference on Artificial Neural Networks (ICANN), Athens, Greece, Berlin: Springer. 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).
          • Zapranis, A. and A. Alexandridis (2006). Weather analysis & weather derivative pricing. 5th Hellenic Finance and Accounting Association Conference (HFFA). Thessaloniki, Greece.

          2005

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

          2003

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

          2002

          • Zapranis, A. (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.

          2001

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

          2000

          • Lyroudi, K. and A. Zapranis (2000). A comparison of traditional and contemporary liquidity measures using neural networks. 31st Annual Meeting of the Decision Sciences Institute (DSI). Orlando, Florida, USA.
          • Zapranis, A. and D. Ginoglou (2000). Hedging short positions on index call options: an application to the Greek FTSE-ASE 20 Index Options. In International Scientific Conference on Internationalization and Globalization of Business. Svishtov, Bulgaria.
          • Zapranis, A. and D. Ginoglou (2000). Modeling the systematic component of ARIMA residuals with neural models: an application to the Athens Stock Exchange General Index. 3rd Annual Conference on European Dimensions in Economics and Management for the Countries in Transition. Sofia, Bulgaria.
          • Zapranis, A. and D. Ginoglou (2000 ). Predicting corporate failure with neural networks: the Greek case. Emerging Issues in International Accounting. Niagara Falls, Ontario, USA.

          1999

          • Zapranis, A. (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.

          1996

          • Refenes, Α., A. Zapranis, et al. (1996). Neural model identification, variable selection and model adequacy. Neural Networks in the Capital Markets (NnCM) '96. Pasadena, USA. 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).
          • Zapranis, A., J. Utans, et al. (1996). Specification tests for neural networks: a case study in tactical asset allocation. Neural Networks in the Capital Markets (NnCM) '96. Pasadena, USA. 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

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

          1993

          • Refenes, A. N., A. Zapranis, et al. (1993). Modeling stock returns with neural networks. Neural Networks in the Capital Markets (NnCM) '93, London Business School, London, UK.
          • Bentz, Y., A. Zapranis, et al. (1993). Predicting and analyzing the performance of the French stock market. Workshop on Neural Network Applications and Tools '93. Liverpool, UK, Department of Computer Science, University of Liverpool.
          • Refenes, A., M. Azema-Barac, A. Zapranis. (1993). Stock ranking: Neural networks versus multiple linear regression. IEEE International Conference on Neural Networks (ICNN) '93, San Francisco, California, USA.
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