Refenes, A.N.: search on Z-Library

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1

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

Apostolos Nicholas Refenes, Achileas Zapranis, Gavin Francis

Journal:

Neural Networks

Year:

1994

Language:

english

File:

PDF, 1.20 MB

english, 1994

2

Implied correlation index: A new measure of diversification

Vasiliki D. Skintzi, Apostolos-Paul N. Refenes

Journal:

Journal of Futures Markets

Year:

2005

Language:

english

File:

PDF, 206 KB

english, 2005

3

Volatility spillovers and dynamic correlation in European bond markets

Vasiliki D. Skintzi, Apostolos N. Refenes

Journal:

Journal of International Financial Markets, Institutions and Money

Year:

2006

Language:

english

File:

PDF, 424 KB

english, 2006

4

Realized hedge ratio: Predictability and hedging performance

Markopoulou, Chrysi E., Skintzi, Vasiliki D., Refenes, Apostolos-Paul N.

Journal:

International Review of Financial Analysis

Year:

2016

Language:

english

File:

PDF, 644 KB

english, 2016

5

Neural networks in financial engineering: a study in methodology

Refenes, A.-P. N., Burgess, A.N., Bentz, Y.

Journal:

IEEE Transactions on Neural Networks

Year:

1997

Language:

english

File:

PDF, 1.86 MB

english, 1997

6

Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility

Louzis, Dimitrios P., Xanthopoulos-Sisinis, Spyros, Refenes, Apostolos P.

Journal:

Applied Economics

Year:

2012

Language:

english

File:

PDF, 259 KB

english, 2012

7

Neural network applications in financial asset management

A. N. Refenes, M. Azema-Barac

Journal:

Neural Computing and Applications

Year:

1994

Language:

english

File:

PDF, 2.36 MB

english, 1994

8

The Role of High-Frequency Intra-daily Data, Daily Range and Implied Volatility in Multi-period Value-at-Risk Forecasting

Louzis, Dimitrios P., Xanthopoulos-Sisinis, Spyros, Refenes, Apostolos P.

Journal:

Journal of Forecasting

Year:

2013

Language:

english

File:

PDF, 326 KB

english, 2013

9

[IEEE Proceedings of the Twenty-Fifth Hawaii International Conference on System Sciences - Kauai, HI, USA (1992.01.7-1992.01.10)] Proceedings of the Twenty-Fifth Hawaii International Conference on System Sciences - Currency exchange rate forecasting by error backpropagation

Refenes, A.N., Azema-Barac, M., Karoussos, S.A.

Year:

1992

Language:

english

File:

PDF, 900 KB

english, 1992

10

Neural model identification, variable selection and model adequacy

A.-P. N. Refenes, A. D. Zapranis

Journal:

Journal of Forecasting

Year:

1999

Language:

english

File:

PDF, 409 KB

english, 1999

11

MLST typing of antimicrobial-resistant Propionibacterium acnes isolates from patients with moderate to severe acne vulgaris

Giannopoulos, Lambros, Papaparaskevas, Joseph, Refene, Eirini, Daikos, Georgios, Stavrianeas, Nikolaos, Tsakris, Athanassios

Journal:

Year:

2015

Language:

english

File:

PDF, 324 KB

english, 2015

12

The Effect of Misestimating Correlation on Value at Risk

Skintzi, Vasiliki D, Skiadopoulos, George, Refenes, Apostolos-Paul N

Journal:

The Journal of Alternative Investments

Year:

2005

Language:

english

File:

PDF, 308 KB

english, 2005

13

Forecasting volatility with neural regression: A contribution to model adequacy

Refenes, A.-P.N., Holt, W.T.

Journal:

IEEE Transactions on Neural Networks

Year:

2001

Language:

english

File:

PDF, 315 KB

english, 2001

14

[WORLD SCIENTIFIC Proceedings of the Fourth International Conference on Neural Networks in the Capital Markets (NNCM '96) - Pasadena, California, USA (20 – 22 November 1996)] Decision Technologies for Financial Engineering - Decision Technologies for Financial Engineering

Weigend, Andreas S., Abu-Mostafa, Yaser, Refenes, A.-Paul N.

Year:

1998

Language:

english

File:

PDF, 16.70 MB

english, 1998

15

Currency exchange rate prediction and neural network design strategies

A. N. Refenes, M. Azema-Barac, L. Chen, S. A. Karoussos

Journal:

Neural Computing and Applications

Year:

1993

Language:

english

File:

PDF, 1.09 MB

english, 1993

16

Fifth generation and VLSI architectures

Philip C. Treleaven, Apostolos N. Refenes

Journal:

Future Generation Computer Systems

Year:

1985

Language:

english

File:

PDF, 900 KB

english, 1985

17

Forecasting Stock Index Realized Volatility with an Asymmetric HAR-FIGARCH Model: The Case of S&P 500 and DJI Stock Indices

Louzis, Dimitrios P., Xanthopoulos-Sisinis, Spyros, Refenes, Apostolos N.

Journal:

SSRN Electronic Journal

Year:

2010

File:

PDF, 352 KB

2010

18

Designing a parallel object-oriented compiler target language (TOOL)

A.T. Balou, A.N. Refenes

Journal:

Microprocessing and Microprogramming

Year:

1990

Language:

english

File:

PDF, 931 KB

english, 1990

19

Comments on ‘neural networks: Forecasting breakthrough or passing fad’ by C. Chatfield

Journal:

International Journal of Forecasting

Year:

1994

Language:

english

File:

PDF, 403 KB

english, 1994

20

[Advances in Computational Management Science] Decision Technologies for Computational Finance Volume 2 || Modeling Financial Time Series Using State Space Models

Refenes, Apostolos-Paul N., Burgess, Andrew N., Moody, John E.

Year:

1998

Language:

english

File:

PDF, 1.13 MB

english, 1998

21

On the predictability of model-free implied correlation

Markopoulou, Chryssa, Skintzi, Vasiliki, Refenes, Apostolos

Journal:

International Journal of Forecasting

Year:

2016

Language:

english

File:

PDF, 573 KB

english, 2016

22

Implied Correlation Index: A New Measure of Diversification

Skintzi, Vasiliki D., Refenes, Apostolos N.

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 250 KB

english, 2003

23

Preface

Apostolos-Paul Refenes, Halbert White

Journal:

Journal of Forecasting

Year:

1998

Language:

english

File:

PDF, 60 KB

english, 1998

24

Financial time series modelling with discounted least squares backpropagation

A.N. Refenes, Y. Bentz, D.W. Bunn, A.N. Burgess, A.D. Zapranis

Journal:

Year:

1997

Language:

english

File:

PDF, 912 KB

english, 1997

25

[IEEE Comput. Soc. Press Second IEEE Symposium on Parallel and Distributed Processing 1990 - Dallas, TX, USA (9-13 Dec. 1990)] Proceedings of the Second IEEE Symposium on Parallel and Distributed Processing 1990 - Optimizing connectionist datasets with ConSTrainer

Year:

1990

Language:

english

File:

PDF, 525 KB

english, 1990

26

Message passing via singly-buffered channels: an efficient & flexible communications control mechanism

Apostolos N. Refenes

Journal:

Microprocessing and Microprogramming

Year:

1990

Language:

english

File:

PDF, 604 KB

english, 1990

27

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

Refenes, A. N., Kollias, C., Zapranis, A.

Journal:

Defence and Peace Economics

Year:

1995

Language:

english

File:

PDF, 873 KB

english, 1995

28

The Role of High Frequency Intra-Daily Data, Daily Range and Implied Volatility in Multi-Period Value-at-Risk Forecasting

Louzis, Dimitrios P., Xanthopoulos-Sisinis, Spyros, Refenes, Apostolos N.

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 390 KB

english, 2011

29

Neural network implementations and speed-up on Massively Parallel machines

M.E. Azema-Barac, A.N. Refenes

Journal:

Microprocessing and Microprogramming

Year:

1992

Language:

english

File:

PDF, 370 KB

english, 1992

30

[IEEE IEEE International Conference on Neural Networks - San Francisco, CA, USA (28 March-1 April 1993)] IEEE International Conference on Neural Networks - Stock ranking: neural networks vs multiple linear regression

Refenes, A.N., Azema-Barac, M., Zapranis, A.D.

Year:

1993

Language:

english

File:

PDF, 632 KB

english, 1993

31

The design and implementation of VOOM: a parallel virtual Object Oriented machine

A.T. Balou, A.N. Refenes

Journal:

Microprocessing and Microprogramming

Year:

1991

Language:

english

File:

PDF, 613 KB

english, 1991

32

PARLE: A language for expressing parallelism and integrating symbolic and numeric computations

Eugeniusz Eberbach, Stephen C. McCabe, Apostolos N. Refenes

Journal:

Microprocessing and Microprogramming

Year:

1989

Language:

english

File:

PDF, 797 KB

english, 1989

33

Sound recognition and optimal neural network design

A.N. Refenes, E.B. Chan

Journal:

Microprocessing and Microprogramming

Year:

1992

Language:

english

File:

PDF, 303 KB

english, 1992

34

[IEEE Workshop on Neural Network Applications and Tools - Liverpool, England (September 13-14, 1993)] Workshop on Neural Network Applications and Tools - Modelling Stock Returns With Neural Networks

Refenes, A.N., Zapranis, A.D., Bentz, Y.

Year:

1993

Language:

english

File:

PDF, 861 KB

english, 1993

35

SPIE Proceedings [SPIE Fibers '91, Boston, MA - Boston, MA (Tuesday 3 September 1991)] Machine Vision Systems Integration in Industry - Integrated neural network system for histological image understanding

Refenes, A. N., Jain, Nidhi, Alsulaiman, Mansour M., Batchelor, Bruce G., Waltz, Frederick M.

Year:

1991

Language:

english

File:

PDF, 1.13 MB

english, 1991

36

Volatility Spillovers and Dynamic Correlation in European Bond Markets

Skintzi, Vasiliki D., Refenes, Apostolos N.

Journal:

SSRN Electronic Journal

Year:

2004

Language:

english

File:

PDF, 307 KB

english, 2004

37

Realized volatility models and alternative Value-at-Risk prediction strategies

Louzis, Dimitrios P., Xanthopoulos-Sisinis, Spyros, Refenes, Apostolos P.

Journal:

Economic Modelling

Year:

2014

Language:

english

File:

PDF, 529 KB

english, 2014

38

[IEEE 1993 International Conference on Neural Networks (IJCNN-93-Nagoya, Japan) - Nagoya, Japan (25-29 Oct. 1993)] Proceedings of 1993 International Conference on Neural Networks (IJCNN-93-Nagoya, Japan) - Removal of catastrophic noise in hetero-associative training samples

Tuv, E., Refenes, A.N.

Year:

1993

Language:

english

File:

PDF, 416 KB

english, 1993

39

On model complexity and selection

Carapeto, M., Holt, W., Refenes, P. N.

Journal:

Journal of Statistical Computation and Simulation

Year:

2003

Language:

english

File:

PDF, 145 KB

english, 2003

40

[IEEE 1991 IEEE International Joint Conference on Neural Networks - Singapore (18-21 Nov. 1991)] [Proceedings] 1991 IEEE International Joint Conference on Neural Networks - CLS: an adaptive learning procedure and its application to time series forecasting

Year:

1991

Language:

english

File:

PDF, 611 KB

english, 1991

41

Removal of catastrophic noise in hetero-associative training samples

E. Tuv, A.N. Refenes

Journal:

Microprocessing and Microprogramming

Year:

1993

Language:

english

File:

PDF, 452 KB

english, 1993

42

Reasoning and revision in hybrid representation systems by Bernhard Nevel, Springer-Verlag, Berlin, 1990, pp 270, DM 42.

Journal:

The Knowledge Engineering Review

Year:

1991

Language:

english

File:

PDF, 176 KB

english, 1991

43

N-Expression implementations for integrated symbolic and numeric processing

Apostolos N. Refenes

Journal:

Future Generation Computer Systems

Year:

1987

Language:

english

File:

PDF, 2.50 MB

english, 1987

44

Role of the H1 haplotype of microtubule-associated protein tau (MAPT) gene in Greek patients with Parkinson's disease

Nikolaos Refenes, Juliane Bolbrinker, Georgios Tagaris, Antonio Orlacchio, Nikolaos Drakoulis, Reinhold Kreutz

Journal:

Year:

2009

Language:

english

File:

PDF, 288 KB

english, 2009

45

Iiistological image understanding by error backpropagation

A.N. Refenes, C. Alippi

Journal:

Microprocessing and Microprogramming

Year:

1991

Language:

english

File:

PDF, 536 KB

english, 1991

46

Modelling non-linear moving average processes using neural networks with error feedback: An application to implied volatility forecasting

A.N. Burgess, A-P.N Refenes

Journal:

Signal Processing

Year:

1999

Language:

english

File:

PDF, 162 KB

english, 1999

47

[IEEE Proceeding of 13th IEEE Annual International Phoenix Conference on Computers and Communications - Phoenix, AZ (April 12-15 1994)] Proceeding of 13th IEEE Annual International Phoenix Conference on Computers and Communications - Creating an Open Systems Compatible Message Queueing System

Andreula, J.J., Heindel, L.E., Refen Koh,

Year:

1994

Language:

english

File:

PDF, 466 KB

english, 1994

48

Parallelism in knowledge-based machines

Refenes, Apostolos N.

Journal:

The Knowledge Engineering Review

Year:

1989

Language:

english

File:

PDF, 1.23 MB

english, 1989

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