Kostas Triantafyllopoulos
Identifiers
- name variant Kostas Triantafyllopoulos 0.60 · backfill
Papers (3)
- Dynamic modeling of mean-reverting spreads for statistical arbitrage q-fin.ST · 2008 · author #1
- Flexible least squares for temporal data mining and statistical arbitrage q-fin.ST · 2007 · author #2
- Fast estimation of multivariate stochastic volatility q-fin.ST · 2007 · author #1
Mentions
Frequent Coauthors
- Giovanni Montana 3 shared papers
- Theodoros Tsagaris 1 shared papers