George Tzagkarakis

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Taming impulsive high-frequency data using optimal sampling periods
Annals of Operations Research
2024-04-24Paper
Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients: detecting switching volatility regimes
Studies in Nonlinear Dynamics & Econometrics
2023-03-30Paper
An energy-based measure for long-run horizon risk quantification
Annals of Operations Research
2022-07-26Paper
Compressive Sensing Using Symmetric Alpha-Stable Distributions for Robust Sparse Signal Reconstruction
IEEE Transactions on Signal Processing
2019-03-06Paper
Sparse modeling of volatile financial time series via low-dimensional patterns over learned dictionaries
Algorithmic Finance
2018-09-13Paper
ON THE USE OF THE REASSIGNED WAVELET TRANSFORM FOR MODE IDENTIFICATION
Journal of Computational Acoustics
2005-03-21Paper


Research outcomes over time


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