Thomas Dionysopoulos

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Person:2691642



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
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
Sparse modeling of volatile financial time series via low-dimensional patterns over learned dictionaries
Algorithmic Finance
2018-09-13Paper


Research outcomes over time


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