Items where Author is "Raftapostolos, Aristeidis"
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Chronopoulos, Ilias and Chrysikou, Katerina and Kapetanios, George and Mitchell, James and Raftapostolos, Aristeidis (2026) Forecasting with Deep Pooled Panel Neural Networks. Econometric Reviews. pp. 1-31. DOI https://doi.org/10.1080/07474938.2026.2660660
Chronopoulos, Ilias and Raftapostolos, Aristeidis and Kapetanios, George (2023) Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression. Journal of Financial Econometrics, 22 (3). pp. 636-669. DOI https://doi.org/10.1093/jjfinec/nbad014
Chronopoulos, Ilias and Raftapostolos, Aristeidis and Kapetanios, George (2023) Forecasting Value-at-Risk using deep neural network quantile regression. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)