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Items where Author is "Vrontos, Ioannis"

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Number of items: 4.

Article

Vrontos, Spyridon and Galakis, John and Vrontos, Ioannis (2021) 'Implied Volatility Directional Forecasting: A Machine Learning Approach.' Quantitative Finance, 2021. ISSN 1469-7688

Galakis, John and Vrontos, Ioannis and Vrontos, Spyridon (2021) 'Style Rotation Revisited.' Journal of Financial Data Science, Spring. ISSN 2640-3943

Vrontos, Spyridon and Galakis, John and Vrontos, Ioannis (2020) 'Modeling and predicting U.S. recessions using machine learning techniques.' International Journal of Forecasting. ISSN 0169-2070

Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis and Vrontos, Spyridon D (2019) 'Quantile Forecast Combinations in Realised Volatility Prediction.' Journal of the Operational Research Society, 70 (10). 1720 - 1733. ISSN 0160-5682

This list was generated on Tue Sep 21 01:25:18 2021 BST.