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Items where Author is "Vrontos, Spyridon"

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Number of items: 6.

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

Iworiso, Jonathan and Vrontos, Spyridon (2021) 'On the Predictability of the Equity Premium Using Deep Learning Techniques.' Journal of Financial Data Science (Winter).

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

Iworiso, Jonathan and Vrontos, Spyridon (2020) 'On the Directional Predictability of Equity Premium Using Machine Learning Techniques.' Journal of Forecasting, 39 (3). 449 - 469. ISSN 0277-6693

Abdul Aziz, Nor Syahilla and Vrontos, Spyridon and Hasim, Haslifah M (2019) 'Evaluation of Multivariate GARCH Models in an Optimal Asset Allocation Framework.' The North American Journal of Economics and Finance, 47. 568 - 596. ISSN 1062-9408

This list was generated on Sat Oct 23 12:10:38 2021 BST.