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Noferini, Vanni and Vrontos, Spyridon and Wood, Ryan (2026) Efficient Computation of f-Centralities and Nonbacktracking Centrality for Temporal Networks. SIAM Journal on Applied Mathematics. (In Press)

Argyropoulos, Christos and Panopoulou, Ekaterini and Vrontos, Spyridon (2025) Downside Risk and Hedge Fund Returns. Journal of Banking & Finance, 171. p. 107345. DOI https://doi.org/10.1016/j.jbankfin.2024.107345

Vrontos, Ioannis D and Galakis, John and Panopoulou, Ekaterini and Vrontos, Spyridon (2024) Forecasting GDP growth: the economic impact of COVID-19 Pandemic. Journal of Forecasting, 43 (4). pp. 1042-1086. DOI https://doi.org/10.1002/for.3072

Sing Wong, Amy and Vrontos, Spyridon and Taylor, Michelle (2022) An assessment of people living by coral reefs over space and time. Global Change Biology, 28 (23). pp. 7139-7153. DOI https://doi.org/10.1111/gcb.16391

Vrontos, Spyridon and Galakis, John and Vrontos, Ioannis (2021) Implied Volatility Directional Forecasting: A Machine Learning Approach. Quantitative Finance, 2021 (10). pp. 1687-1706. DOI https://doi.org/10.1080/14697688.2021.1905869

Galakis, John and Vrontos, Ioannis and Vrontos, Spyridon (2021) Style Rotation Revisited. Journal of Financial Data Science, Spring (2). pp. 110-133. DOI https://doi.org/10.3905/jfds.2021.1.059

Vrontos, Spyridon and Galakis, John and Vrontos, Ioannis (2021) Modeling and predicting U.S. recessions using machine learning techniques. International Journal of Forecasting, 37 (2). pp. 647-671. DOI https://doi.org/10.1016/j.ijforecast.2020.08.005

Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis D and Vrontos, Spyridon D (2021) Out-of-sample equity premium prediction: a complete subset quantile regression approach. The European Journal of Finance, 27 (1-2). pp. 110-135. DOI https://doi.org/10.1080/1351847x.2019.1647866

Iworiso, Jonathan and Vrontos, Spyridon (2021) On the Predictability of the Equity Premium Using Deep Learning Techniques. Journal of Financial Data Science, 3 (Winter). pp. 74-92. DOI https://doi.org/10.3905/jfds.2020.1.051

Iworiso, Jonathan and Vrontos, Spyridon (2020) On the Directional Predictability of Equity Premium Using Machine Learning Techniques. Journal of Forecasting, 39 (3). pp. 449-469. DOI https://doi.org/10.1002/for.2632

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). pp. 1720-1733. DOI https://doi.org/10.1080/01605682.2018.1489354

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. pp. 568-596. DOI https://doi.org/10.1016/j.najef.2018.06.012

Tzougas, G and Vrontos, S and Frangos, N (2018) Bonus-Malus Systems with Two Component Mixture Models Arising from Different Parametric Families. North American Actuarial Journal, 22 (1). pp. 55-91. DOI https://doi.org/10.1080/10920277.2017.1368398

Vrontos, S (2016) Hedge Funds Managerial Skill Revisited: A Quantile Regression Approach. Bankers, Markets & Investors, 140.

Panopoulou, Ekaterini and Vrontos, Spyridon (2015) Hedge fund return predictability; To combine forecasts or combine information? Journal of Banking & Finance, 56. pp. 103-122. DOI https://doi.org/10.1016/j.jbankfin.2015.03.004

Tzougas, G and Vrontos, S and Frangos, N (2015) Risk Classification for Claim Counts and Losses Using Regression Models for Location, Scale and Shape. Variance, 9 (1). pp. 140-157.

Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis D and Vrontos, Spyridon D (2014) A Quantile Regression Approach to Equity Premium Prediction. Journal of Forecasting, 33 (7). pp. 558-576. DOI https://doi.org/10.1002/for.2312

Tzougas, George and Vrontos, Spyridon and Frangos, Nicholas (2014) OPTIMAL BONUS-MALUS SYSTEMS USING FINITE MIXTURE MODELS. ASTIN Bulletin, 44 (2). pp. 417-444. DOI https://doi.org/10.1017/asb.2013.31

Chadjiconstantinidis, Stathis and Vrontos, Spyridon (2014) On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula. Scandinavian Actuarial Journal, 2014 (2). pp. 125-158. DOI https://doi.org/10.1080/03461238.2012.663730

Vrontos, Ioannis D and Meligkotsidou, Loukia and Vrontos, Spyridon D (2011) Performance evaluation of mutual fund investments: The impact of non-normality and time-varying volatility. Journal of Asset Management, 12 (4). pp. 292-307. DOI https://doi.org/10.1057/jam.2011.23

Meligkotsidou, Loukia and Vrontos, Ioannis D and Vrontos, Spyridon D (2009) Quantile regression analysis of hedge fund strategies. Journal of Empirical Finance, 16 (2). pp. 264-279. DOI https://doi.org/10.1016/j.jempfin.2008.10.002

Vrontos, Spyridon D and Vrontos, Ioannis D and Giamouridis, Daniel (2008) Hedge fund pricing and model uncertainty. Journal of Banking & Finance, 32 (5). pp. 741-753. DOI https://doi.org/10.1016/j.jbankfin.2007.05.011