Flexible least squares for temporal data mining and statistical arbitrage G Montana, K Triantafyllopoulos, T Tsagaris Expert Systems with Applications 36 (2), 2819-2830, 2009 | 83 | 2009 |
Dynamic modeling of mean-reverting spreads for statistical arbitrage K Triantafyllopoulos, G Montana Computational Management Science 8, 23-49, 2011 | 81 | 2011 |
On the central moments of the multidimensional Gaussian distribution K Triantafyllopoulos Mathematical Scientist 28 (2), 125-128, 2003 | 57 | 2003 |
An intelligent agent security intrusion system J Pikoulas, W Buchanan, M Mannion, K Triantafyllopoulos Proceedings Ninth Annual IEEE International Conference and Workshop on the …, 2002 | 52 | 2002 |
Generalized linear models for flexible parametric modeling of the hazard function B Kearns, MD Stevenson, K Triantafyllopoulos, A Manca Medical Decision Making 39 (7), 867-878, 2019 | 41 | 2019 |
Decomposition of time series models in state-space form EJ Godolphin, K Triantafyllopoulos Computational statistics & data analysis 50 (9), 2232-2246, 2006 | 35 | 2006 |
Multivariate control charts based on Bayesian state space models K Triantafyllopoulos Quality and Reliability Engineering International 22 (6), 693-707, 2006 | 32 | 2006 |
Multivariate Bayesian regression applied to the problem of network security K Triantafyllopoulos, J Pikoulas Journal of Forecasting 21 (8), 579-594, 2002 | 30 | 2002 |
An agent-based Bayesian forecasting model for enhanced network security J Pikoulas, WJ Buchanan, M Mannion, K Triantafyllopoulos Proceedings. Eighth Annual IEEE International Conference and Workshop On the …, 2001 | 29 | 2001 |
A multivariate control chart for autocorrelated tool wear processes K Harris, K Triantafyllopoulos, E Stillman, T McLeay Quality and Reliability Engineering International 32 (6), 2093-2106, 2016 | 27 | 2016 |
Inference of dynamic generalized linear models: on‐line computation and appraisal K Triantafyllopoulos International Statistical Review 77 (3), 430-450, 2009 | 26 | 2009 |
Multivariate stochastic volatility with bayesian dynamic linear models K Triantafyllopoulos Journal of Statistical Planning and Inference 138 (4), 1021-1037, 2008 | 26 | 2008 |
Bayesian inference of state space models K Triantafyllopoulos Springer International Publishing, 2021 | 25 | 2021 |
Moments and cumulants of the multivariate real and complex Gaussian distributions K Triantafyllopoulos Department of Mathematics, University of Bristol, Version 12, 2002 | 23 | 2002 |
Phase II control charts for autocorrelated processes K Triantafyllopoulos, S Bersimis Quality Technology & Quantitative Management 13 (1), 88-108, 2016 | 21 | 2016 |
Covariance estimation for multivariate conditionally Gaussian dynamic linear models K Triantafyllopoulos Journal of Forecasting 26 (8), 551-569, 2007 | 19 | 2007 |
Multivariate discount weighted regression and local level models K Triantafyllopoulos Computational statistics & data analysis 50 (12), 3702-3720, 2006 | 18 | 2006 |
The extrapolation performance of survival models for data with a cure fraction: a simulation study B Kearns, MD Stevenson, K Triantafyllopoulos, A Manca Value in Health 24 (11), 1634-1642, 2021 | 17 | 2021 |
Time-varying vector autoregressive models with stochastic volatility K Triantafyllopoulos Journal of Applied Statistics 38 (2), 369-382, 2011 | 17 | 2011 |
Data stream mining for market-neutral algorithmic trading G Montana, K Triantafyllopoulos, T Tsagaris Proceedings of the 2008 ACM symposium on Applied computing, 966-970, 2008 | 16 | 2008 |