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Kostas Triantafyllopoulos
Kostas Triantafyllopoulos
Senior Lecturer in Statistics, University of Sheffield
Verified email at shef.ac.uk - Homepage
Title
Cited by
Cited by
Year
Dynamic modeling of mean-reverting spreads for statistical arbitrage
K Triantafyllopoulos, G Montana
Computational Management Science 8, 23-49, 2011
802011
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
802009
On the central moments of the multidimensional Gaussian distribution
K Triantafyllopoulos
Mathematical Scientist 28 (2), 125-128, 2003
562003
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
522002
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
342019
Decomposition of time series models in state-space form
EJ Godolphin, K Triantafyllopoulos
Computational statistics & data analysis 50 (9), 2232-2246, 2006
342006
Multivariate control charts based on Bayesian state space models
K Triantafyllopoulos
Quality and Reliability Engineering International 22 (6), 693-707, 2006
322006
Multivariate Bayesian regression applied to the problem of network security
K Triantafyllopoulos, J Pikoulas
Journal of Forecasting 21 (8), 579-594, 2002
302002
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
292001
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
262016
Inference of dynamic generalized linear models: on‐line computation and appraisal
K Triantafyllopoulos
International Statistical Review 77 (3), 430-450, 2009
252009
Multivariate stochastic volatility with bayesian dynamic linear models
K Triantafyllopoulos
Journal of Statistical Planning and Inference 138 (4), 1021-1037, 2008
252008
Moments and cumulants of the multivariate real and complex Gaussian distributions
K Triantafyllopoulos
Department of Mathematics, University of Bristol, Version 12, 2002
212002
Bayesian inference of state space models
K Triantafyllopoulos
Springer International Publishing, 2021
202021
Phase II control charts for autocorrelated processes
K Triantafyllopoulos, S Bersimis
Quality Technology & Quantitative Management 13 (1), 88-108, 2016
202016
Covariance estimation for multivariate conditionally Gaussian dynamic linear models
K Triantafyllopoulos
Journal of Forecasting 26 (8), 551-569, 2007
192007
Multivariate discount weighted regression and local level models
K Triantafyllopoulos
Computational statistics & data analysis 50 (12), 3702-3720, 2006
182006
Time-varying vector autoregressive models with stochastic volatility
K Triantafyllopoulos
Journal of Applied Statistics 38 (2), 369-382, 2011
172011
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
162021
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
162008
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