ΕΠΙΚΟΙΝΩΝΙΑ
- 27210 45303
- s.stavrogiannis@go.uop.gr
ΩΡΕΣ ΓΡΑΦΕΙΟΥ (Γ1.03 1ος Όροφος)
- Τρίτη : 11:00 - 13:00
- Πέμπτη : 11:00 - 13:00
Σταυρόγιαννης Σταύρος
ΚΑΘΗΓΗΤΗΣ
ΣΠΟΥΔΕΣ
Πτυχίο Φυσική, Μεταπτυχιακό Φυσική, Διδακτορικό Εφαρμοσμένα Μαθηματικά και Φυσικές Επιστήμες
ΜΑΘΗΜΑΤΑ
Εισαγωγή στην Οικονομετρία, Ανάλυση και Διαχείριση Χαρτοφυλακίου, Χρηματοοικονομική Οικονομετρία, Στοχαστικές Διαδικασίες στα Χρηματοοικονομικά.
ΓΝΩΣΤΙΚΟ ΑΝΤΙΚΕΙΜΕΝΟ
Εφαρμοσμένη Πληροφορική
ΕΡΕΥΝΑ - ΔΗΜΟΣΙΕΥΣΕΙΣ
Forecasting stock price index movement using a constrained deep neural network training algorithm I.E. Livieris, T. Kotsilieris, S. Stavroyiannis and P. Pintelas Intelligent Decision Technologies, vol. 14, no. 3, pp. 313-323, 2020
ΕΠΙΛΕΓΜΕΝΕΣ
Sustaining rural areas, rural tourism enterprises and EU development policies: A multi-layer conceptualisation of the obstacles Nikolaos Apostolopoulos, Panagiotis Liargovas, Stavros Stavroyiannis, Ilias Makris, Sotiris Apostolopoulos, Dimitrios Petropoulos, Eleni Anastasopoulou Sustainability 2020, 12(18), 7687; https://doi.org/10.3390/su12187687
Pension funds and stock market development in OECD countries: Novel evidence from a panel VAR Vassilios Babalos and Stavros Stavroyiannis Finance Research Letters 34 (2020) 101247
A novel validation framework to enhance deep learning models in time-series forecasting Ioannis Livieris, Stavros Stavroyiannis, Emmanuel G. Pintelas, and P. Pintelas Neural Computing and Applications, https://doi.org/10.1007/s00521-020-05169-y (2020)
Ensemble deep learning models for forecasting cryptocurrency time-series Ioannis E. Livieris, Emmanuel Pintelas, Stavros Stavroyannis, Panagiotis Pintelas Algorithms, 13(5), 121, 2020, Special Issue: Ensemble Algorithms and Their Applications
Rural health enterprises in the EU context: A systematic literature review and research agenda Nikolaos Apostolopoulos, Vanessa Ratten, Stavros Stavroyiannis, Ilias Makris, Sotiris Apostolopoulos, and Panagiotis Liargovas Journal of Enterprising Communities: People and Places in the Global Economy (2020) Vol. 14 No. 4, pp. 563-582. https://doi.org/10.1108/JEC-04-2020-0070
Investigating the problem of cryptocurrency price prediction: A deep learning approach Emmanuel Pintelas, Ioannis E. Livieris, Stavros Stavroyiannis, Theodore Kotsilieris, and Panagiotis Pintelas International Federation for Information Processing -IFIP Advances in Information and Communication Technology, In: Maglogiannis I., Iliadis L., Pimenidis E. (eds.) Artificial Intelligence Applications and Innovations. AIAI 2020, Springer Nature Switzerland AG, Cham, vol. 584, pp 99-110. ISBN 978-3-030-49185-7.
An advanced deep learning model for short-term forecasting U.S. natural gas price and movement Ioannis E. Livieris, Emmanuel Pintelas, Niki Kiriakidou, and Stavros Stavroyiannis International Federation for Information Processing -IFIP Advances in Information and Communication Technology, In: Maglogiannis I., Iliadis L., Pimenidis E. (eds.) Artificial Intelligence Applications and Innovations. AFIP AICT WG12.5, MHDW and 5G-PINE 2020, Springer Nature Switzerland AG, Cham, vol. 585, pp 165-176. ISBN 978-3-030-49189-5
Time varying herding behavior within the Eurozone stock markets during crisis periods: Novel evidence from a TVP model Stavros Stavroyiannis, Vassilios Babalos Review of Behavioral Finance, Vol. 12 No. 2, (2019) pp. 83-96 https://doi.org/10.1108/RBF-07-2018-0069
Short and long-run linear and nonlinear causality between FDI and GDP for the US Iias A. Makris, Stavros Stavroyiannis International Journal of Economics and Business Research, Vol. 18, No. 4, (2019) 466-479
Can Bitcoin diversify significantly a portfolio? S. Stavroyiannis International Journal of Economics and Business Research, Vol. 18, No. 4, (2019) 399-411
Weight-constrained neural networks in forecasting tourist volumes: a case study I.E. Livieris, E. Pintelas, T. Kotsilieris, S. Stavroyiannis and P. Pintelas Electronics, 8(9) doi: 10.3390/electronics8091005 (2019) 1005
Herding Behavior in Cryptocurrencies Revisited: Novel evidence from a TVP model Stavros Stavroyiannis, Vassilios Babalos Journal of Behavioral and Experimental Finance, Volume 22, pp. 57-63, June (2019)
The high frequency multifractal properties of Bitcoin Stavros Stavroyiannis, Vassilios Babalos, Stelios Bekiros, Salim Lahmiri, Gazi Uddin Physica A, 520, pp. 62–71, (2019)
Is Anti-herding Behavior Spurious? Stavros Stavroyiannis, Vassilios Babalos, Stelios Bekiros, Salim Lahmiri Finance Research Letters, 29, pp.373-383, (2019)
Modelling volatility persistence under stochasticity assumptions: evidence from common and alternative investments Salim Lahmiri, Stelios Bekiros, Stavros Stavroyiannis, Vassilios Babalos Chaos, Solitons and Fractals 114, pp. 158–163, (2018)
Value-at-Risk and related measures for the Bitcoin S. Stavroyiannis Journal of Risk Finance, Vol 19, Issue 2, pp. 127-135 special section “Digital currencies”, guest edited by Paolo Tasca, (2018)
A note on the Nelson Cao inequality constraints in the GJR-GARCH model: Is there a leverage effect? S. Stavroyiannis International Journal of Economics and Business Research, Vol. 16, No. 4, pp. 442-452 (2018)