{"id":2,"date":"2015-06-17T13:31:10","date_gmt":"2015-06-17T12:31:10","guid":{"rendered":"http:\/\/blogs.kent.ac.uk\/antonis\/?page_id=2"},"modified":"2019-11-04T15:16:57","modified_gmt":"2019-11-04T15:16:57","slug":"publications","status":"publish","type":"page","link":"https:\/\/blogs.kent.ac.uk\/antonis\/publications\/","title":{"rendered":"Publications"},"content":{"rendered":"

 <\/p>\n

Books<\/strong><\/p>\n

    \n
  1. Alexandridis, A. K. and Zapranis, A. (2014). Wavelet Neural Networks: With Applications in Financial Engineering, Chaos, and Classification<\/a>. New Jersey, USA: John Wiley & Sons.<\/li>\n
  2. Alexandridis, A. K. and Zapranis, A. (2013). Weather Derivatives: Modeling and Pricing Weather-Related Risk<\/a>. New York, USA: Springer.<\/li>\n<\/ol>\n

    Book Chapters<\/strong><\/p>\n

      \n
    1. Zapranis, A. and Alexandridis, A. K. (2009). Model Identification in Wavelet Neural Networks<\/a> Framework. in: Iliadis, L. S. et al. eds. Artificial Intelligence Applications and Innovations. New York, USA: Springer, pp. 267-277.<\/li>\n<\/ol>\n

      Articles<\/strong><\/p>\n

        \n
      1. Alexandridis, A. K. and Hasan, M. (2019). Global financial crisis and multiscale systematic risk: Evidence from selected European stock markets. International Journal of Finance and Economics. (accepted, forthcoming)<\/li>\n
      2. Messis, P., Alexandridis, A.K. and Zapranis, A. (2019). Testing and comparing conditional risk-return relationship with a new approach in the cross-sectional framework. International Journal of Finance and Economics. (accepted, forthcoming)<\/li>\n
      3. Sultan, J., Alexandridis, A.K. , Hasan, M. and Guo, X. (2019). Hedging Performance of Multiscale Hedge Ratios<\/a>. Journal of Futures Markets. 39, 1613\u20131632.DOI: https:\/\/doi.org\/10.1002\/fut.22047.<\/li>\n
      4. \n
        Cramer, S., Kampouridis, M., Freitas, A. A., & Alexandridis, A.<\/span> (2019).<\/span> Stochastic model genetic programming: Deriving pricing equations for rainfall weather derivatives<\/span><\/a>. Swarm and Evolutionary Computation<\/em>, 46, 184-200.<\/span><\/div>\n<\/li>\n
      5. \n
        Alexandridis,\u00a0A. K., Karlis, D., Papastamos D., and Andritsos, D.<\/span> (2018).<\/span> “Real Estate valuation and forecasting in non-homogeneous markets: A case study in Greece during the financial crisis<\/a>“,<\/span> Journal of the Operational Research Society<\/em>. 1-15.
        \n<\/span><\/div>\n<\/li>\n
      6. Cramer, S., Kampouridis, M., Freitas, A., Alexandridis, A. K. (2017). \u201cAn extensive evaluation of seven machine learning methods for rainfall prediction in weather derivatives.<\/a>\u201d Expert Systems with Applications<\/em>. 85, 169-181.<\/li>\n
      7. Alexandridis, A. K., Kampouridis, M., Cramer, S. (2017). “A Comparison between Wavelet Networks and Genetic Programming in the Context of Temperature Derivatives.<\/a>” International Journal of Forecasting.\u00a0<\/em>33 (1):21-47<\/li>\n
      8. Androvitsaneas, V. P., Alexandridis, A. K., Gonos, I. F., Dounias, G. D., and Stathopulos, I. A. (2016). “Wavelet neural network methodology for ground resistance forecasting.<\/a>” Electric Power Systems Research<\/em>, 140, 288-295.<\/li>\n
      9. Alexandridis, A. K. and Zapranis, A. (2013). “Wind Derivatives: Modeling and Pricing.<\/a>” Computational Economics<\/em>.\u00a0 41:299-326.<\/li>\n
      10. Alexandridis, A. K. and Zapranis, A. (2013). “Wavelet Neural Networks: A Practical Guide<\/a>.” Neural Networks<\/em>. 42:1-27.<\/li>\n
      11. Zapranis, A. and Alexandridis, A. K. (2011). “Modeling and Forecasting CAT and HDD Indices For Weather Derivative Pricing.<\/a>” Neural Computing & Applications<\/em>. 20:787-801.<\/li>\n
      12. Zapranis, A. and Alexandridis, A. K. (2009). Weather Derivatives Pricing: Modeling the Seasonal Residual Variance of an Ornstein-Uhlenbeck Temperature Process with Neural Network.<\/a> Neurocomputing<\/em>. 73:37-48.<\/li>\n
      13. Zapranis, A. and Alexandridis, A. K. (2008). “Modelling the Temperature Time-dependent Speed of Mean Reversion in the Context of Weather Derivatives Pricing.<\/a>” Applied Mathematical Finance<\/em>. 15:355-386.<\/li>\n<\/ol>\n

        International Conferences <\/strong><\/p>\n

          \n
        1. Alexandridis, A., Karlis, D. and Papastamos, D. (2019) \u201cAutomatic Mass Valuation for Non-Homogeneous Housing Markets\u201d. 39th International Symposium on Forecasters, Thessaloniki, Grece, 16-19 June 2019.<\/li>\n
        2. Alexandridis A. and Panopoulou, E. (2019) \u201cDenoising the Equity Premium\u201d 39th International Symposium on Forecasters, Thessaloniki, Grece, 16-19 June 2019.<\/li>\n
        3. Alexandridis, A. and Ladas, A. (2019) “Multiscale Network Analysis for Financial Contagion”. Financial Engineering and Banking Society, Prague, Czech Republic, 30 May \u2013 1 June 2019.<\/li>\n
        4. Radi, S., Pappas, V. and Alexandridis, A. (2019) \u201cIslamic vs. conventional bond ratings: Determinants and forecastability\u201d. Financial Engineering and Banking Society, Prague, Czech Republic, 30 May \u2013 1 June 2019.<\/li>\n
        5. Alexandridis, A.K., Gzyl, H. ter Horst, E., Molina, G. (2017). \u201cExtracting risk neutral densities for weather derivatives pricing using the maximum entropy method.\u201d In: 11th International Conference on Computational and Financial Econometrics. Londond, UK, 16th \u2013 18th December, 2017.<\/li>\n
        6. Hassan, M. S., Sultan, J., Alexandridis, A. K., (2017). \u201cAn Econometric Investigation of Hedging Performance of Multi-Scale Hedge Ratios.\u201d In: World Finance Conference. Sardinia, Italy, 26th<\/sup> \u2013 28th<\/sup> July 2017.<\/li>\n
        7. Alexandridis, A.K., Karlis, D., Papastamos, D., (2017). “Real Estate valuation and forecasting in non-homogeneous markets: A case study in Greece during the financial crisis.” In: 7th<\/sup> International Conference of the Financial Engineering and Banking Society. Glasgow, Scotland, 1st<\/sup> -3rd<\/sup> June, 2017.<\/li>\n
        8. Cramer, S., Kampouridis, M., Freitas, A. A., and Alexandridis, A. (2017). \u201cPricing Rainfall Based Futures Using Genetic Programming.\u201d In: EvoBafin, <\/em>EvoStar. Amsterdam, Holland, 19 \u2013 21 April 2017.<\/li>\n
        9. Alexandridis, A. K., and Hasan, M. (2016). “Global Financial Crisis and Multiscale Systematic Risk: Evidence from Selected European Markets”. In: Financial Econometrics and Empirical Asset Pricing Conference, Lancaster, UK, 30 June \u2013 1st July, 2016<\/li>\n
        10. Cramer, S., Kampouridis, M., Freitas, A. A., and Alexandridis, A. (2015). “Predicting Rainfall in the Context of Rainfall Derivatives Using Genetic Programming.” IEEE Computational Intelligence for Financial Engineering & Economics, Symposium Series on Computational Intelligence, Cape Town, South Africa, 7 \u2013 10 December, 2015.<\/li>\n
        11. Alexandridis, A., and Hasan, M. S. (2015). “Analysing the Multiscale Systematic Risk During the Global Financial Crisis: Evidence from Selected European Stock Markets.” 14th Hellenic Finance and Accounting Association, Athens, Greece, 18-19 December, 2015.<\/span><\/li>\n
        12. Messis, P., Alexandridis, A., and Zapranis, A. (2015). “Cross-sectional conditional risk return analysis in the sorted beta framework: A novel Two Factor Model.” 14th Hellenic Finance and Accounting Association, Athens, Greece, 18-19 December, 2015.<\/span><\/li>\n
        13. Messis, P., Alexandridis, A. K., and Zapranis, A. D. (2014). “Testing and Comparing Conditional CAPM with A New Approach in the Cross-Sectional Framework.” International work-conference on Time Series-ITISE 2014, Granada, Spain, 25-27 June, 2014.<\/li>\n
        14. Tsinaslanidis, P., Alexandridis, A., Zapranis, A., and Livanis, E. (2014). “Dynamic Time Warping as a Similarity Measure: Applications in Finance.” 13th Hellenic Finance and Accounting Association Conference, Volos, Greece, 12-13 December, 2014.<\/li>\n
        15. Androvitsaneas, V. P., Gonos, I. F., Alexandridis, A. K., and Dounias, G. (2014). “Wavelet neural networks for ground resistance estimation.” International Conference on High Voltage Engineering and Application, Poznan, Poland, 8-11 September, 2014.<\/li>\n
        16. Alexandridis, A. K. (2013). Non-linear non-parametric temperature modeling in the context of weather derivatives pricing. in: Actuarial and Financial Mathematics Conference.<\/li>\n
        17. Alexandridis, A. K., and Hasan, M. (2013). “Global Financial Crisis and Multiscale Systematic Risk: Evidence from Selected European Markets.” The impact of Global Financial Crisis: on Banks, Financial Markets and Institutions in Europe, University of Southampton, UK, 25-26 April, 2013.<\/li>\n
        18. Alexandridis, A. K., Zapranis, A., Livanis, E., and Tsinaslanidis, P. (2013). “Business failure prediction using neural networks and wavelet neural networks.” 12th Hellenic Finance and Accounting Association Conference, Thessaloniki, Greece, 13-14 December, 2013.<\/li>\n
        19. Alexandridis, A. K., and Kampouridis, M. (2013). “Temperature Forecasting in the Concept of Weather Derivatives: A Comparison between Wavelet Networks and Genetic Programing.” 13th EANN Halkidiki, Greece, 13-16 September, 2013.<\/li>\n
        20. Alexandridis, A. K. and Zapranis, A. (2012). Modeling and Pricing European Temperature in the Context of Weather Derivative Pricing. in: 4th International Conference on Accounting and Finance, Corfu, Greece, 30-31 August, 2012.<\/li>\n
        21. Alexandridis, A. K., and Zapranis, A. D. (2011). “Wind Derivatives: Modeling and Pricing.” Financial Engineering and Banking Society (F.E.B.S.), Chania, Greece, 10-12 June, 2011.<\/li>\n
        22. Zapranis, A. and Alexandridis, A. K. (2009). Model Identification in Wavelet Neural Networks Framework. in: 5th IFIP Conference on Artificial Intelligence Applications & Innovations, Thessaloniki, Greece, 23-25 April, 2009.<\/li>\n
        23. Zapranis, A. and Alexandridis, A. K. (2009). Modeling and Forecasting CAT and HDD Indices For Weather Derivative Pricing. in: 11th Engineering Applications of Neural Networks, London, UK, 27-29 August, 2009.<\/li>\n
        24. Zapranis, A. and Alexandridis, A. K. (2008). Analyzing Crude Oil Prices and Returns Using Wavelet Analysis and Wavelet Networks. in: 7th Hellenic Finance and Accounting Association, Chania, Greece, 12-14 December, 2008.<\/li>\n
        25. Zapranis, A. and Alexandridis, A. K. (2008). Forecasting Cash Money Withdrawals Using Wavelet Analysis and Wavelet Neural Networks. in: 5th Applied Financial Economics, Samos, Greece, 3-5 July, 2008.<\/li>\n
        26. Alexandridis, A. K. and Livanis, E. (2008). Forecasting Crude Oil Prices Using Wavelet Neural Networks. in: 5th \u03a6\u03a3\u0394\u0395\u03a4, Athens, Greece, 8 May, 2008.<\/li>\n
        27. Zapranis, A. and Alexandridis, A. K. (2007). Weather Derivatives Pricing: Modeling the Seasonal Residual Variance of an Ornstein-Uhlenbeck Temperature Process with Neural Network. in: 10th Engineering Applications of Neural Networks, Thessaloniki, Greece, 29-31 August, 2007.<\/li>\n
        28. Zapranis, A. and Alexandridis, A. (2007). Wavelet Neural Networks For Weather Derivatives Pricing. in: 6th Hellenic Finance and Accounting Association, Patra, Greece, 14-15 December, 2007.<\/li>\n
        29. Zapranis, A. and Alexandridis, A. K. (2007). Modeling Temperature Time-Dependent Mean Reversion with Neural Networks in the Context of Weather Derivatives Pricing. in: HERCMA, Athens, Greece, September, 2007.<\/li>\n
        30. Zapranis, A. and Alexandridis, A. K. (2006). Weather Analysis & Weather Derivative Pricing. in: 5th Hellenic Finance and Accounting Association, Thessaloniki, Greece, 15-16 December, 2006.<\/li>\n<\/ol>\n","protected":false},"excerpt":{"rendered":"

            Books Alexandridis, A. K. and Zapranis, A. (2014). Wavelet Neural Networks: With Applications in Financial Engineering, Chaos, and Classification. New Jersey, USA: John Wiley & Sons. Alexandridis, A. K. and Zapranis, A. (2013). Weather Derivatives: Modeling and Pricing Weather-Related Risk. New York, USA: Springer. Book Chapters Zapranis, A. and Alexandridis, A. K. (2009). Model […]<\/p>\n","protected":false},"author":40701,"featured_media":0,"parent":0,"menu_order":2,"comment_status":"closed","ping_status":"closed","template":"","meta":[],"_links":{"self":[{"href":"https:\/\/blogs.kent.ac.uk\/antonis\/wp-json\/wp\/v2\/pages\/2"}],"collection":[{"href":"https:\/\/blogs.kent.ac.uk\/antonis\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/blogs.kent.ac.uk\/antonis\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/blogs.kent.ac.uk\/antonis\/wp-json\/wp\/v2\/users\/40701"}],"replies":[{"embeddable":true,"href":"https:\/\/blogs.kent.ac.uk\/antonis\/wp-json\/wp\/v2\/comments?post=2"}],"version-history":[{"count":26,"href":"https:\/\/blogs.kent.ac.uk\/antonis\/wp-json\/wp\/v2\/pages\/2\/revisions"}],"predecessor-version":[{"id":338,"href":"https:\/\/blogs.kent.ac.uk\/antonis\/wp-json\/wp\/v2\/pages\/2\/revisions\/338"}],"wp:attachment":[{"href":"https:\/\/blogs.kent.ac.uk\/antonis\/wp-json\/wp\/v2\/media?parent=2"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}