Category Archives: news

Dr Antonis Alexandridis has published his second book, co-authored with Achilleas D. Zapranis.  Wavelet Neural Networks: With Applications in Financial Engineering, Chaos, and Classification. Wiley. From the Publishers description: Through extensive examples and case studies, Wavelet Neural Networks provides a step-by-step introduction to … Continue reading →

Professor Radu Tunaru has published, jointly with Frank Fabozzi and Arturo Leccadito  the paper Extracting Market Information from Equity Options with Exponential Levy Processes, in the Journal of Economic Dynamics and Control, 2014, vol. 38, pp. 125-141. The article has been … Continue reading →

Dr Ekaterini Panopoulou’s (KBS) paper “Regime-switching models for exchange rates”, joint with Theologos Pantelidis (University of Macedonia, Greece) has been accepted for publication in the European Journal of Finance. This paper was previously circulated under the title of: “The Forecasting … Continue reading →

Dr Ekaterini Panopoulou’s (KBS) paper “Fama French Factors and US Stock Return Predictability”, joint with Sotiria Plastira (University of Piraeus, Greece) has been accepted for publication in the Journal of Asset Management. For more details, please go to: http://ssrn.com/abstract=1804927

On March 7, Dr Ekaterini Panopoulou presented a recent research paper entitled ‘Out-of-sample equity premium prediction: A complete subset quantile regression approach’ (joint with L. Meligkotsidou, I. Vrontos and S. Vrontos) at the economics and Finance seminar series of the … Continue reading →

Professor Radu Tunaru participated in the SUERF Conference on “Two ends of the spectrum – the challenges of risk management and effective resolution”, bringing together top academics and policy makers from UK and Europe.

Dr. Moorad Choudhry, IPO treasurer RBS, has given a plenary talk “Core Risk Management Principles of Banking: Implications for Future Strategy” to postgraduate students studying for MSc Financial Markets and MSc Financial Services in Banking in the Kent Business School. … Continue reading →

Dr. Raquel López García from Departamento de Análisis Económico y Finanzas, Facultad de Ciencias Económicas y Empresariales, University of Castilla-La Mancha is visiting CeQuFin in Kent Business School for a period of almost three months to work on a research … Continue reading →