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Search: person:"Mourtas, Spyridon D."
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Mourtas, Spyridon D.
5
Katsikis, Vasilios N.
4
Cao, Xinwei
2
Li, Shuai
2
Stanimirović, Predrag S.
2
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Computational economics
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ECONIS (ZBW)
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1
Time-varying mean-variance portfolio selection problem solving via LVI-PDNN
Katsikis, Vasilios N.
;
Mourtas, Spyridon D.
; …
- In:
Computers & operations research : and their …
138
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013040817
Saved in:
2
A weights direct determination neuronet for time-series with applications in the industrial indices of the Federal Reserve Bank of St. Louis
Mourtas, Spyridon D.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1512-1524
Persistent link: https://www.econbiz.de/10013465710
Saved in:
3
V-shaped BAS : applications on large portfolios selection problem
Mourtas, Spyridon D.
;
Katsikis, Vasilios N.
- In:
Computational economics
60
(
2022
)
4
,
pp. 1353-1373
Persistent link: https://www.econbiz.de/10013445763
Saved in:
4
Time-varying mean-variance portfolio selection under transaction costs and cardinality constraint problem via Beetle Antennae Search algorithm (BAS)
Katsikis, Vasilios N.
;
Mourtas, Spyridon D.
; …
- In:
Operations research forum
2
(
2021
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012499184
Saved in:
5
ORPIT : a matlab toolbox for option replication and portfolio insurance in incomplete markets
Katsikis, Vasilios N.
;
Mourtas, Spyridon D.
- In:
Computational economics
56
(
2020
)
4
,
pp. 711-721
Persistent link: https://www.econbiz.de/10012390445
Saved in:
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