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Mattheos K. Protopapas

Personal Details

First Name:Mattheos
Middle Name:K.
Last Name:Protopapas
Suffix:
RePEc Short-ID:ppr163
http://netvibes.com/mantzos

Research output

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Jump to: Working papers Articles

Working papers

  1. Francesco Battaglia & Mattheos K. Protopapas, 2010. "Multi-regime models for nonlinear nonstationary time series," Working Papers 026, COMISEF.
  2. Mattheos K. Protopapas & Elias B. Kosmatopoulos, 2009. "Simulation and Use of Heuristics for Peripheral Economic Policy," Papers 0905.3808, arXiv.org.
  3. Protopapas, M.K. & Kosmatopoulos, E.B. & Battaglia, F., 2009. "Coevolutionary Genetic Algorithms for Establishing Nash Equilibrium in Symmetric Cournot Games," MPRA Paper 15375, University Library of Munich, Germany.
  4. Francesco Battaglia & Mattheos Protopapas, 2009. "Time-varying Multi-regime Models Fitting by Genetic Algorithms," Working Papers 009, COMISEF.
  5. Domenico Cucina & Mattheos Protopapas & Antonietta di Salvatore, 2008. "Meta-heuristic Methods for Outliers Detection in Multivariate Time Series," Working Papers 003, COMISEF.
  6. Mattheos K. Protopapas, 2008. "Determination of sequential best replies in n-player games by Genetic Algorithms," Working Papers 002, COMISEF.

Articles

  1. Francesco Battaglia & Mattheos K. Protopapas, 2011. "Time‐varying multi‐regime models fitting by genetic algorithms," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(3), pages 237-252, May.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Francesco Battaglia & Mattheos K. Protopapas, 2010. "Multi-regime models for nonlinear nonstationary time series," Working Papers 026, COMISEF.

    Cited by:

    1. Claudio Pizzi & Francesca Parpinel, 2011. "Evolutionary computational approach in TAR model estimation," Working Papers 2011_26, Department of Economics, University of Venice "Ca' Foscari".
    2. Jaehee Kim & Chulwoo Jeong, 2016. "A Bayesian multiple structural change regression model with autocorrelated errors," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(9), pages 1690-1705, July.
    3. Abdulgani Kahraman & Mehmed Kantardzic & Muhammet Mustafa Kahraman & Muhammed Kotan, 2021. "A Data-Driven Multi-Regime Approach for Predicting Energy Consumption," Energies, MDPI, vol. 14(20), pages 1-17, October.
    4. Baragona Roberto & Cucina Domenico, 2013. "Multivariate Self-Exciting Threshold Autoregressive Modeling by Genetic Algorithms," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 233(1), pages 3-21, February.

  2. Protopapas, M.K. & Kosmatopoulos, E.B. & Battaglia, F., 2009. "Coevolutionary Genetic Algorithms for Establishing Nash Equilibrium in Symmetric Cournot Games," MPRA Paper 15375, University Library of Munich, Germany.

    Cited by:

    1. Johannes Paha, 2010. "Simulation and Prosecution of a Cartel with Endogenous Cartel Formation," MAGKS Papers on Economics 201007, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).

  3. Francesco Battaglia & Mattheos Protopapas, 2009. "Time-varying Multi-regime Models Fitting by Genetic Algorithms," Working Papers 009, COMISEF.

    Cited by:

    1. Frauke Schleer, 2015. "Finding Starting-Values for the Estimation of Vector STAR Models," Econometrics, MDPI, vol. 3(1), pages 1-26, January.
    2. Francesco Battaglia & Mattheos Protopapas, 2012. "An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(3), pages 315-334, August.
    3. Zhenxi Chen & Stefan Reitz, 2020. "Dynamics of the European sovereign bonds and the identification of crisis periods," Empirical Economics, Springer, vol. 58(6), pages 2761-2781, June.
    4. Francesco Battaglia & Mattheos K. Protopapas, 2010. "Multi-regime models for nonlinear nonstationary time series," Working Papers 026, COMISEF.
    5. Francesco Battaglia & Mattheos Protopapas, 2012. "Multi–regime models for nonlinear nonstationary time series," Computational Statistics, Springer, vol. 27(2), pages 319-341, June.
    6. Schleer, Frauke, 2013. "Finding starting-values for maximum likelihood estimation of vector STAR models," ZEW Discussion Papers 13-076, ZEW - Leibniz Centre for European Economic Research.
    7. Francesco Battaglia & Mattheos Protopapas, 2012. "Rejoinder to the discussion of “An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models”," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(3), pages 371-373, August.

Articles

  1. Francesco Battaglia & Mattheos K. Protopapas, 2011. "Time‐varying multi‐regime models fitting by genetic algorithms," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(3), pages 237-252, May.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (2) 2009-05-30 2009-12-05
  2. NEP-ECM: Econometrics (2) 2009-12-05 2010-04-17
  3. NEP-ETS: Econometric Time Series (2) 2009-12-05 2010-04-17
  4. NEP-EVO: Evolutionary Economics (1) 2009-05-30
  5. NEP-GTH: Game Theory (1) 2009-05-30
  6. NEP-ORE: Operations Research (1) 2010-04-17

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