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Petros Dellaportas

Personal Details

First Name:Petros
Middle Name:
Last Name:Dellaportas
Suffix:
RePEc Short-ID:pde1116
[This author has chosen not to make the email address public]
http://www.homepages.ucl.ac.uk/~ucakpde/

Affiliation

University College London, Department of Statistical Science

https://www.ucl.ac.uk/statistics
UK, London

Research output

as
Jump to: Working papers Articles

Working papers

  1. Angelos Alexopoulos & Petros Dellaportas & Omiros Papaspiliopoulos, 2019. "Bayesian prediction of jumps in large panels of time series data," Papers 1904.05312, arXiv.org, revised Apr 2021.
  2. Jørgen Vitting Andersen & Ioannis D. Vrontos & Petros Dellaportas & Serge Galam, 2015. "A Socio-Finance Model: Inference and empirical application," Documents de travail du Centre d'Economie de la Sorbonne 15076, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  3. Petros Dellaportas & Aleksandar Mijatovi'c, 2014. "Arbitrage-free prediction of the implied volatility smile," Papers 1407.5528, arXiv.org.
  4. Jørgen Vitting Andersen & Ioannis Vrontos & Petros Dellaportas & Serge Galam, 2014. "Communication impacting financial markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01215750, HAL.
  5. Konstantinos Kalogeropoulos & Gareth O. Roberts & Petros Dellaportas, 2007. "Inference for stochastic volatility models using time change transformations," Papers 0711.1594, arXiv.org.
  6. Konstantinos Kalogeropoulos & Petros Dellaportas & Gareth O. Roberts, 2007. "Likelihood-based inference for correlated diffusions," Papers 0711.1595, arXiv.org.

Articles

  1. Petros Dellaportas & Evangelos Ioannidis & Christos Kotsogiannis, 2021. "Sample size determination for risk‐based tax auditing," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(2), pages 479-493, April.
  2. Petros Dellaportas & David A. Stephens, 2020. "Interview with Professor Adrian FM Smith," International Statistical Review, International Statistical Institute, vol. 88(2), pages 265-279, August.
  3. Dellaportas, Petros & Tsionas, Mike G., 2019. "Importance sampling from posterior distributions using copula-like approximations," Journal of Econometrics, Elsevier, vol. 210(1), pages 45-57.
  4. Angelos Alexopoulos & Petros Dellaportas & Jonathan J. Forster, 2019. "Bayesian forecasting of mortality rates by using latent Gaussian models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 182(2), pages 689-711, February.
  5. Veni Arakelian & Petros Dellaportas & Roberto Savona & Marika Vezzoli, 2019. "Sovereign risk zones in Europe during and after the debt crisis," Quantitative Finance, Taylor & Francis Journals, vol. 19(6), pages 961-980, June.
  6. Axel Finke & Ruth King & Alexandros Beskos & Petros Dellaportas, 2019. "Efficient Sequential Monte Carlo Algorithms for Integrated Population Models," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 24(2), pages 204-224, June.
  7. Veni Arakelian & Petros Dellaportas, 2012. "Contagion determination via copula and volatility threshold models," Quantitative Finance, Taylor & Francis Journals, vol. 12(2), pages 295-310, October.
  8. Petros Dellaportas & Ioannis Kontoyiannis, 2012. "Control variates for estimation based on reversible Markov chain Monte Carlo samplers," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 74(1), pages 133-161, January.
  9. M. Papathomas & P. Dellaportas & V. G. S. Vasdekis, 2011. "A novel reversible jump algorithm for generalized linear models," Biometrika, Biometrika Trust, vol. 98(1), pages 231-236.
  10. Giannikis, D. & Vrontos, I.D. & Dellaportas, P., 2008. "Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 52(3), pages 1549-1571, January.
  11. P. Dellaportas & I. D. Vrontos, 2007. "Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models," Econometrics Journal, Royal Economic Society, vol. 10(3), pages 503-520, November.
  12. Petros Dellaportas & David G. T. Denison & Chris Holmes, 2007. "Flexible Threshold Models for Modelling Interest Rate Volatility," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 419-437.
  13. Petros Dellaportas & Nial Friel & Gareth O. Roberts, 2006. "Bayesian model selection for partially observed diffusion models," Biometrika, Biometrika Trust, vol. 93(4), pages 809-825, December.
  14. Petros Dellaportas & Claudia Tarantola, 2005. "Model determination for categorical data with factor level merging," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(2), pages 269-283, April.
  15. Stephens, David A. & Crowder, Martin J. & Dellaportas, Petros, 2004. "Quantification of automobile insurance liability: a Bayesian failure time approach," Insurance: Mathematics and Economics, Elsevier, vol. 34(1), pages 1-21, February.
  16. Gareth O. Roberts & Omiros Papaspiliopoulos & Petros Dellaportas, 2004. "Bayesian inference for non‐Gaussian Ornstein–Uhlenbeck stochastic volatility processes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(2), pages 369-393, May.
  17. I. D. Vrontos & P. Dellaportas & D. N. Politis, 2003. "A full-factor multivariate GARCH model," Econometrics Journal, Royal Economic Society, vol. 6(2), pages 312-334, December.
  18. Christian P. Robert & Xiao‐Li Meng & Jesper Møller & Jeffrey S Rosenthal & C Jennison & M. A Hurn & F Al‐Awadhi & Peter McCullagh & Christophe Andrieu & Arnaud Doucet & Petros Dellaportas & Ioulia Pap, 2003. "Discussion on the paper by Brooks, Giudici and Roberts," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 39-55, January.
  19. Michalis Linardakis & Petros Dellaportas, 2003. "Assessment of Athens's metro passenger behaviour via a multiranked probit model," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 52(2), pages 185-200, May.
  20. Ioannis Ntzoufras & Petros Dellaportas, 2002. "Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty," North American Actuarial Journal, Taylor & Francis Journals, vol. 6(1), pages 113-125.
  21. Petros Dellaportas & Adrian F. M. Smith & Photis Stavropoulos, 2001. "Bayesian analysis of mortality data," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 164(2), pages 275-291.
  22. Petros Dellaportas & Dimitris Karlis, 2001. "A Simulation Approach to Nonparametric Empirical Bayes Analysis," International Statistical Review, International Statistical Institute, vol. 69(1), pages 63-79, April.
  23. I. D. Vrontos & S. G. Giakoumatos & P. Dellaportas & D. N. Politis, 2001. "An application of three bivariate time‐varying volatility models," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 17(1), pages 121-133, January.
  24. Vrontos, I D & Dellaportas, P & Politis, D N, 2000. "Full Bayesian Inference for GARCH and EGARCH Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(2), pages 187-198, April.
  25. P. Dellaportas & A. F. M. Smith, 1993. "Bayesian Inference for Generalized Linear and Proportional Hazards Models Via Gibbs Sampling," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 42(3), pages 443-459, September.

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 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-ECM: Econometrics (3) 2007-11-17 2007-11-17 2019-04-15
  2. NEP-ETS: Econometric Time Series (3) 2007-11-17 2007-11-17 2019-04-15
  3. NEP-FMK: Financial Markets (2) 2014-05-04 2014-11-01
  4. NEP-ICT: Information and Communication Technologies (2) 2007-11-17 2007-11-17
  5. NEP-RMG: Risk Management (1) 2014-07-28

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