Aristeidis Raftapostolos
Personal Details
First Name: | Aristeidis |
Middle Name: | |
Last Name: | Raftapostolos |
Suffix: | |
RePEc Short-ID: | pra1198 |
[This author has chosen not to make the email address public] | |
https://www.arisraftapostolos.com | |
Affiliation
Business School
King's College London
London, United Kingdomhttp://www.kcl.ac.uk/business
RePEc:edi:dmkcluk (more details at EDIRC)
Research output
Jump to: Working papersWorking papers
- Chronopoulos, Ilias & Raftapostolos, Aristeidis & Kapetanios, George, 2023.
"Forecasting Value-at-Risk using deep neural network quantile regression,"
Essex Finance Centre Working Papers
34837, University of Essex, Essex Business School.
- Ilias Chronopoulos & Aristeidis Raftapostolos & George Kapetanios, 2024. "Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression," Journal of Financial Econometrics, Oxford University Press, vol. 22(3), pages 636-669.
- Ilias Chronopoulos & Katerina Chrysikou & George Kapetanios & James Mitchell & Aristeidis Raftapostolos, 2023.
"Deep Neural Network Estimation in Panel Data Models,"
Working Papers
23-15, Federal Reserve Bank of Cleveland.
- Ilias Chronopoulos & Katerina Chrysikou & George Kapetanios & James Mitchell & Aristeidis Raftapostolos, 2023. "Deep Neural Network Estimation in Panel Data Models," Papers 2305.19921, arXiv.org.
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
- Chronopoulos, Ilias & Raftapostolos, Aristeidis & Kapetanios, George, 2023.
"Forecasting Value-at-Risk using deep neural network quantile regression,"
Essex Finance Centre Working Papers
34837, University of Essex, Essex Business School.
- Ilias Chronopoulos & Aristeidis Raftapostolos & George Kapetanios, 2024. "Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression," Journal of Financial Econometrics, Oxford University Press, vol. 22(3), pages 636-669.
Cited by:
- León Beleña & Ernesto Curbelo & Luca Martino & Valero Laparra, 2024. "Second-Moment/Order Approximations by Kernel Smoothers with Application to Volatility Estimation," Mathematics, MDPI, vol. 12(9), pages 1-15, May.
- Christis Katsouris, 2023. "High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods," Papers 2308.16192, arXiv.org.
- Qiu, Zhiguo & Lazar, Emese & Nakata, Keiichi, 2024. "VaR and ES forecasting via recurrent neural network-based stateful models," International Review of Financial Analysis, Elsevier, vol. 92(C).
- Philippe Goulet Coulombe & Mikael Frenette & Karin Klieber, 2023. "From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks," Papers 2311.16333, arXiv.org, revised Apr 2024.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
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 2 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.- NEP-BIG: Big Data (2) 2023-02-27 2023-07-24. Author is listed
- NEP-CMP: Computational Economics (2) 2023-02-27 2023-07-24. Author is listed
- NEP-ECM: Econometrics (2) 2023-02-27 2023-07-24. Author is listed
- NEP-FOR: Forecasting (1) 2023-02-27. Author is listed
- NEP-RMG: Risk Management (1) 2023-02-27. Author is listed
Corrections
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