Details about Theodoros Tsagaris

Access statistics for papers by Theodoros Tsagaris.

Last updated 2021-06-08. Update your information in the RePEc Author Service.

Short-id: pts78

Working Papers

2010

1. Robust and Adaptive Algorithms for Online Portfolio Selection
   Papers, arXiv.org View citations (1)
   See also Journal Article Robust and adaptive algorithms for online portfolio selection, Quantitative Finance, Taylor & Francis Journals (2012) View citations (3) (2012)

2008

2. Statistical Arbitrage and Optimal Trading with Transaction Costs in Futures Markets
   Papers, arXiv.org

2007

3. Flexible least squares for temporal data mining and statistical arbitrage
   Papers, arXiv.org View citations (14)

Journal Articles

2012

1. Robust and adaptive algorithms for online portfolio selection
   Quantitative Finance, 2012, 12, (11), 1651-1662 View citations (3)
   See also Working Paper Robust and Adaptive Algorithms for Online Portfolio Selection, Papers (2010) View citations (1) (2010)

2011

2. Inference for Lévy‐Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo
   Scandinavian Journal of Statistics, 2011, 38, (1), 1-22 View citations (29)