Ioannis Chalkiadakis

ESC Rennes School of Business

Rue Robert d'arbrissel, 2

Rennes, 35000

France

INRAE INSTIT

France

Heriot-Watt University - Department of Computer Science

Edinburgh

United Kingdom

  • ESC Rennes School of Business

  • INRAE INSTIT

  • Heriot-Watt University - Department of Computer Science

SCHOLARLY PAPERS

6

DOWNLOADS

340

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (6)

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1.

Hybrid ARDL-MIDAS-Transformer Time-Series Regressions for Multi-Topic Crypto Market Sentiment Driven by Price and Technology Factors

Number of pages: 57 Posted: 21 Aug 2021 Last Revised: 03 Sep 2021
Ioannis Chalkiadakis, Gareth Peters, Matthew Ames and Matthew Ames
ESC Rennes School of Business, University of California Santa Barbara and The Institute of Statistical MathematicsResilientML
Downloads 239 (197,092)

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MIDAS; Transformer; multi-scale resolution data; sentiment modelling; natural language processing; Gegenbauer long memory

2.

Infection Rate Models for COVID-19: Model Risk and Public Health News Sentiment Exposure Adjustments.

Number of pages: 34 Posted: 14 Apr 2021
Ioannis Chalkiadakis, Hongxuan Yan, Gareth Peters and Pavel V. Shevchenko
ESC Rennes School of Business, The University of Sydney - School of Mathematics and Statistics, University of California Santa Barbara and Macquarie University - Department of Actuarial Studies and Business Analytics
Downloads 69 (501,167)
Citation 1

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COVID-19, GLARMA, growth models, model risk, natural language processing, sentiment analysis

3.

On-chain analytics for sentiment-driven statistical causality in cryptocurrencies: Supplementary appendix

Number of pages: 183 Posted: 06 Apr 2021 Last Revised: 24 Nov 2021
Ioannis Chalkiadakis, Anna Zaremba, Gareth Peters and Mike J. Chantler
ESC Rennes School of Business, affiliation not provided to SSRN, University of California Santa Barbara and Heriot-Watt University - Department of Computer Science
Downloads 32 (687,565)

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Multiple-Output Gaussian Process, Granger causality, sentiment index, sentiment analysis, text mining, multimodal systems, heterogeneous data, cryptocurrencies, cryptocoin markets, natural language processing

4.

Vocal and Text Emotion Formant Analysis with Graph Lasso and Empirical Mode Decomposition in Political Speech

Posted: 13 Feb 2023
Marta Campi, Ioannis Chalkiadakis and Gareth Peters
UCL, ESC Rennes School of Business and University of California Santa Barbara

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EMD, Graph Lasso, Sentiment Analysis, Text Features

5.

On-chain Analytics for Sentiment-driven Statistical Causality in Cryptocurrencies

Posted: 11 Feb 2021 Last Revised: 22 Nov 2021
Ioannis Chalkiadakis, Anna Zaremba, Gareth Peters and Mike J. Chantler
ESC Rennes School of Business, affiliation not provided to SSRN, University of California Santa Barbara and Heriot-Watt University - Department of Computer Science

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Multiple-Output Gaussian Process, Granger causality, sentiment index, sentiment analysis, text mining, multimodal systems, heterogeneous data, cryptocurrencies, cryptocoin markets, natural language processing

6.

A Statistical Analysis of Text: Embeddings, Properties and Time-Series Modeling

Posted: 11 Feb 2021 Last Revised: 17 Aug 2022
Ioannis Chalkiadakis and Gareth Peters
ESC Rennes School of Business and University of California Santa Barbara

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natural language, text processing, long memory, persistence, multifractal time-series, Brownian bridge, Multiple-Output Gaussian Processes, item-response models, contingency tables