8 Michalon Str
Chios, GR 82 100
Greece
http://decision.fme.aegean.gr
University of the Aegean - Department of Financial Engineering & Management - Decision & Management Engineering Laboratory
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Fama and French Factors, Multivariate Models of Volatility, Constant Conditional Correlation, Dynamic Conditional Correlation, Mean-Variance Portfolio Optimisation
Digital assets, Blockchain technology, Regulatory frameworks, Decentralized finance, Non-fungible tokens
Portfolio selection, ant colony optimisation, particle swarm intelligence, GARCH and EGARCH models
spatial resource allocation, wind power, copulas, capacity distribution plan
Wind energy, volumetric risk, aggregation, hedging, wind power futures, risk decomposition
Day-ahead power market, Interactive fixed-effects panel model, Long memory, Fractional cointegration, Panel smooth-transition regression, Fundamental power pricing
Multi-level factor models, power price dynamics, day-ahead electricity markets, PJM interconnection
Wind Turbine Investment, Risk analysis, Electricity Price Forecasting, Cash Flow Estimation, Scenario Analysis
Neural Networks, Lagrange Multiplier Tests, GARCH models, Monte Carlo
Equity Investment Styles, Asymmetric Tail Dependence, Copulas, Portfolio Optimisation
Computational Methods in Financial Econometrics, Multivariate GARCH models, Portfolio Optimization
intermaket linkages, returns transmission, VAR models, robustified causality and serial correlation tests, impulse response graphs
neural networks, volatility forecasting, GARCH models, LM tests
Neural Networks, GARCH models, Maximum Likelihood, Conditional Densities
neural networks, volatility forecasting, GARCH models, quasi maximum likelihood theory
Statistical arbitrage, Neural Networks, GARCH models
Neural Networks, Volatility Forecasting, GARCH Models