Nick Kondakis

NGSQ International, Ltd

Hauppauge, NY

United States

SCHOLARLY PAPERS

5

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1,590

CITATIONS

1

Scholarly Papers (5)

1.

Detecting Statistical Arbitrage Opportunities Using a Combined Neural Network - GARCH Model

Number of pages: 14 Posted: 15 Jan 2012 Last Revised: 24 Jan 2012
Nikolaos S. Thomaidis and Nick Kondakis
School of Economics, Aristotle University of Thessaloniki and NGSQ International, Ltd
Downloads 835 (27,343)

Abstract:

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2.

Optimal Portfolio Allocation Strategies with Dynamic Factor Models

Number of pages: 20 Posted: 17 Jan 2012 Last Revised: 31 Oct 2012
School of Economics, Aristotle University of Thessaloniki, Deloitte Consulting and NGSQ International, Ltd
Downloads 755 (31,424)
Citation 1

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Fama and French Factors, Multivariate Models of Volatility, Constant Conditional Correlation, Dynamic Conditional Correlation, Mean-Variance Portfolio Optimisation

3.

Intra-Day Returns Transmissions between US and European Equity Markets

Journal of Financial Decision Making, Vol. 5, No. 2, 2009
Posted: 04 Feb 2008 Last Revised: 08 Nov 2011
School of Economics, Aristotle University of Thessaloniki, NGSQ International, Ltd and affiliation not provided to SSRN

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intermaket linkages, returns transmission, VAR models, robustified causality and serial correlation tests, impulse response graphs

4.

An Intelligent Statistical Arbitrage Trading System

'ADVANCES IN ARTIFICIAL INTELLIGENCE', LECTURE NOTES IN ARTIFICIAL INTELLIGENCE, p. 3955, Grigoris Antoniou et al., ed., 2006
Posted: 24 Mar 2006 Last Revised: 08 Nov 2011
Nikolaos S. Thomaidis and Nick Kondakis
School of Economics, Aristotle University of Thessaloniki and NGSQ International, Ltd

Abstract:

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Statistical arbitrage, Neural Networks, GARCH models

5.

Financial Statistical Modelling With a New Nature-Inspired Technique

Presented in the 1st European Symposium on Nature-Inspired Smart-Information Systems (NISIS), Albufeira, Portugal, 2005
Posted: 24 Mar 2006 Last Revised: 22 Jun 2011
School of Economics, Aristotle University of Thessaloniki, University of the Aegean - Department of Financial Engineering and Management and NGSQ International, Ltd

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Neural Networks, Volatility Forecasting, GARCH Models