Kostas Florios

Athens University of Economics and Business

SCHOLARLY PAPERS

7

DOWNLOADS

1,092

SSRN CITATIONS

11

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

A Note on Exact Computation of Max Weighted Score Estimators by Mixed Integer Programming

Number of pages: 22 Posted: 16 Aug 2007 Last Revised: 08 Dec 2008
Kostas Florios and Spyros Skouras
Athens University of Economics and Business and Athens University of Economics and Business - Department of International and European Economic Studies
Downloads 320 (174,568)
Citation 2

Abstract:

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maximum score, mixed integer programming, estimator computation, work-trip mode choice

2.

Exact Computation of Censored Least Absolute Deviations Estimator

Number of pages: 47 Posted: 29 Dec 2013 Last Revised: 07 Dec 2018
Yannis Bilias, Kostas Florios and Spyros Skouras
Athens University of Economics and Business, Athens University of Economics and Business and Athens University of Economics and Business - Department of International and European Economic Studies
Downloads 312 (179,239)
Citation 4

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CLAD estimator, censored regression models, Mixed Integer Programming, disjunctive constraints

3.

A Hyperplanes Intersection Simulated Annealing Algorithm for Maximum Score Estimation

Econometrics and Statistics, Forthcoming
Number of pages: 28 Posted: 10 Mar 2017
Kostas Florios
Athens University of Economics and Business
Downloads 157 (343,257)
Citation 1

Abstract:

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Maximum score estimator,simulated annealing,hyperplanes intersection,local search,comparative analysis,Metaheuristics

4.

Application of the Maximum Score/Maximum Profit Bi-Objective Estimator to Stocks of the Banking Sector in the Athens Stock Exchange

Number of pages: 19 Posted: 16 Jan 2011
Kostas Florios
Athens University of Economics and Business
Downloads 112 (446,305)

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maximum score, multi-objective, evolutionary algorithms, financial time-series, mathematical programming

5.

Tabu Search for Maximum Score Estimator Computation

Number of pages: 30 Posted: 29 Apr 2022 Last Revised: 06 Dec 2022
Kostas Florios, Alexandros Louka and Yannis Bilias
Athens University of Economics and Business, Foundation for Economic and Industrial Research and Athens University of Economics and Business
Downloads 111 (449,323)

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Maximum score estimator, tabu search, simulated annealing, threshold accepting, metaheuristics

6.

Exact Computation of Censored Least Absolute Deviations Estimator for Panel Data with Fixed Effects

Number of pages: 20 Posted: 07 Nov 2023
Kostas Florios, Alexandros Louka and Yannis Bilias
Athens University of Economics and Business, Foundation for Economic and Industrial Research and Athens University of Economics and Business
Downloads 55 (676,854)

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CLAD estimator, censored regression models, panel data, fixed effects, mixed integer programming

7.

LASSO can fix the statistical properties of the CLAD estimator under heavy censoring

Number of pages: 34 Posted: 28 Mar 2024
Kostas Florios, Alexandros Louka and Yannis Bilias
Athens University of Economics and Business, Foundation for Economic and Industrial Research and Athens University of Economics and Business
Downloads 25 (895,273)

Abstract:

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CLAD estimator, censored regression models, LASSO, statistical properties, outliers, heavy censoring, mixed integer programming.