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Theodoros Tsagaris

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This is information that was supplied by Theodoros Tsagaris in registering through RePEc. If you are Theodoros Tsagaris , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Theodoros
Middle Name:
Last Name: Tsagaris
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RePEc Short-ID: pts78

Email: [This author has chosen not to make the email address public]
Homepage: http://www.theodorostsagaris.com/
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Affiliation

Works

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Working papers

  1. Theodoros Tsagaris & Ajay Jasra & Niall Adams, 2010. "Robust and Adaptive Algorithms for Online Portfolio Selection," Papers 1005.2979, arXiv.org.
  2. Theodoros Tsagaris, 2008. "Statistical Arbitrage and Optimal Trading with Transaction Costs in Futures Markets," Papers 0801.3348, arXiv.org.
  3. Giovanni Montana & Kostas Triantafyllopoulos & Theodoros Tsagaris, 2007. "Flexible least squares for temporal data mining and statistical arbitrage," Papers 0709.3884, arXiv.org.

Articles

  1. Ajay Jasra & David A. Stephens & Arnaud Doucet & Theodoros Tsagaris, 2011. "Inference for Lévy‐Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics & Finnish Statistical Society & Norwegian Statistical Association & Swedish Statistical Association, vol. 38(1), pages 1-22, 03.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (1) 2010-05-29. Author is listed

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