Dr Kostas Triantafyllopoulos

All publications

Books

• Triantafyllopoulos K (2021) Bayesian Inference of State Space Models. Springer International Publishing.

Journal articles

• Kearns B, Stevenson MD, Triantafyllopoulos K & Manca A (2022) Dynamic and flexible survival models for extrapolation of relative survival : a case study and simulation study. Medical Decision Making. View this article in WRRO
• Kearns B, Stevenson MD, Triantafyllopoulos K & Manca A (2021) Comparing current and emerging practice models for the extrapolation of survival data : a simulation study and case-study. BMC Medical Research Methodology, 21(1). View this article in WRRO
• Molaris VA, Triantafyllopoulos K, Papadakis G, Economou P & Bersimis S (2021) The effect of COVID-19 on minor dry bulk shipping : a Bayesian time series and a neural networks approach. Communications in Statistics: Case Studies, Data Analysis and Applications.
• Kearns B, Stevenson M, Triantafyllopoulos K & Manca A (2019) Generalized linear models for flexible parametric modeling of the hazard function. Medical Decision Making, 39(7), 867-878. View this article in WRRO
• Stillman E & Triantafyllopoulos K (2019) The ENBIS‐18 quality and reliability engineering international special issue. Quality and Reliability Engineering International, 35(5), 1277-1278. View this article in WRRO
• Triantafyllopoulos K, Shakandli M & Campbell M (2019) Count time series prediction using particle filters. Quality and Reliability Engineering International. View this article in WRRO
• Iqbal F & Triantafyllopoulos K (2019) Bayesian inference of multivariate rotated GARCH models with skew returns. Communications in Statistics: Simulation and Computation. View this article in WRRO
• Bersimis S & Triantafyllopoulos K (2018) Dynamic Non-parametric Monitoring of Air-Pollution. Methodology and Computing in Applied Probability. View this article in WRRO
• Harris K, Triantafyllopoulos K, Stillman E & McLeay T (2016) A Multivariate Control Chart for Autocorrelated Tool Wear Processes. Quality and Reliability Engineering International, 32(6), 2093-2106. View this article in WRRO
• Triantafyllopoulos K & Bersimis S (2016) Phase II control charts for autocorrelated processes. Quality Technology and Quantitative Management, 13(1), 88-108. View this article in WRRO
• Triantafyllopoulos K & Han S (2013) Detecting Mean-Reverted Patterns in Algorithmic Pairs Trading. Springer Proceedings in Mathematics and Statistics, 30, 127-147.
• Triantafyllopoulos K (2012) Multi-variate stochastic volatility modelling using Wishart autoregressive processes. Journal of Time Series Analysis, 33(1), 48-60.
• Triantafyllopoulos K & Montana G (2011) Dynamic modeling of mean-reverting spreads for statistical arbitrage. Computational Management Science, 8(1-2), 23-49.
• Triantafyllopoulos K (2011) Multi-variate stochastic volatility modelling using Wishart autoregressive processes. Journal of Time Series Analysis.
• Triantafyllopoulos K (2011) Time-varying vector autoregressive models with stochastic volatility. Journal of Applied Statistics, 38(2), 369-382.
• Triantafyllopoulos K (2011) Real-time covariance estimation for the local level model. Journal of Time Series Analysis, 32(2), 93-107.
• Triantafyllopoulos K (2009) Inference of Dynamic Generalized Linear Models: On-Line Computation and Appraisal. INT STAT REV, 77(3), 430-450. View this article in WRRO
• Montana G, Triantafyllopoulos K & Tsagaris T (2009) Flexible least squares for temporal data mining and statistical arbitrage. EXPERT SYST APPL, 36(2), 2819-2830. View this article in WRRO
• Triantafyllopoulos K & Nason GP (2009) A note on state space representations of locally stationary wavelet time series. STAT PROBABIL LETT, 79(1), 50-54. View this article in WRRO
• Triantafyllopoulos K (2008) Missing observation analysis for matrix-variate time series data. STAT PROBABIL LETT, 78(16), 2647-2653. View this article in WRRO
• Triantafyllopoulos K (2008) Multivariate stochastic volatility with Bayesian dynamic linear models. J STAT PLAN INFER, 138(4), 1021-1037. View this article in WRRO
• Triantafyllopoulos K & Harrison PJ (2008) Posterior mean and variance approximation for regression and time series problems. STATISTICS, 42(4), 329-350. View this article in WRRO
• Triantafyllopoulos K (2008) Reference priors for matrix-variate dynamic linear models. COMMUN STAT-THEOR M, 37(6), 947-958. View this article in WRRO
• Triantafyllopoulos K (2007) Covariance estimation for multivariate conditionally Gaussian dynamic linear models. J FORECASTING, 26(8), 551-569.
• Triantafyllopoulos K & Nasonb GP (2007) A Bayesian analysis of moving average processes with time-varying parameters. COMPUT STAT DATA AN, 52(2), 1025-1046.
• Triantafyllopoulos K (2007) Feedback quality adjustment with Bayesian state-space models. APPL STOCH MODEL BUS, 23(2), 145-156.
• Triantafyllopoulos K (2007) A note on the canonical structure of multivariate dynamic linear models. COMMUN STAT-THEOR M, 36(1-4), 563-565.
• Triantafyllopoulos K (2006) Multivariate discount weighted regression and local level models. COMPUT STAT DATA AN, 50(12), 3702-3720.
• Godolphin E & Triantafyllopoulos K (2006) Decomposition of time series models in state-space form. COMPUT STAT DATA AN, 50(9), 2232-2246.
• Triantafyllopoulos K & Pikoulas J (2002) Multivariate Bayesian regression applied to the problem of network security. J FORECASTING, 21(8), 579-594.
• Triantafyllopoulos K & Montana G () Dynamic modeling of mean-reverting spreads for statistical arbitrage.
• Kearns B, Stevenson M, Triantafyllopoulos K & manca A () The extrapolation performance of survival models for data with a cure fraction: a simulation study. Value in Health.
• Hosseini S, Kadir DH & Triantafyllopoulos K () Lomax distribution and asymptotical ML estimations based on record values for probability density function and cumulative distribution function.

Conference proceedings papers

• Kearns BC, Stevenson M, Triantafyllopoulos K & Manca A (2019) PNS327: Do flexible survival models provide better extrapolations than standard survival models? A simulation study. Value in Health, Vol. 22(Supplement 3) (pp S819-S819). Copenhagen, Denmark, 2 November 2019 - 2 November 2019. View this article in WRRO
• Kearns BC, Stevenson M, Triantafyllopoulos K & Manca A (2019) PCN444: Dynamic survival models for incorporating external evidence when extrapolating overall survival: a case study. Value in Health, Vol. 22(S3) (pp S522-S522). Copenhagen, Denmark, 2 November 2019 - 2 November 2019. View this article in WRRO
• Triantafyllopoulos K (2014) Multivariate Stochastic Volatility Estimation Using Particle Filters (pp 335-345)
• Triantafyllopoulos K (2012) Detecting Mean Reverted Patterns in Statistical Arbitrage.. ICPRAM (1)
• Triantafyllopoulos K, Aldebrez FM, Zinober ASI & Tokhi MO (2009) Bayesian dynamic modelling and tracking control for flexible manoeuvring systems. 3rd International Conference on Signals, Circuits and Systems, SCS 2009
• Montana G, Triantafyllopoulos K & Tsagaris T (2008) Data stream mining for market-neutral algorithmic trading. PROCEEDINGS OF THE 23RD ANNUAL ACM SYMPOSIUM ON APPLIED COMPUTING (pp 966-970) View this article in WRRO
• Triantafyllopoulos K (2007) Convergence of discount time series dynamic linear models. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, Vol. 36(9-12) (pp 2117-2127)
• Triantafyllopoulos K (2006) Multivariate control charts based on Bayesian state space models. QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, Vol. 22(6) (pp 693-707)
• Triantafyllopoulos K, Godolphin JD & Godolphin EJ (2005) Process improvement in the microelectronic industry by a state space modelling. QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, Vol. 21(5) (pp 465-475)
• Pikoulas J, Buchanan W, Mannion M & Triantafyllopoulos K (2002) An intelligent agent security intrusion system. NINTH ANNUAL IEEE INTERNATIONAL CONFERENCE AND WORKSHOP ON THE ENGINEERING OF COMPUTER-BASED SYSTEMS, PROCEEDINGS (pp 94-99)
• Pikoulas J, Buchanan WJ, Mannion M & Triantafyllopoulos K (2001) An agent-based Bayesian forecasting model for enhanced network security. EIGHTH ANNUAL IEEE INTERNATIONAL CONFERENCE AND WORKSHOP ON THE ENGINEERING OF COMPUTER BASED SYSTEMS, PROCEEDINGS (pp 247-254)

Preprints

• Kearns B, Stevenson MD, Triantafyllopoulos K & Manca A () Comparing Current and Emerging Practice Models For the Extrapolation of Survival Data: A Simulation Study and Case-Study, Research Square Platform LLC.