Dimitrios D. Thomakos

Available identifiers

zbMath Open thomakos.dimitrios-dMaRDI QIDQ1611120

List of research outcomes

Publication	Date of Publication	Type
Nearest neighbor forecasting using sparse data representation	2022-10-09	Paper
Non-nested model selection based on the quantiles and it’s application in time series	2022-01-19	Paper
Distance-based nearest neighbour forecasting with application to exchange rate predictability	2021-07-13	Paper
Forecasting with the Theta Method	2019-04-09	Paper
An improved moving average technical trading rule	2018-11-13	Paper
Forecasting Multivariate Time Series with the Theta Method	2018-10-12	Paper
Market timing and trading strategies using asset rotation: non-neutral market positioning for exploiting arbitrage opportunities	2018-09-19	Paper
Smoothing non-stationary time series using the discrete cosine transform	2016-10-20	Paper
A review on singular spectrum analysis for economic and financial time series	2012-08-18	Paper
https://portal.mardi4nfdi.de/entity/Q5484086	2006-08-24	Paper
https://portal.mardi4nfdi.de/entity/Q3365733	2006-01-23	Paper
Modeling daily realized futures volatility with singular spectrum analysis	2002-08-21	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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