Modelling volatility persistence under stochasticity assumptions: evidence from common and alternative investments[J] CHAOS SOLITONS & FRACTALS 2018(114) Lahmiri, Salim Bekiros, Stelios Stavroyiannis, Stavros Babalos, Vassilios
Smoothing and stationarity enforcement framework for deep learning time-series forecasting[J] NEURAL COMPUTING & APPLICATIONS 2021(33) Livieris, Ioannis E. Stavroyiannis, Stavros Iliadis, Lazaros Pintelas, Panagiotis
A novel validation framework to enhance deep learning models in time-series forecasting[J] NEURAL COMPUTING & APPLICATIONS 2020 Livieris, Ioannis E. Stavroyiannis, Stavros Pintelas, Emmanuel Pintelas, Panagiotis
Do birds of a feather flock together? Evidence from time-varying herding behaviour of bitcoin and foreign exchange majors during Covid-19[J] JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY 2022(80) Mohamad, Azhar Stavroyiannis, Stavros
The high frequency multifractal properties of Bitcoin[J] PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2019(520) Stavroyiannis, Stavros Babalos, Vassilios Bekiros, Stelios Lahmiri, Salim Uddin, Gazi Salah
An Advanced CNN-LSTM Model for Cryptocurrency Forecasting[J] ELECTRONICS 2021(10) Livieris, Ioannis E. Kiriakidou, Niki Stavroyiannis, Stavros Pintelas, Panagiotis
A dropout weight-constrained recurrent neural network model for forecasting the price of major cryptocurrencies and CCi30 index[J] EVOLVING SYSTEMS 2021 Livieris, Ioannis E. Stavroyiannis, Stavros Pintelas, Emmanuel Kotsilieris, Theodore Pintelas, Panagiotis
