Alexandra Chronopoulou

Statistics

Publications

Citations

452

H-Index

Active since

2009

Affiliations

Purdue University West Lafayette(Current)

National Technical University of Athens

Université de Lille

Institut Élie Cartan de Lorraine

Alexandra Chronopoulou is an author at Purdue University West Lafayette specializing in stochastic processes, language model pretraining, and computational linguistics.

ORCID

Publications per year

2009–2021

Publications

An Embarrassingly Simple Approach for Transfer Learning from Pretrained Language Models

Alexandra Chronopoulou, Christos Baziotis, Alexandros Potamianos · 2019 · 110 citations · Full text

Computing, Linguistics, Computational Linguistics +13

Estimation and pricing under long-memory stochastic volatility

Alexandra Chronopoulou, Frédéri Viens · Annals of Finance · 2010 · 108 citations

Business, Economics, Finance +12

Stochastic volatility and option pricing with long-memory in discrete and continuous time

Alexandra Chronopoulou, Frédéri Viens · Quantitative Finance · 2012 · 54 citations

Business, Finance, Financial Econometrics +16

Variations and Hurst index estimation for a Rosenblatt process using longer filters

Alexandra Chronopoulou, Frédéri Viens, Ciprian A. Tudor · Electronic Journal of Statistics · 2009 · 43 citations · Full text

Natural Sciences, Mathematics, Physics +15

Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes

Alexandra Chronopoulou, Ciprian A. Tudor, Frédéri Viens · Communications on Stochastic Analysis · 2011 · 39 citations · Full text

Engineering, Mathematics, Probability Theory +13

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