Concepedia

Theodoros Tsagaris

TT

3

Publications

218

Citations

3

H-Index

2008

Active since

Affiliations

Imperial College London(Current)

Theodoros Tsagaris is an author at Imperial College London specializing in engineering, finance, and financial engineering.

Top concepts

Publications per year

2008–2012

3

Publications

3

Inference for Lévy‐Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo

Ajay Jasra, David A. Stephens, Theodoros Tsagaris · Scandinavian Journal of Statistics · 2010 · 151 citations

, , +16

Flexible least squares for temporal data mining and statistical arbitrage

Giovanni Montana, Kostas Triantafyllopoulos, Theodoros Tsagaris · Expert Systems with Applications · 2008 · 54 citations · Full text

, , +11

Robust and adaptive algorithms for online portfolio selection

Theodoros Tsagaris, Ajay Jasra, Niall M. Adams · Quantitative Finance · 2012 · 13 citations

, , +13

Rows per page

1–3 of 3