Concepedia

Apostolos P. Refenes

AP

7

Publications

367

Citations

7

H-Index

1997

Active since

Affiliations

London Business School(Current)

Athens University of Economics and Business

Apostolos P. Refenes is an author at London Business School specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessForecastingAsset PricingVolatility ModelingPredictive AnalyticsStatisticsEngineeringData ScienceFinancial Engineering

Publications per year

1997–2014

7

Publications

7

Neural networks in financial engineering: a study in methodology

Apostolos P. Refenes, Andrew N. Burgess, Y. Bentz · IEEE Transactions on Neural Networks · 1997 · 161 citations

Evolving Neural Network, Model Misspecification Tests, Asset Pricing +15

Realized volatility models and alternative Value-at-Risk prediction strategies

Dimitrios P. Louzis, Spyros Xanthopoulos‐Sisinis, Apostolos P. Refenes · Economic Modelling · 2014 · 68 citations

Volatility Modeling, Financial Economics, Asset Pricing +4

Neural model identification, variable selection and model adequacy

Apostolos P. Refenes, Achilleas Zapranis · Journal of Forecasting · 1999 · 55 citations

Forecasting volatility with neural regression: A contribution to model adequacy

Apostolos P. Refenes, William Holt · IEEE Transactions on Neural Networks · 2001 · 25 citations

Forecasting Methodology, Volatility Modeling, Engineering +20

Decision Technologies for Financial Engineering

Andreas S. Weigend, Yaser S. Abu‐Mostafa, Apostolos P. Refenes · 1998 · 24 citations

Decision Technologies, Financial Intelligence, Management +4

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