Dr Kostas Triantafyllopoulos
School of Mathematical and Physical Sciences
Senior Lecturer in Statistics
MSc Statistics Course Director
Full contact details
School of Mathematical and Physical Sciences
I10
Hicks Building
Hounsfield Road
ºù«Ӱҵ
S3 7RH
- Profile
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Dr Triantafyllopoulos obtained a PhD from Warwick University (2002) after completing a BSc in Mathematics at Aristotle University of Thessaloniki (1996) and a MSc in Quality Management at Napier University of Edinburgh (1998). After a post-doctoral appointment at Bristol University (2001-2002) he took a lectureship at Newcastle University (2002-2004). He moved to ºù«Ӱҵ in February 2005. His research interests are in Bayesian time series and forecasting.
- Research interests
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My research lies on Bayesian time series analysis. Application areas that I am interested include finance, bioinformatics, medicine, signal processing and quality control.
- Publications
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Show: Featured publications All publications
Featured publications
Journal articles
All publications
Books
Journal articles
- . Medical Decision Making.
- . BMC Medical Research Methodology, 21(1).
- . Communications in Statistics: Case Studies, Data Analysis and Applications.
- . Medical Decision Making, 39(7), 867-878.
- . Quality and Reliability Engineering International, 35(5), 1277-1278.
- . Quality and Reliability Engineering International.
- . Communications in Statistics: Simulation and Computation.
- . Methodology and Computing in Applied Probability.
- . Quality and Reliability Engineering International, 32(6), 2093-2106.
- . Quality Technology and Quantitative Management, 13(1), 88-108.
- . Springer Proceedings in Mathematics and Statistics, 30, 127-147.
- . Journal of Time Series Analysis, 33(1), 48-60.
- . Computational Management Science, 8(1-2), 23-49.
- Multi-variate stochastic volatility modelling using Wishart autoregressive processes. Journal of Time Series Analysis.
- . Journal of Applied Statistics, 38(2), 369-382.
- . Journal of Time Series Analysis, 32(2), 93-107.
- . INT STAT REV, 77(3), 430-450.
- . EXPERT SYST APPL, 36(2), 2819-2830.
- . STAT PROBABIL LETT, 79(1), 50-54.
- . STAT PROBABIL LETT, 78(16), 2647-2653.
- . J STAT PLAN INFER, 138(4), 1021-1037.
- . STATISTICS, 42(4), 329-350.
- . COMMUN STAT-THEOR M, 37(6), 947-958.
- . J FORECASTING, 26(8), 551-569.
- . COMPUT STAT DATA AN, 52(2), 1025-1046.
- . APPL STOCH MODEL BUS, 23(2), 145-156.
- . COMMUN STAT-THEOR M, 36(1-4), 563-565.
- . COMPUT STAT DATA AN, 50(12), 3702-3720.
- . COMPUT STAT DATA AN, 50(9), 2232-2246.
- . J FORECASTING, 21(8), 579-594.
- Dynamic modeling of mean-reverting spreads for statistical arbitrage.
- The extrapolation performance of survival models for data with a cure fraction: a simulation study. Value in Health.
- Lomax distribution and asymptotical ML estimations based on record values for probability density function and cumulative distribution function.
Conference proceedings papers
- . Value in Health, Vol. 22(Supplement 3) (pp S819-S819). Copenhagen, Denmark, 2 November 2019 - 2 November 2019.
- . Value in Health, Vol. 22(S3) (pp S522-S522). Copenhagen, Denmark, 2 November 2019 - 2 November 2019.
- (pp 335-345)
- Detecting Mean Reverted Patterns in Statistical Arbitrage.. ICPRAM (1)
- . 3rd International Conference on Signals, Circuits and Systems, SCS 2009
- Data stream mining for market-neutral algorithmic trading. PROCEEDINGS OF THE 23RD ANNUAL ACM SYMPOSIUM ON APPLIED COMPUTING (pp 966-970)
- . COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, Vol. 36(9-12) (pp 2117-2127)
- . QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, Vol. 22(6) (pp 693-707)
- . QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, Vol. 21(5) (pp 465-475)
- An intelligent agent security intrusion system. NINTH ANNUAL IEEE INTERNATIONAL CONFERENCE AND WORKSHOP ON THE ENGINEERING OF COMPUTER-BASED SYSTEMS, PROCEEDINGS (pp 94-99)
- An agent-based Bayesian forecasting model for enhanced network security. EIGHTH ANNUAL IEEE INTERNATIONAL CONFERENCE AND WORKSHOP ON THE ENGINEERING OF COMPUTER BASED SYSTEMS, PROCEEDINGS (pp 247-254)
- Research group
- Grants
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Past grants, as Principal Investigator
The multivariate general steady model Nuffield Past grants, as Coinvestigator
EPSRC
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