Dr Kostas Triantafyllopoulos
School of Mathematical and Physical Sciences
Senior Lecturer in Statistics
MSc Statistics Course Director
+44 114 222 3741
Full contact details
School of Mathematical and Physical Sciences
I10
Hicks Building
Hounsfield Road
91Ö±²¥
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 91Ö±²¥ 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)
Preprints
- Research group
- Grants
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Past grants, as Principal Investigator
The multivariate general steady model Nuffield Past grants, as Coinvestigator
EPSRC
Links