research | conferences program committees

  • 17th Annual Conference of the Multinational Finance Society, Barcelona – Spain, June 2010.
  • 9th Annual Conference of the Hellenic Finance and Account Association, Lemesos – Cyprus, December 2010.
 
 
research | conferences presentations and discussions

A Volatility Smirk that Defaults: The Case of the S&P 500 Index Options

  • 2010 FMA European Conference, Hamburg – Germany, June 2010.
  • 17th Annual Conference of the Multinational Finance Society, Barcelona – Spain, June 2010.
  • 42nd Annual Conference of Money, Macro, Finance Research Group, Lemesos – Cyprus, September 2010.
  • 4th CSDA International Conference on Computational and Financial Econometrics, London – UK, December 2010.
  • 9th Annual Conference of the Hellenic Finance and Account Association, Lemesos – Cyprus, December 2010.

 

Options Pricing Via Statistical Learning Techniques: The Support Vector Machines Approach

  • 19th International Conference on Artificial Neural Networks, Limassol – Cyprus, September 2009.
  • 3rd International Conference on Computational and Financial Econometrics, Limassol – Cyprus, October 2009.

 

Assessing Implied Volatility Functions on the S&P 500 Index Options

  • 16th Annual Conference of the Multinational Finance Society, Rethymno, Crete – Greece, June 2009.

 

Generalized Parametric Functions for Options Pricing

  • 5th International Conference on Computational Management Science, London – UK, March 2008.
  • EFMA Open Forum Section (extensive presentation), Vienna – Austria, June 2007.
  • FMA Conference, Barcelona – Spain, May 2007.

 

Nonparametric Methods for Enhanced Options Pricing

  • EFMA Conference, Madrid – Spain, June 2006.
  • 12th International Conference on Computing in Economics and Finance, Limassol – Cyprus, June 2006.
  • 6th Conference on Contemporary Issues in Capital Markets and Financial Economics, Nicosia – Cyprus, May 2006.

 

Pricing and Trading European Options by Combining Artificial Neural Networks and Parametric Models with Implied Parameters

  • FMA conference – doctoral student & regular sessions, Zurich – Switzerland, June 2004.

 

Option Pricing with Artificial Neural Networks and Implied Parameters

  • International Conference on Artificial Neural Networks, Madrid – Spain, August 2002.

 
 
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