- Portfolio Insurance through Error-Correction Neural Networks. Link.
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Exploiting the Black-Litterman framework through error-correction neural networks. MATLAB packages available through GitHub. Link 1, Link 2.
- A fuzzy WASD neuronet with application in breast cancer prediction. MATLAB package available through GitHub.
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Time-varying mean–variance portfolio selection problem solving via LVI-PDNN. MATLAB supportive material through Git-Hub.
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V-Shaped BAS: Applications on Large Portfolios Selection Problem. MATLAB package available through GitHub.
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Time-varying Black–Litterman portfolio optimization using a bio-inspired approach and neuronets. MATLAB packages available through GitHub Link1, Link 2.
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Time‑Varying Mean‑Variance Portfolio Selection under Transaction Costs and Cardinality Constraint Problem via Beetle Antennae Search Algorithm (BAS). MATLAB package available through GitHub.
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The option replication and portfolio insurance MATLAB Toolbox. Google site of the Toolbox or MATLAB package available through GitHub.
Contact Details
National and Kapodistrian University of Athens
Office: 601 (Floor 6)
Phone number: (+30) 210-3689489
Address: Sofokleous 1, 10559, Athens, Greece
Email: vaskatsikis@econ.uoa.gr
URL: http://scholar.uoa.gr/vaskatsikis
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