Research and Development 

eOnOs team conducts active applied research for developing novel numerical algorithms via scientific research projects strategically aligned with the state-of-the-art in quantitative analysis, econometrics, and computational finance, using advanced signal processing, machine learning, and data analysis methodologies.

The outcomes of our research are consistently disseminated to the community through publications in top journals and international conferences.

We are always open to new R&D collaborations.

Do not hesitate to contact us!

Book Chapters

  • Tzagkarakis and T. Dionysopoulos, "Restoring Corrupted Cross-Recurrence Plots using Matrix Completion: Application on the Time-Synchronization between Market and Volatility Indexes," Recurrence Plots and Their Quantifications: Expanding Horizons, C. L. Webber, Jr., C. Ioana, and N. Marwan (Eds.), Springer, 2016 (doi:10.1007/978-3-319-29922-8_13).

  • J. Caicedo-Llano and E. Kurtbegu, "Bootstrap Analysis for Asian REIT’s Portfolios," Handbook of Asian Finance, REITs, Trading, and Fund Performance, Academic Press, Elsevier, 2014 (doi:10.1016/B978-0-12-800986-4.00005-4).

Journal Papers

  • G. Tzagkarakis, J. Caicedo-Llano and T. Dionysopoulos, "Sparse Modeling of Volatile Financial Time Series via Low-Dimensional Patterns Over Learned Dictionaries," Algorithmic Finance, Vol. 4, pp. 139-158, 2015 (doi:10.3233/AF-150051).

  • G. Tzagkarakis, J. Caicedo-Llano and T. Dionysopoulos, "Time-Frequency Adapted Market Integration Measure Based on Hough Transformed Multiscale Decompositions," Computational Economics, Vol. 48, No. 1, pp. 1-27, ISSN (Online) 1572-9974, August 2015 (doi:10.1007/s10614-015-9518-3) (Manuscript accepted in August 2015. Published in hard copy in June 2016).

  • G. Tzagkarakis, T. Dionysopoulos and A. Achim, "Recurrence Quantification Analysis of Denoised Index Returns via Alpha-Stable Modeling of Wavelet Coefficients: Detecting Switching Volatility Regimes," Studies in Nonlinear Dynamics & Econometrics, ISSN (Online) 1558-3708, June 2015 (doi:10.1515/snde-2014-0102).

  • J. Caicedo-Llano and E. Kurtbegu, "European Equity Fund Managers: Luck or Skill?," Economics Bulletin, Vol. 34, No. 4, pp. 2340-2350, 2014.

  • G. Tzagkarakis, J. Caicedo-Llano and T. Dionysopoulos, "Exploiting Market Integration for Pure Alpha Investments via Probabilistic Principal Factors Analysis," Journal of Mathematical Finance - Special issue on "Forecasting and Portfolio Construction", Vol. 3, No. 1A, pp. 192-200, March 2013 (doi:10.4236/jmf.2013.31A018).

  • J. Caicedo-Llano and T. Dionysopoulos, "Market Integration: A Risk-Budgeting Guide for Pure Alpha Investors," Journal of Multinational Financial Management, Vol. 18, No. 4, pp. 313-327, October 2008 (doi:10.1016/j.mulfin.2008.01.002).

Conference Papers

  • G. Tzagkarakis, J. Caicedo-Llano and T. Dionysopoulos, "Asset Replication via Sparse Representation Coding," 5th International Symposium in Computational Economics and Finance, Paris, France, April 12-14, 2018.

  • G. Tzagkarakis, J. Caicedo-Llano and T. Dionysopoulos, "Estimation of the Time-Synchronization Profile Between Market and Volatility Indices using Cross-RQA: The S&P500 and VIX Case," 6th International Symposium on Recurrence Plots, Grenoble, France, June 17-19, 2015 (poster presentation).

  • G. Tzagkarakis, J. Caicedo-Llano and T. Dionysopoulos, "Exploiting Social Networks Behavioral Information to Model Exchange Rates," in Proc. International Workshop in Financial Markets and Nonlinear Dynamics (FMND '15), Paris, France, June 4-5, 2015.

  • G. Tzagkarakis, J. Caicedo-Llano and T. Dionysopoulos, "Sparse Representation Coding of Financial Data Streams over a Jointly Learned Dictionary," in Proc. 2014 International Symposium in Computational Economics and Finance (ISCEF '14), Paris, France, April 10-12, 2014.

  • G. Tzagkarakis, J. Caicedo-Llano and T. Dionysopoulos,  "Market Integration and Global Risk Measures Based on Probabilistic Principal Factors and Multiscale Time-Frequency Representations," in Proc. IMA Conference on Mathematics in Finance (IMA '13), Edinburgh, UK, April 8-9, 2013.

  • J. Caicedo-Llano and T. Dionysopoulos, "Predictors of Stock Returns in Emerging Equity Markets," in Proc. Latin American and Caribbean Economic Association (LACEA)-Latin American Meeting of the Economic Society (LAMES) 2007 Joint Annual Meeting, Bogota, Colombia, October 2007.

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