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Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models
In this paper, we consider a variety of multi-state Hidden Markov models...
11/07/2020 ∙ by Constandina Koki, et al. ∙
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Measuring Market Performance with Stochastic Demand: Price of Anarchy and Price of Uncertainty
Globally operating suppliers face the rising challenge of wholesale pric...
08/11/2018 ∙ by Costis Melolidakis, et al. ∙
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Upstream Demand Uncertainty in a Two-Echelon Supply Chain: Comparative Statics via Stochastic Orderings
We revisit the classic Cournot model and extend it to a two-echelon supp...
03/09/2018 ∙ by Constandina Koki, et al. ∙
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The Greek Parliament of 2012: Coalitions, Incentives & Power Indices in Context
In this retrospective study, we revisit the twin Greek Parliamentary ele...
03/09/2018 ∙ by Constandina Koki, et al. ∙
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The Greek Parliament of 2012: Coalition Formations & Power Indices in Context
The twin elections of 2012 in Greece had a manifest impact on the politi...
03/09/2018 ∙ by Constandina Koki, et al. ∙
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Bayesian analysis of predictive Non-Homogeneous hidden Markov models using Polya-Gamma data augmentation
We consider Non-Homogeneous Hidden Markov Models (NHHMMs) for forecastin...
02/08/2018 ∙ by Constandina Koki, et al. ∙
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