Search Results for author: Konstantinos Kalogeropoulos

Found 4 papers, 2 papers with code

Dynamic Term Structure Models with Nonlinearities using Gaussian Processes

no code implementations18 May 2023 Tomasz Dubiel-Teleszynski, Konstantinos Kalogeropoulos, Nikolaos Karouzakis

Unlike for real economic activity, in case of core inflation we find that, compared to linear models, application of nonlinear models leads to statistically significant gains in economic value across considered maturities.

Gaussian Processes Portfolio Optimization

Inference on Causal Effects of Interventions in Time using Gaussian Processes

no code implementations6 Oct 2022 Gianluca Giudice, Sara Geneletti, Konstantinos Kalogeropoulos

This paper focuses on drawing inference on the causal impact of an intervention at a specific time point, as manifested in an outcome variable over time.

Gaussian Processes Time Series +1

Capturing the time-varying drivers of an epidemic using stochastic dynamical systems

1 code implementation27 Mar 2012 Joseph Dureau, Konstantinos Kalogeropoulos, Marc Baguelin

Epidemics are often modelled using non-linear dynamical systems observed through partial and noisy data.

Applications Computation Methodology

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