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Research Output

2019

An embarrassingly simple approach for transfer learning from pretrained language models

Chronopoulou, A., Baziotis, C. & Potamianos, A., 2019, Long and Short Papers. Association for Computational Linguistics (ACL), p. 2089-2095 7 p. (NAACL HLT 2019 - 2019 Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies - Proceedings of the Conference; vol. 1).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2018

First year engineering students perceptions of engineering

Bays-Muchmore, M. F. & Chronopoulou, A., Jun 23 2018, In : ASEE Annual Conference and Exposition, Conference Proceedings. 2018-June

Research output: Contribution to journalConference article

Sequential Monte Carlo for fractional stochastic volatility models

Chronopoulou, A. & Spiliopoulos, K., Mar 4 2018, In : Quantitative Finance. 18, 3, p. 507-517 11 p.

Research output: Contribution to journalArticle

2016

Discretization error of reflected fractional Brownian motion

Chronopoulou, A. & McGlaughlin, P., Jul 2 2016, 2016 Winter Simulation Conference: Simulating Complex Service Systems, WSC 2016. Roeder, T. M., Frazier, P. I., Szechtman, R. & Zhou, E. (eds.). Institute of Electrical and Electronics Engineers Inc., p. 270-276 7 p. 7822095. (Proceedings - Winter Simulation Conference; vol. 0).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Online community detection for fused social network graphs

Chronopoulou, A. & Nagi, R., Aug 1 2016, FUSION 2016 - 19th International Conference on Information Fusion, Proceedings. Institute of Electrical and Electronics Engineers Inc., p. 1682-1686 5 p. 7528085. (FUSION 2016 - 19th International Conference on Information Fusion, Proceedings).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Using case studies to enhance the critical thinking skills of IE students

Chronopoulou, A., Cross, K. J., King, D. M. & Salimi, E., Jun 26 2016.

Research output: Contribution to conferencePaper

2013

Maximum likelihood estimation for small noise multiscale diffusions

Spiliopoulos, K. & Chronopoulou, A., Oct 1 2013, In : Statistical Inference for Stochastic Processes. 16, 3, p. 237-266 30 p.

Research output: Contribution to journalArticle

On inference for fractional differential equations

Chronopoulou, A. & Tindel, S., Mar 4 2013, In : Statistical Inference for Stochastic Processes. 16, 1, p. 29-61 33 p.

Research output: Contribution to journalArticle

Optimal sequential change detection for fractional diffusion-type processes

Chronopoulou, A. & Fellouris, G., Mar 1 2013, In : Journal of Applied Probability. 50, 1, p. 29-41 13 p.

Research output: Contribution to journalArticle

2012

Estimation and pricing under long-memory stochastic volatility

Chronopoulou, A. & Viens, F. G., May 1 2012, In : Annals of Finance. 8, 2-3, p. 379-403 25 p.

Research output: Contribution to journalArticle

Stochastic volatility and option pricing with long-memory in discrete and continuous time

Chronopoulou, A. & Viens, F. G., Apr 2012, In : Quantitative Finance. 12, 4, p. 635-649 15 p.

Research output: Contribution to journalArticle

2011

Parameter Estimation and Calibration for Long-Memory Stochastic Volatility Models

Chronopoulou, A., Nov 7 2011, Handbook of Modeling High-Frequency Data in Finance. John Wiley and Sons, p. 219-231 13 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

2009

Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian processes

Chronopoulou, A., Tudor, C. A. & Viens, F. G., Jun 1 2009, In : Comptes Rendus Mathematique. 347, 11-12, p. 663-666 4 p.

Research output: Contribution to journalArticle

Self-similarity/memory-length parameter estimation for non-gaussian hermite processes via chaos expansion

Chronopoulou, A., Jan 1 2009, Topics on Chaotic Systems - Selected Papers from CHAOS 2008 International Conference. World Scientific Publishing Co. Pte Ltd, p. 79-86 8 p. (Topics on Chaotic Systems - Selected Papers from CHAOS 2008 International Conference).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Variations and hurst index estimation for a rosenblatt process using longer filters

Chronopoulou, A., Viens, F. G. & Tudor, C. A., Jan 1 2009, In : Electronic Journal of Statistics. 3, p. 1393-1435 43 p.

Research output: Contribution to journalArticle