- Μπεϋσιανή Στατιστική & Οικονομετρία
- Προβλέψεις
- Χρηματοοικονομικές Χρονολογικές Σειρές
- Στατιστική του Περιβάλλοντος και της Βιολογίας
- Επισκέπτης Καθηγητής, Division of Business Analytics, University of Sydney Business School, University of Sydney, AU.
- Ερευνητικός Εταίρος στη Βιοστατιστική, Department of Epidemiology, Imperial College Medical School, Imperial College, U.K.
- Βοηθός Έρευνας στη Στατιστική, Department of Statistics
London School of Economics, U.K.
- Επισκέπτης Καθηγητής στα Ποσοτικά Οικονομικά, Department of Quantitative Economics, University of Maastricht, NL.
Βιβλία
- Τσιώτας, Γεώργιος, κ.ά. (επιμέλεια), 2018. Βασικές Αρχές Στατιστικής για Επιχειρήσεις-Έννοιες και Εφαρμογές, Berenson L. Mark, Levine M. David, Szabat A. Kathryn.. εκδ. Broken Hill, Αθήνα, Ελλάδα.
- Τσιώτας, Γεώργιος, 2017. Μαθήματα Στατιστικής. εκδ. Συμμετρία, Αθήνα, Ελλάδα.
- Tsiotas, Georgios, 2002. Nonlinearities in Stochastic Volatility Models. Ph.D thesis, University of Essex, UK.
Ερευνητικά Άρθρα
2022
Tsiotas, Georgios. Regression Analysis Using Asymmetric Losses:
A Bayesian Approach. Journal of Quantitative Economics.
Tsiotas, Georgios, Mamara Anna, Argiriou Athanasios and Tsoukala Aikaterini (Katerina).
Testing mean air temperature trends in southern Greece: A Bayesian approach.
International Journal of Climatology, 1– 27.
2021
Tsiotas Georgios and Athanasios Argiriou. Forecasting cloud cover time-series using generalized regression neural networks (work in progress).
Aikaterini (Katerina) Tsoukala and Georgios Tsiotas.
Assessing Green Bond Risk: An Empirical Investigation. Green Finance, 3(2), 222-252.
Tsiotas, Georgios. Macroeconomics forecasts under asymmetric loss functions: A Bayesian approach (work in progress).
Tsiotas, Georgios.
Forecasting exchange rates using asymmetric losses: A Bayesian approach Quantitative Finance, Published online: 19 Jul 2021.
2020
Tsiotas, Georgios. An ABC approach for CAViaR models with an asymmetric decision rule.
Journal of Statistical Computing and Simulation, 90 (8), 1373-1398.
Tsiotas, Georgios. On the use of power transformations in CAViaR models. Journal of Forecasting, 39 296-312.
2018
Tsiotas, Georgios. A Bayesian encompassing test using combined value-at-risk estimates. Quantitative Finance, 18, 395-417.
2015
Tsiotas, Georgios. A quasi Bayesian Model Averaging approach for conditional quantile models.
Journal of Statistical Computing and Simulation, 85(10), 1963-1986.
2012
Tsiotas, Georgios and Athanasios Argiriou. An efficient approach to spatio-temporal analysis and modelling of air pollution data.
Journal of Agricultural Biological and Environmental Statistics, 16(3), 371-388.
Tsiotas, Georgios. On generalised asymmetric Stochastic Volatility Models.
Computational Statistics and Data Analysis, 56(1), 151-172.
Older
Tsiotas, Georgios. 2009. On the use of non-linear transformations in Stochastic Volatility Models.
Statistical Methods and Applications, 18(4): 555-583.
Tsiotas, Georgios, 2007. On the use of the Box-Cox transformation in the Conditional Variance Models.
Finance Research Letters, 4: 28-32.
Tsiotas, Georgios, 2007. Spatial-Temporal modelling of rainfall in Crete. Proceedings European Water Resources Association, Chania, Greece. .
Kanas, Angelos and Georgios Tsiotas, 2005. Real interest rates linkages between the U.S.A. and the U.K. in the post-war period.
International Journal of Finance and Economics, 10(3): 1-12.
Yao, Q., G. Tsiotas, H. Tong, and N. Stenselth, 2002. Estimation for Spatial and Spatio-Temporal Models for Biological Population Data.
L.S.E., Department of Statistics.
Last Update: 29 January 2022
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