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Ioannis Anagnostou

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2020 – today

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2024
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  - journals/entropy/JanczewskiAK24
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Aleksander Janczewski, Ioannis Anagnostou, Drona Kandhai:
Inferring Dealer Networks in the Foreign Exchange Market Using Conditional Transfer Entropy: Analysis of a Central Bank Announcement. Entropy 26(9): 738 (2024)

2010 – 2019

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2018
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Ioannis Anagnostou, Sumit Sourabh, Drona Kandhai:
Incorporating Contagion in Portfolio Credit Risk Models Using Network Theory. Complex. 2018: 6076173:1-6076173:15 (2018)
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Georgios Moysiadis, Ioannis Anagnostou, Drona Kandhai:
Calibrating the Mean-Reversion Parameter in the Hull-White Model Using Neural Networks. MIDAS/PAP@PKDD/ECML 2018: 23-36

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