## Papers & Talks

Publications

Tsagaris, T. (2008). Optimal Trading with Transaction Costs in Futures Markets and Risk Neutral Strategies.

Bachelier Finance Society, Fifth World Congress.

Montana, G., Triantafyllopoulos, K. and Tsagaris, T. (2007). Flexible least squares for temporal data mining and statistical arbitrage.

Expert Systems with Applications.

Montana, G., Triantafyllopoulos, K. and Tsagaris, T. (2007). Data stream mining for algorithmic trading.

ACM Symposium on Applied Computing.

Preprints

Tsagaris, T., Jasra A., Adams N., (2010). Robust and Adaptive Algorithms for Online Portfolio Selection.

Jasra, A., Stephens, DA., Doucet, A., and Tsagaris, T. (2008). Inference for Levy driven Stochastic Volatility Models via Adaptive SMC.

Tsagaris, T. (2008). Statistical Arbitrage and Optimal Trading with Transaction Costs in Futures Markets.

Tsagaris, T. (2008). Robust On-Line Mean-Variance Portfolio Optimization and L-Efficient

Frontier.

Tsagaris, T. (2007). Optimal Investment Notes. Technical Report.

Contributed/Invited talks

Tsagaris, T. (2010). Robust Real-TimeTrading Strategies.

Hifreq Trade Conference. Invited.

Tsagaris, T. (2008). Online Portfolio Selection.

RSS 2008 Conference. Invited.

Tsagaris, T. (2008). Optimal Trading with TC in Futs Markets and Risk Neutral Strategies.

Bachelier 2008 Conference.

Tsagaris, T. (2008). Statistical Learning for Asset Allocation and Hedging.

Imperial College.

Tsagaris, T. (2007). Optimal Investment with Transaction Costs in Futures Markets.

London School of Economics.

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