Search Results - "Chatzis, Sotirios P."

Forecasting stock market crisis events using deep and statistical machine learning techniques by Chatzis, Sotirios P., Siakoulis, Vassilis, Petropoulos, Anastasios, Stavroulakis, Evangelos, Vlachogiannakis, Nikos

“…Highlights•We examine crash event propagation in international stock markets.•We investigate transmission mechanisms across markets.•We devise a forecasting…”
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A Data-Driven Bandwidth Allocation Framework With QoS Considerations for EONs by Panayiotou, Tania, Manousakis, Konstantinos, Chatzis, Sotirios P., Ellinas, Georgios

“…This paper proposes a data-driven bandwidth allocation (BA) framework for periodically and dynamically reconfiguring an elastic optical network according to…”
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A fuzzy c-means-type algorithm for clustering of data with mixed numeric and categorical attributes employing a probabilistic dissimilarity functional by Chatzis, Sotirios P.

“…► A fuzzy clustering algorithm for mixed numeric and categorical attributes is proposed. ► The method employs a novel probabilistic dissimilarity functional. ►…”
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t -Exponential Memory Networks for Question-Answering Machines by Tolias, Kyriakos, Chatzis, Sotirios P.

“…Recent advances in deep learning have brought to the fore models that can make multiple computational steps in the service of completing a task; these are…”
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A novel corporate credit rating system based on Student’s-t hidden Markov models by Petropoulos, Anastasios, Chatzis, Sotirios P., Xanthopoulos, Stylianos

“…•We propose a credit rating system based on hidden Markov models.•Our system captures strong temporal dynamics in the data.•Robust to outliers in the training…”
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Echo State Gaussian Process by Chatzis, S. P., Demiris, Y.

“…Echo state networks (ESNs) constitute a novel approach to recurrent neural network (RNN) training, with an RNN (the reservoir) being generated randomly, and…”
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A stacked generalization system for automated FOREX portfolio trading by Petropoulos, Anastasios, Chatzis, Sotirios P., Siakoulis, Vasilis, Vlachogiannakis, Nikos

“…•We attack automated FOREX portfolio management.•We present a machine learning-driven, stacked generalization system.•Different machine learning algorithms are…”
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A Latent Manifold Markovian Dynamics Gaussian Process by Chatzis, Sotirios P., Kosmopoulos, Dimitrios

“…In this paper, we propose a Gaussian process (GP) model for analysis of nonlinear time series. Formulation of our model is based on the consideration that the…”
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A Markov random field-regulated Pitman–Yor process prior for spatially constrained data clustering by Chatzis, Sotirios P.

“…In this work, we propose a Markov random field-regulated Pitman–Yor process (MRF-PYP) prior for nonparametric clustering of data with spatial…”
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The Infinite Hidden Markov Random Field Model by Chatzis, Sotirios P, Tsechpenakis, Gabriel

“…Hidden Markov random field (HMRF) models are widely used for image segmentation, as they appear naturally in problems where a spatially constrained clustering…”
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Margin-maximizing classification of sequential data with infinitely-long temporal dependencies by Chatzis, Sotirios P.

“…► We present a method for sequential data modeling. ► Our approach models temporal dependencies of infinite length. ► It employs a margin maximization training…”
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Software defect prediction using doubly stochastic Poisson processes driven by stochastic belief networks by Andreou, Andreas S., Chatzis, Sotirios P.

“…•This research aims at better addressing the challenges related with software defect prediction.•We develop a novel Bayesian inference approach driven from…”
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Hidden Markov Models with Nonelliptically Contoured State Densities by Chatzis, Sotirios P

“…Hidden Markov models (HMMs) are a popular approach for modeling sequential data comprising continuous attributes. In such applications, the observation…”
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The Infinite-Order Conditional Random Field Model for Sequential Data Modeling by Chatzis, Sotirios P., Demiris, Yiannis

“…Sequential data labeling is a fundamental task in machine learning applications, with speech and natural language processing, activity recognition in video…”
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Numerical optimization using synergetic swarms of foraging bacterial populations by Chatzis, Sotirios P., Koukas, Spyros

“…► A novel variant of bacterial foraging optimization (BFO) is proposed. ► Our algorithm introduces the swarming dynamics of the particle swarm optimization…”
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A nonparametric Bayesian approach toward robot learning by demonstration by Chatzis, Sotirios P., Korkinof, Dimitrios, Demiris, Yiannis

“…In the past years, many authors have considered application of machine learning methodologies to effect robot learning by demonstration. Gaussian mixture…”
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Gaussian Process-Mixture Conditional Heteroscedasticity by Platanios, Emmanouil A., Chatzis, Sotirios P.

“…Generalized autoregressive conditional heteroscedasticity (GARCH) models have long been considered as one of the most successful families of approaches for…”
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A variational Bayesian methodology for hidden Markov models utilizing Student's- t mixtures by Chatzis, Sotirios P., Kosmopoulos, Dimitrios I.

“…The Student's- t hidden Markov model (SHMM) has been recently proposed as a robust to outliers form of conventional continuous density hidden Markov models,…”
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A latent variable Gaussian process model with Pitman–Yor process priors for multiclass classification by Chatzis, Sotirios P.

“…Gaussian processes (GPs) constitute one of the most important Bayesian machine learning approaches. Several researchers have considered postulating mixtures of…”
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Nonparametric Mixtures of Gaussian Processes With Power-Law Behavior by Chatzis, S. P., Demiris, Y.

“…Gaussian processes (GPs) constitute one of the most important Bayesian machine learning approaches, based on a particularly effective method for placing a…”
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