M. Sc. Timotheos Paraskevopoulos

Timotheos Paraskevopoulos studied Economics and Quantitative Finance at the University of Kiel. Before focusing on master studies he spent an exchange semester at the University of Stockholm, Sweden working in fields of microeconomics, Swedish and development economics. During his studies, he spent several years as a working student at Chair of Monetary Economics and International Finance at the University of Kiel. In his master thesis, T. Paraskevopoulos developed and implemented a novel GA-enhanced ANN for forecasting the FOREX market.

Since 2015 he is working as a research fellow at the Centre for Finance, Risk & Resource Management, TU Dortmund. His research specialty is in the fields of wavelets, computational intelligence and natural language processing with a strong link to economics and finance.


Research

2018

Paraskevopoulos, Timotheos

Real-time event detection: What is the impact of surprise? Journal Article

2018.

Abstract | Links | BibTeX

2017

Paraskevopoulos, Timotheos; Posch, Peter N

Time-frequency linkages and co-movements between the euro and European stock market: A continuous wavelet analysis. Journal Article

2017.

Abstract | Links | BibTeX

Paraskevopoulos, Timotheos; Posch, Peter N

A hybrid forecasting algorithm based on SVRs and Wavelets Decompositions Journal Article Forthcoming

Quantitative Finance and Economics, Forthcoming.

Abstract | Links | BibTeX

Paraskevopoulos, Timotheos

3rd International Conference in Applied Macro and Empirical Finance Conference

Thessaloniki, Greece, 2017.

BibTeX

2015

Paraskevopoulos, Timotheos

ECML PKDD - European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases Conference

Porto, 2015.

BibTeX


Blog entries


Selected supervised works

  • (2017) Analyse des Zusammenhangs von Insiderhandel und Aktienmärkten unter Berücksichtigung neuerer rechtlicher Entwicklungen und empirischer Evidenz Master Thesis
  • (2017) Die Quantifizierung des Investoren-Sentiment und der Einfluss auf Aktienkurse Bachelor Thesis
  • (2017) Processes and Requirements of IPOs under the perspective of the underpricing puzzle Master Thesis
  • (2016) Kalkulation des optimalen Hedge Ratios anhand des Kalman Filters Bachelor Thesis
  • (2017) Portfoliooptimierung durch Wavelet-Transformation Master Thesis
  • (2016) A Network Analysis of Global Trade from the Perspective of the Swiss Franc Shock Bachelor Thesis
  • (2017) China’s Growing Energy Demand and Environmental Issues: How Do They Affect the World Commodity Prices? Master Thesis
  • (2017) Topologie des Welthandelsnetzwerkes: Eignung verschiedener Kenngrößen im Fitnessmodell Master Thesis
  • (2017) The Construction and Effectiveness of Weather Derivatives in Agriculture Master Thesis
  • (2016) Pairs Trading: Eine empirische Analyse auf Aktienmärkten Master Thesis
  • 2016) Ansteckung und systemisches Risiko in Finanznetzwerken Bachelor Thesis
  • (2016) Ansteckungseffekte in europäischen Finanzmärkten: Eine empirische Untersuchung anhand der Aktien- und Bondmärkte Bachelor Thesis
  • (2017) Volatility Spillovers ad Transmission in interational Stock Markets during the Quantitative Easing Announcements – An Empirical Analysis using the modified GJR-GARCH and APARCH models Master Thesis
  • (2018) Improving the Speed of Model Calibration with Neural Networks Master Thesis