Georgios TZAGKARAKIS - Admis au titre de docteur

geotzag@gmail.com
Identifiant ORCID 000000024099691X

Doctorat Sciences de gestion

Thèse soutenue le 6 décembre 2022 - Université de Bordeaux

Ecole doctorale : Entreprise Économie Société

Sujet : Conception de Mesures de Risque Adaptables aux Données pour la Détection Précoce des Evénements Critiques Financiers

Mots-clés de la thèse : Mesures de Risque,Traitement de Signal,Analyse des Séries Chronologiques,Représentations Parcimonieux,

Direction de thèse : Joanne HAMET

Co-direction de thèse : Frantz MAURER

Unité de recherche : IRGO - Institut de Recherche en Gestion des Organisations UR 4190 - Bordeaux

Diplôme étranger - PhD

obtenu en novembre 2009 - Université de Crète
Option : Computer Science

Production scientifique

- G. Tzagkarakis and F. Maurer 2020. An Energy-based Measure for Long-Run Horizon Risk Quantification Annals of Operations Research, Vol. 289, No. 2, pp. 363-390, https://www.google.com/url?q=https%3A%2F%2Frdcu.be%2Fb3KLS&sa=D&sntz=1&usg=AFQjCNGTNTzMHJYOBn63lOPXYeXzIyt9vw
- G. Tzagkarakis, J. P. Nolan, and P. Tsakalides 2019. Compressive Sensing Using Symmetric Alpha-Stable Distributions For Robust Sparse Signal Reconstruction IEEE Trans. on Signal Processing, Vol. 67, No. 3, pp. 808-820,
- G. Tzagkarakis, J. Caicedo-Llano, and T. Dionysopoulos 2018. Asset Replication via Sparse Representation Coding 2018 International Symposium in Computational Economics and Finance, April 12-14,
- G. Tzagkarakis, J. Caicedo-Llano, and T. Dionysopoulos 2015. Exploiting Social Networks Behavioral Information to Model Exchange Rates International Workshop in Financial Markets and Nonlinear Dynamics, June 4-5,
- G. Tsagkatakis, A. Woiselle, G. Tzagkarakis, M. Bousquet, J.-L. Starck, and P. Tsakalides 2015. Multireturn Compressed Gated Range Imaging Optical Engineering, Vol. 54, No. 3, 031106,
- A. Achim, A. Basarab, G. Tzagkarakis, P. Tsakalides, and D. Kouame 2015. Reconstruction of Ultrasound RF Echoes Modelled as Stable Random Variables Computational Imaging, Vol. 1, No. 2, pp. 86-95,
- G. Tzagkarakis, T. Dionysopoulos, and A. Achim 2015. Recurrence Quantification Analysis of Denoised Index Returns via Alpha-Stable Modeling of Wavelet Coefficients: Detecting Switching Volatility Regimes Studies in Nonlinear Dynamics & Econometrics, 1558-3708,
- G. Tzagkarakis, J. Caicedo-Llano, and T. Dionysopoulos 2015. Sparse Modeling of Volatile Financial Time Series via Low-Dimensional Patterns Over Learned Dictionaries Algorithmic Finance, Vol. 4, pp. 139-158,
- G. Tzagkarakis, J. Caicedo-Llano, and T. Dionysopoulos 2015. Time-Frequency Adapted Market Integration Measure Based on Hough Transformed Multiscale Decompositions Computational Economics, Vol. 48, No. 1, pp. 1-27,
- D. Milioris, G. Tzagkarakis, A. Papakonstantinou, M. Papadopouli, and P. Tsakalides 2014. Low-dimensional Signal-Strength Fingerprint-based Positioning in Wireless LANs Ad Hoc Networks, Vol. 12, pp. 100-114,
- G. Tzagkarakis, E. Pavlopoulou, J. Fadili, G. Hadziioannou, and J.-L. Starck 2014. Morphological Component Analysis for the Inpainting of Grazing Incidence X-Ray Diffraction Images Used for the Structural Characterization of Thin Films Oil & Gas Science and Technology-Rev. IFP Energies Nouvelles - Special issue on "Advances in Signal Processing and Image Analysis for Physico-Chemical, Analytical Chemistry and Chemical Sensing", Vol. 69, No. 2, pp. 261-277,
- G. Tzagkarakis, A. Seliniotaki, V. Christophides, and P. Tsakalides 2014. Uncertainty-Aware Sensor Data Management and Early Warning for Monitoring Industrial Infrastructures International Journal of Monitoring and Surveillance Technologies Research, Vol. 2, No. 4, pp. 1-24,
- G. Tzagkarakis, P. Tsakalides, and J.-L. Starck 2013. Covariation-based Subspace-Augmented MUSIC for Joint Sparse Support Recovery in Impulsive Environments Signal Processing, Vol. 93, Issue 5, pp. 1365-1373,
- G. Tzagkarakis, J. Caicedo-Llano, and T. Dionysopoulos 2013. Exploiting Market Integration for Pure Alpha Investments via Probabilistic Principal Factors Analysis Journal of Mathematical Finance - Special issue on "Forecasting and Portfolio Construction", Vol. 3, No. 1A, pp. 192-200,
- G. Tzagkarakis, M. Papadopouli, and P. Tsakalides 2009. Trend Forecasting based on Singular Spectrum Analysis of Traffic Workload in a Large-Scale Wireless LAN Performance Evaluation, Vol. 66, No. 3, pp. 173-190,
- G. Tzagkarakis, B. Beferull-Lozano, and P. Tsakalides 2008. Rotation-Invariant Texture Retrieval via Signature Alignment based on Steerable sub-Gaussian Modeling IEEE Trans. on Image Processing, Vol. 17, No. 7, pp. 1212-1225,
- G. Tzagkarakis, M. Taroudakis, and P. Tsakalides 2007. A Statistical Geoacoustic Inversion Scheme based on a Modified Radial Basis Functions Neural Network Journal of Acoustical Society of America, Vol. 122, No. 4, pp. 1959-1968,
- M. Taroudakis, G. Tzagkarakis, and P. Tsakalides 2006. Classification of Shallow-Water Acoustic Signals via Alpha-Stable Modeling of the One-Dimensional Wavelet Coefficients Journal of Acoustical Society of America, Vol. 119, No. 3, pp. 1396-1405,
- G. Tzagkarakis, B. Beferull-Lozano, and P. Tsakalides 2006. Rotation-Invariant Texture Retrieval with Gaussianized Steerable Pyramids IEEE Trans. on Image Processing, Vol. 15, No. 9, pp. 2702-2718,
- M. Taroudakis and G. Tzagkarakis 2004. On the Use of the Reassigned Wavelet Transform for Mode Identification Journal of Computational Acoustics, Vol. 12, No. 2, pp. 175-196,

Langues Vivantes : Anglais C2 - Courant - Grec moderne C2 - Maternel - Français A2 - Élémentaire

Dernière mise à jour le 23 juin 2022