Research output per year
Research output per year
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Dive into the research topics where Sotirios Sabanis is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Research output
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A fully data-driven approach to minimizing CVaR for portfolio of assets via SGLD with discontinuous updating
Sabanis, S. & Zhang, Y., 2 Jul 2020, ArXiv.Research output: Working paper
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Model-Independent Price Bounds for Catastrophic Mortality Bonds
Bahl, R. K. & Sabanis, S., 7 Dec 2020, (Accepted/In press) In: Insurance: Mathematics and Economics. 43 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Nonasymptotic analysis of Stochastic Gradient Hamiltonian Monte Carlo under local conditions for nonconvex optimization
Akyildiz, Ö. D. & Sabanis, S., 13 Feb 2020, ArXiv.Research output: Working paper
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Taming neural networks with TUSLA: Non-convex learning via adaptive stochastic gradient Langevin algorithms
Lovas, A., Lytras, I., Rásonyi, M. & Sabanis, S., 25 Jun 2020, ArXiv.Research output: Working paper
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Asymptotic Analysis of the LMS Algorithm with Momentum
Gerencser, L., Csaji, B. C. & Sabanis, S., 21 Jan 2019, p. 3062-3067.Research output: Contribution to conference › Paper › peer-review
Open AccessFile
Projects
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TRAIN@Ed: Transnational Research and Innovation Network at Edinburgh
Hickey, J., Bell, C., Duncan, A., Farrington, S., Florian, L., Forde, M., Gorjanc, G., Lacka, E., Mcneill, G., Medina-Lopez, E., Rosser, S., Rossi, R., Sabanis, S., Szpruch, L., Tenesa, A., Wake, D. & Yang, Y.
EU government bodies, Non-EU industry, commerce and public corporations
1/11/19 → 19/04/23
Project: Research
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Portfolio dimensionality and data-driven tail risk management
UK industry, commerce and public corporations
1/04/19 → 31/12/20
Project: Research
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New Measures of Portfolio Diversification
Sabanis, S., Garcia Quiles, S., Gondzio, J. & Kalcsics, J.
UK industry, commerce and public corporations
15/05/17 → 14/05/18
Project: Research
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