Some Recent Working Papers

 Arvanitis, S., Topaloglou, N. and Tsomidis, G. (2023), Behavioral Personae, Stochastic Dominance, and the Cryptocurrency Market. (3rd round of revision at the Annals of Operations Research)

  Arvanitis, S., Scaillet, O., & Topaloglou, N. (2024). Sparse spanning portfolios and under-diversification with second-order stochastic dominance. arXiv preprint arXiv:2402.01951. (submitted to Management Science)

Kalaitzoglou, Iordanis and Stelios Arvanitis, Time will tell! Towards the construction of instantaneous indicators of different agent-types (2024). Available at SSRN: https://ssrn.com/abstract=3703506 or http://dx.doi.org/10.2139/ssrn.3703506

Arvanitis, S., Pinar, M., Stengos, T., & Topaloglou, N. (2025). Robust Multiobjective Model Averaging in Predictive Regressions. (submitted to JASA)

Arvanitis S., Kyriazi F., and D. Thomakos (2025), Market Timing and Predictive Complexity. (10.13140/RG.2.2.10117.56807) (submitted to the IMA Journal of Managerial Mathematics)

Arvanitis S., Demos A., (2025), Gaussian Stochastic Volatility, Misspecified Volatility Filters and Indirect Inference Estimation. (R&R at Econometrics and Statistics) (10.13140/RG.2.2.35893.08163)

Arvanitis S., Argyropoulos P., and Vassilakis S., (2024), Universal Choice Spaces and Expected Utility: A Banach-type Functorial Fixed Point.

Arvanitis S. (2025), Long Memory from Cheeger Bottlenecks and Long Cycles.

Arvanitis S. (2025), Measuring Textual Cohesion via Graph Curvature, Weighted Dominance, and Embedding-Based Coherence. (submitted to The Italian Journal of Computational Linguistics) 

Arvanitis S., McGee R., and Th. Post (2025), Updating Density Estimates Using Conditional Information Projection. (submitted to Journal of Econometrics)

 Arvanitis S., Kyriazi F., and D. Thomakos (2025), A Cybernetic Approach to Time Series Forecasting with MAP-Bayesian Hierarchical Learning