Dr Kostas Triantafyllopoulos

School of Mathematical and Physical Sciences

Senior Lecturer in Statistics

MSc Statistics Course Director

k.triantafyllopoulos@sheffield.ac.uk
I10, Hicks Building

Full contact details

Dr Kostas Triantafyllopoulos
School of Mathematical and Physical Sciences
I10
Hicks Building
Hounsfield Road
Sheffield
S3 7RH
Profile

Dr Triantafyllopoulos obtained a PhD from Warwick University (2002) after completing a BSc in Mathematics at Aristotle University of Thessaloniki (1996) and a MSc in Quality Management at Napier University of Edinburgh (1998). After a post-doctoral appointment at Bristol University (2001-2002) he took a lectureship at Newcastle University (2002-2004). He moved to Sheffield in February 2005. His research interests are in Bayesian time series and forecasting.

Research interests

My research lies on Bayesian time series analysis. Application areas that I am interested include finance, bioinformatics, medicine, signal processing and quality control.

Publications

Show: Featured publications All publications

Journal articles

  • Triantafyllopoulos K (2012) . Journal of Time Series Analysis, 33(1), 48-60.
  • Triantafyllopoulos K (2011) . Journal of Time Series Analysis, 32(2), 93-107.
  • Triantafyllopoulos K (2009) . INT STAT REV, 77(3), 430-450.

All publications

Books

  • Triantafyllopoulos K (2021) . Springer International Publishing.

Journal articles

  • Kearns B, Stevenson MD, Triantafyllopoulos K & Manca A (2022) . Medical Decision Making, 42(7), 945-955.
  • Kearns B, Stevenson MD, Triantafyllopoulos K & Manca A (2021) . BMC Medical Research Methodology, 21(1).
  • Molaris VA, Triantafyllopoulos K, Papadakis G, Economou P & Bersimis S (2021) . Communications in Statistics: Case Studies, Data Analysis and Applications, 7(4), 624-638.
  • Kearns B, Stevenson M, Triantafyllopoulos K & Manca A (2021) . Value in Health, 24(11), 1634-1642.
  • Bersimis S & Triantafyllopoulos K (2020) . Methodology and Computing in Applied Probability, 22(4), 1457-1479.
  • Hosseini S, Kadir DH & Triantafyllopoulos K (2019) .
  • Kearns B, Stevenson M, Triantafyllopoulos K & Manca A (2019) . Medical Decision Making, 39(7), 867-878.
  • Stillman E & Triantafyllopoulos K (2019) . Quality and Reliability Engineering International, 35(5), 1277-1278.
  • Triantafyllopoulos K, Shakandli M & Campbell M (2019) . Quality and Reliability Engineering International, 35(5), 1445-1459.
  • Iqbal F & Triantafyllopoulos K (2019) . Communications in Statistics - Simulation and Computation, 50(10), 3105-3123.
  • Harris K, Triantafyllopoulos K, Stillman E & McLeay T (2016) . Quality and Reliability Engineering International, 32(6), 2093-2106.
  • Triantafyllopoulos K & Bersimis S (2016) . Quality Technology and Quantitative Management, 13(1), 88-108.
  • Triantafyllopoulos K & Han S (2013) . Springer Proceedings in Mathematics and Statistics, 30, 127-147.
  • Triantafyllopoulos K (2012) . Journal of Time Series Analysis, 33(1), 48-60.
  • Triantafyllopoulos K (2011) Multi-variate stochastic volatility modelling using Wishart autoregressive processes. Journal of Time Series Analysis.
  • Triantafyllopoulos K (2011) . Journal of Applied Statistics, 38(2), 369-382.
  • Triantafyllopoulos K (2011) . Journal of Time Series Analysis, 32(2), 93-107.
  • Triantafyllopoulos K & Montana G (2011) . Computational Management Science, 8(1-2), 23-49.
  • Triantafyllopoulos K (2009) . INT STAT REV, 77(3), 430-450.
  • Triantafyllopoulos K & Nason GP (2009) . STAT PROBABIL LETT, 79(1), 50-54.
  • Montana G, Triantafyllopoulos K & Tsagaris T (2009) . EXPERT SYST APPL, 36(2), 2819-2830.
  • Triantafyllopoulos K (2008) . STAT PROBABIL LETT, 78(16), 2647-2653.
  • Triantafyllopoulos K & Harrison PJ (2008) . STATISTICS, 42(4), 329-350.
  • Triantafyllopoulos K & Montana G (2008) Dynamic modeling of mean-reverting spreads for statistical arbitrage.
  • Triantafyllopoulos K (2008) . J STAT PLAN INFER, 138(4), 1021-1037.
  • Triantafyllopoulos K (2008) . COMMUN STAT-THEOR M, 37(6), 947-958.
  • Triantafyllopoulos K (2007) . J FORECASTING, 26(8), 551-569.
  • Triantafyllopoulos K & Nasonb GP (2007) . COMPUT STAT DATA AN, 52(2), 1025-1046.
  • Triantafyllopoulos K (2007) . COMMUN STAT-THEOR M, 36(1-4), 563-565.
  • Triantafyllopoulos K (2007) . APPL STOCH MODEL BUS, 23(2), 145-156.
  • Triantafyllopoulos K (2006) . COMPUT STAT DATA AN, 50(12), 3702-3720.
  • Godolphin E & Triantafyllopoulos K (2006) . COMPUT STAT DATA AN, 50(9), 2232-2246.
  • Triantafyllopoulos K & Pikoulas J (2002) . J FORECASTING, 21(8), 579-594.

Book chapters

  • Triantafyllopoulos K & Stillman E (2025) In Bersimis S, Economou P & Rakitzis A (Ed.), Statistical Methods and Applications in Systems Assurance & Quality (pp. 18-37). CRC Press

Conference proceedings

  • Kearns BC, Stevenson M, Triantafyllopoulos K & Manca A (2019) . Value in Health, Vol. 22(Supplement 3) (pp S819-S819). Copenhagen, Denmark, 2 November 2019 - 2 November 2019.
  • Kearns BC, Stevenson M, Triantafyllopoulos K & Manca A (2019) . Value in Health, Vol. 22(S3) (pp S522-S522). Copenhagen, Denmark, 2 November 2019 - 2 November 2019.
  • Triantafyllopoulos K (2014) (pp 335-345)
  • Triantafyllopoulos K (2012) Detecting Mean Reverted Patterns in Statistical Arbitrage.. ICPRAM (1)
  • Triantafyllopoulos K, Aldebrez FM, Zinober ASI & Tokhi MO (2009) . 3rd International Conference on Signals Circuits and Systems Scs 2009
  • Montana G, Triantafyllopoulos K & Tsagaris T (2008) Data stream mining for market-neutral algorithmic trading. PROCEEDINGS OF THE 23RD ANNUAL ACM SYMPOSIUM ON APPLIED COMPUTING (pp 966-970)
  • Triantafyllopoulos K (2007) . COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, Vol. 36(9-12) (pp 2117-2127)
  • Triantafyllopoulos K (2006) . QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, Vol. 22(6) (pp 693-707)
  • Triantafyllopoulos K, Godolphin JD & Godolphin EJ (2005) . QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, Vol. 21(5) (pp 465-475)
  • Pikoulas J, Buchanan W, Mannion M & Triantafyllopoulos K (2002) An intelligent agent security intrusion system. NINTH ANNUAL IEEE INTERNATIONAL CONFERENCE AND WORKSHOP ON THE ENGINEERING OF COMPUTER-BASED SYSTEMS, PROCEEDINGS (pp 94-99)
  • Pikoulas J, Buchanan WJ, Mannion M & Triantafyllopoulos K (2001) An agent-based Bayesian forecasting model for enhanced network security. EIGHTH ANNUAL IEEE INTERNATIONAL CONFERENCE AND WORKSHOP ON THE ENGINEERING OF COMPUTER BASED SYSTEMS, PROCEEDINGS (pp 247-254)
Research group

Mathematical and Statistical Modelling

Grants

Past grants, as Principal Investigator

 
The multivariate general steady modelNuffield

Past grants, as Coinvestigator

 
EPSRC

Links