Projects per year
Personal profile
Biography
Anastasios Panagiotelis is a Senior Lecturer at the Department of Econometrics and Business Statistics at Monash University. Anastasios recieved his PhD from the University of Sydney, and prior to joining Monash in 2011, he was an Alexander von Humboldt Postdoctoral Researcher at the Chair of Mathematical Statistics at the Technical University of Munich. His research interests include Bayesian Model selection and copula models.
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Projects 2014 2018
- 1 Finished
Macroeconomic forecasting in a 'Big Data' world
Panagiotelis, A., Athanasopoulos, G., Hyndman, R. & Vahid-Araghi, F.
Australian Research Council (ARC)
30/09/14 → 31/12/18
Project: Research
Research Output 2008 2019
A forecast reconciliation approach to cause-of-death mortality modeling
Li, H., Li, H., Lu, Y. & Panagiotelis, A., May 2019, In : Insurance: Mathematics and Economics. 86, p. 122-133 12 p.Research output: Contribution to journal › Article › Research › peer-review
Bayesian inference for the one-factor copula model
Tan, B. K., Panagiotelis, A. & Athanasopoulos, G., 2019, In : Journal of Computational and Graphical Statistics. 28, 1, p. 155-173 19 p.Research output: Contribution to journal › Article › Research › peer-review
Macroeconomic forecasting for Australia using a large number of predictors
Panagiotelis, A., Athanasopoulos, G., Hyndman, R. J., Jiang, B. & Vahid, F., 1 Apr 2019, In : International Journal of Forecasting. 35, 2, p. 616-633 18 p.Research output: Contribution to journal › Article › Research › peer-review
Probabilistic forecast reconciliation with applications to wind power and electric load
Jeon, J., Panagiotelis, A. & Petropoulos, F., Dec 2019, In : European Journal of Operational Research. 279, 2, p. 364-379 16 p.Research output: Contribution to journal › Article › Research › peer-review
Model selection for discrete regular vine copulas
Panagiotelis, A., Czado, C., Joe, H. & Stöber, J., 1 Feb 2017, In : Computational Statistics and Data Analysis. 106, p. 138-152 15 p.Research output: Contribution to journal › Article › Research › peer-review