Stefanos Tsakonas

University of Thessaly

Stefanos Tsakonas was born in 1983 in Greece. He studied Electrical Engineering at the Technological Institute of Kavala and Business Management at the Hellenic Open University. Currently he is a PhD candidate in Complex Systems and Systemic Risk in the Department of Economics at the University of Thessaly. His research interests include Non-Linear Analysis, Chaos Theory, Time Series Prediction and Critical Transitions.

Articles by Stefanos Tsakonas

Original research

Application of the moving Lyapunov exponent to the S&P 500 index to predict major declines

The authors suggest an innovative method based in econophysics that provides early warning signs for major declines in the S&P 500 Index

19 Jul 2022