Angelos T. Vouldis

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This paper uses dynamic panel data methods to examine the determinants of nonperforming loans (NPLs) in the Greek banking sector, separately for each type of loan (consumer, business and mortgage loans). The study is motivated by the hypothesis that both macroeconomic and bank-specific variables have an effect on loan quality and that these effects vary(More)
The three dimensional (3-D) extension of the two well-known diffraction tomography algorithms, namely, direct Fourier interpolation (DFI) and filtered backpropagation (FBP), are presented and the problem of the data needed for a full 3-D reconstruction is investigated. These algorithms can be used efficiently to solve the inverse scattering problem for weak(More)
The paper develops a financial systemic stress index (FSSI) for Greece. We present a novel methodology for constructing and evaluating a systemic stress index which i) adopts the suggestion of Hollo et al. (2010) [Hollo, Kremer, and Duca (2010) “CISS – A ‘Composite Indicator of Systemic Stress’ in the Financial System” ECB, mimeo] to incorporate timevarying(More)
This paper proposes and estimates a globally flexible functional form for the cost function, which we call Neural Cost Function (NCF). The proposed specification imposes a priori and satisfies globally all the properties that economic theory dictates. The functional form can be estimated easily using Markov Chain Monte Carlo (MCMC) techniques or standard(More)
A new algorithm for solving the three-dimensional inverse scattering problem using time-domain data is presented. The algorithm is intended for application in cases where linearization using the Born or Rytov approximations is not possible. A functional is defined accounting for the error of the object and data equations and the unknown coefficients of the(More)
Two different forms of a preconditioning process (i.e. standard preconditioning and quasi-diagonalization) are presented, in conjunction with the Method of Auxiliary Sources (MAS), when the latter is applied to a specific class of two-dimensional scattering problems. The method enhances the efficiency of MAS, when the linear system becomes illconditioned,(More)
Most business decisions depend on accurate approximations to the cost and production functions. Traditionally, the estimation of cost and production functions in economics relies on standard specifications which are less than satisfactory in numerous situations. However, instead of fitting the data with a pre-specified model, Artificial Neural Networks let(More)