Access Statistics for Georgios Sermpinis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Data-driven Explainable Case-based Reasoning Approach for Financial Risk Detection 0 0 0 9 2 5 15 30
A data-driven explainable case-based reasoning approach for financial risk detection 0 0 0 17 1 3 11 30
Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls 0 0 0 23 6 12 25 92
Forecasting: theory and practice 1 1 5 95 3 5 45 154
Liquidity Risks in Lending Protocols: Evidence from Aave Protocol 0 0 1 7 6 8 15 52
Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices 0 1 2 6 5 6 16 57
Voter Coalitions and democracy in Decentralized Finance: Evidence from MakerDAO 0 0 0 15 1 8 18 51
Total Working Papers 1 2 8 172 24 47 145 466


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A conditional fuzzy inference approach in forecasting 0 0 0 12 0 2 10 52
A data-driven explainable case-based reasoning approach for financial risk detection 0 0 0 0 3 3 8 12
A hybrid genetic algorithm–support vector machine approach in the task of forecasting and trading 0 0 0 10 1 3 13 40
Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias 0 0 1 7 1 2 9 42
Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls 0 0 1 3 6 13 32 45
European Exchange Trading Funds Trading with Locally Weighted Support Vector Regression 0 0 0 7 0 0 7 38
Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions 0 0 0 12 2 6 13 140
Forecasting and trading Bitcoin with machine learning techniques and a hybrid volatility/sentiment leverage 0 0 2 14 4 6 22 48
Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization 0 1 1 169 1 2 4 417
Forecasting: theory and practice 0 3 11 61 31 83 189 498
Higher order and recurrent neural architectures for trading the EUR/USD exchange rate 0 0 1 15 4 4 13 78
Industry return prediction via interpretable deep learning 0 0 1 3 2 6 17 26
Inflation and Unemployment Forecasting with Genetic Support Vector Regression 0 0 2 39 3 7 15 224
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities 0 0 0 0 2 2 8 28
Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms—Support vector regression forecast combinations 0 0 0 24 1 1 10 95
Modelling Financial Markets during Times of Extreme Volatility: Evidence from the GameStop Short Squeeze 0 0 2 5 4 8 26 43
Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms 0 0 0 16 4 5 13 126
Modelling and trading the EUR/USD exchange rate at the ECB fixing 0 0 0 53 8 14 34 399
Modelling and trading the U.S. implied volatility indices. Evidence from the VIX, VXN and VXD indices 1 1 2 39 3 6 22 181
Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks 0 0 0 12 4 4 14 72
Modelling commodity value at risk with Psi Sigma neural networks using open-high-low-close data 0 0 0 3 2 4 12 38
Modelling commodity value at risk with higher order neural networks 0 0 0 29 1 1 3 128
Modelling market implied ratings using LASSO variable selection techniques 0 0 0 24 4 8 13 104
Money demand stability: New evidence from transfer entropy 0 0 2 2 3 13 33 35
Neural network copula portfolio optimization for exchange traded funds 1 1 1 8 4 4 13 41
Neural networks in financial trading 0 0 3 19 1 2 22 78
One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations 0 0 0 14 7 8 13 130
Operational risk: Emerging markets, sectors and measurement 0 0 1 76 4 7 15 304
Pascal's Wager and Information 0 0 0 9 0 0 3 39
Performance of technical trading rules: evidence from the crude oil market 1 2 2 8 7 12 25 47
Preface: application of operations research to financial markets 0 0 0 3 2 2 4 13
Real‐Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks 0 0 0 21 2 3 4 57
Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds 0 0 0 6 2 2 7 44
Revisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimization 0 0 1 14 4 6 16 57
Special Issue of Quantitative Finance on the ‘23rd Forecasting Financial Markets Conference’ 0 0 0 2 1 5 7 19
Special Issue of on ‘Commodity Markets’ 0 0 0 2 3 4 8 15
Special issue of the International Journal of Finance and Economics innovations in finance, economics, risk management, and policy 0 0 0 5 0 2 11 46
Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects 0 0 0 31 3 6 17 128
Stock Market Simulation Using Support Vector Machines 0 0 0 17 3 4 10 61
Stock market linkages among new EMU members and the euro area 0 0 0 10 0 4 7 54
Stock market prediction using evolutionary support vector machines: an application to the ASE20 index 1 1 1 7 3 5 12 39
Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices 0 2 2 11 8 16 24 48
Technical analysis, spread trading, and data snooping control 0 0 1 3 3 3 7 15
The Information Content of Equity Block Trades on the Warsaw Stock Exchange: An Estimation of Shares' Returns with the Usage of Simple Linear Regression and Multivariate Adaptive Regression Splines 0 0 0 4 3 4 4 33
Trading the foreign exchange market with technical analysis and Bayesian Statistics 0 0 3 24 30 45 74 131
Ultra‐High‐Frequency Algorithmic Arbitrage Across International Index Futures 0 0 3 47 0 1 8 109
What influences a bank's decision to go public? 0 0 0 3 3 7 9 35
Total Journal Articles 4 11 44 903 187 355 860 4,452


Statistics updated 2026-05-06