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 3 10 13 28
A data-driven explainable case-based reasoning approach for financial risk detection 0 0 0 17 0 6 11 29
Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls 0 0 1 23 4 10 20 86
Forecasting: theory and practice 0 1 4 94 0 13 45 151
Liquidity Risks in Lending Protocols: Evidence from Aave Protocol 0 0 1 7 2 4 10 46
Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices 1 1 2 6 1 3 11 52
Voter Coalitions and democracy in Decentralized Finance: Evidence from MakerDAO 0 0 1 15 2 10 18 50
Total Working Papers 1 2 9 171 12 56 128 442


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 1 4 10 52
A data-driven explainable case-based reasoning approach for financial risk detection 0 0 0 0 0 2 5 9
A hybrid genetic algorithm–support vector machine approach in the task of forecasting and trading 0 0 0 10 2 6 12 39
Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias 0 0 1 7 1 2 8 41
Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls 0 0 1 3 2 10 28 39
European Exchange Trading Funds Trading with Locally Weighted Support Vector Regression 0 0 0 7 0 3 7 38
Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions 0 0 1 12 1 7 13 138
Forecasting and trading Bitcoin with machine learning techniques and a hybrid volatility/sentiment leverage 0 0 2 14 2 8 18 44
Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization 0 1 1 169 0 3 4 416
Forecasting: theory and practice 2 5 12 61 25 75 167 467
Higher order and recurrent neural architectures for trading the EUR/USD exchange rate 0 0 1 15 0 4 9 74
Industry return prediction via interpretable deep learning 0 0 2 3 3 7 18 24
Inflation and Unemployment Forecasting with Genetic Support Vector Regression 0 0 2 39 1 6 12 221
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities 0 0 0 0 0 3 6 26
Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms—Support vector regression forecast combinations 0 0 0 24 0 2 9 94
Modelling Financial Markets during Times of Extreme Volatility: Evidence from the GameStop Short Squeeze 0 0 2 5 2 9 22 39
Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms 0 0 1 16 1 6 10 122
Modelling and trading the EUR/USD exchange rate at the ECB fixing 0 0 1 53 3 12 28 391
Modelling and trading the U.S. implied volatility indices. Evidence from the VIX, VXN and VXD indices 0 0 1 38 2 6 19 178
Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks 0 0 0 12 0 2 10 68
Modelling commodity value at risk with Psi Sigma neural networks using open-high-low-close data 0 0 0 3 0 5 10 36
Modelling commodity value at risk with higher order neural networks 0 0 0 29 0 0 3 127
Modelling market implied ratings using LASSO variable selection techniques 0 0 1 24 0 5 10 100
Money demand stability: New evidence from transfer entropy 0 1 2 2 6 18 31 32
Neural network copula portfolio optimization for exchange traded funds 0 0 0 7 0 3 10 37
Neural networks in financial trading 0 0 3 19 1 4 21 77
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 1 2 7 123
Operational risk: Emerging markets, sectors and measurement 0 0 1 76 1 4 11 300
Pascal's Wager and Information 0 0 0 9 0 1 3 39
Performance of technical trading rules: evidence from the crude oil market 0 1 1 7 4 9 18 40
Preface: application of operations research to financial markets 0 0 0 3 0 1 2 11
Real‐Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks 0 0 0 21 0 2 2 55
Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds 0 0 0 6 0 3 6 42
Revisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimization 0 0 1 14 1 5 14 53
Special Issue of Quantitative Finance on the ‘23rd Forecasting Financial Markets Conference’ 0 0 0 2 0 6 6 18
Special Issue of on ‘Commodity Markets’ 0 0 0 2 0 3 5 12
Special issue of the International Journal of Finance and Economics innovations in finance, economics, risk management, and policy 0 0 0 5 2 5 11 46
Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects 0 0 0 31 3 5 14 125
Stock Market Simulation Using Support Vector Machines 0 0 0 17 0 3 8 58
Stock market linkages among new EMU members and the euro area 0 0 0 10 0 6 7 54
Stock market prediction using evolutionary support vector machines: an application to the ASE20 index 0 0 0 6 1 6 9 36
Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices 1 2 2 11 7 10 16 40
Technical analysis, spread trading, and data snooping control 0 0 1 3 0 2 4 12
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 1 1 1 30
Trading the foreign exchange market with technical analysis and Bayesian Statistics 0 0 4 24 10 23 45 101
Ultra‐High‐Frequency Algorithmic Arbitrage Across International Index Futures 0 0 3 47 1 2 8 109
What influences a bank's decision to go public? 0 0 0 3 1 6 6 32
Total Journal Articles 3 10 47 899 86 317 703 4,265


Statistics updated 2026-04-09