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 1 1 2 9 1 1 3 9
A data-driven explainable case-based reasoning approach for financial risk detection 0 0 1 17 0 0 2 12
Decentralization illusion in DeFi: Evidence from MakerDAO 0 0 10 10 2 5 22 22
Forecasting: theory and practice 2 5 63 63 2 7 44 44
Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices 0 0 0 4 0 1 4 34
Total Working Papers 3 6 76 103 5 14 75 121


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 6 1 2 6 31
A hybrid genetic algorithm–support vector machine approach in the task of forecasting and trading 1 1 4 7 1 1 4 15
Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias 0 0 0 5 0 0 1 27
European Exchange Trading Funds Trading with Locally Weighted Support Vector Regression 0 0 0 6 1 1 2 27
Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions 0 1 2 10 3 5 17 98
Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization 5 6 25 133 6 11 44 340
Higher order and recurrent neural architectures for trading the EUR/USD exchange rate 0 0 0 14 0 0 0 61
Inflation and Unemployment Forecasting with Genetic Support Vector Regression 0 0 3 31 6 8 39 167
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities 0 0 0 0 0 0 1 18
Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms—Support vector regression forecast combinations 0 1 2 20 0 1 6 75
Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms 0 0 2 14 0 0 15 109
Modelling and trading the EUR/USD exchange rate at the ECB fixing 1 1 2 51 1 3 6 352
Modelling and trading the U.S. implied volatility indices. Evidence from the VIX, VXN and VXD indices 0 0 1 35 1 1 5 148
Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks 0 0 0 11 0 0 1 55
Modelling commodity value at risk with Psi Sigma neural networks using open-high-low-close data 0 0 0 3 0 0 1 24
Modelling commodity value at risk with higher order neural networks 0 0 1 28 0 0 1 123
Modelling market implied ratings using LASSO variable selection techniques 0 0 2 17 0 2 8 79
Neural network copula portfolio optimization for exchange traded funds 0 0 0 4 0 1 1 22
Neural networks in financial trading 0 0 3 10 0 2 10 33
One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations 0 0 1 12 0 2 10 86
Operational risk: Emerging markets, sectors and measurement 0 0 3 71 0 1 6 282
Pascal's Wager and Information 0 0 0 5 0 0 2 30
Performance of technical trading rules: evidence from the crude oil market 0 0 1 4 0 1 3 18
Preface: application of operations research to financial markets 0 0 0 2 0 0 0 6
Real‐Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks 0 0 1 20 0 0 1 50
Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds 0 0 2 5 0 0 3 32
Revisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimization 1 1 4 8 2 4 10 26
Special Issue of Quantitative Finance on the ‘23rd Forecasting Financial Markets Conference’ 0 0 0 1 0 0 0 10
Special Issue of on ‘Commodity Markets’ 0 0 0 1 0 0 0 5
Special issue of the International Journal of Finance and Economics innovations in finance, economics, risk management, and policy 0 0 0 5 0 1 3 23
Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects 0 2 4 26 0 5 10 99
Stock Market Simulation Using Support Vector Machines 0 1 1 17 0 1 1 47
Stock market linkages among new EMU members and the euro area: Implications for financial integration and portfolio diversification 0 0 0 10 0 0 1 46
Stock market prediction using evolutionary support vector machines: an application to the ASE20 index 0 0 2 4 0 0 3 19
Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices 0 0 3 6 0 1 9 16
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 0 0 2 28
Trading the foreign exchange market with technical analysis and Bayesian Statistics 0 2 4 5 1 5 12 14
Ultra‐High‐Frequency Algorithmic Arbitrage Across International Index Futures 1 3 7 38 1 3 8 87
What influences a bank's decision to go public? 0 0 0 3 0 0 3 22
Total Journal Articles 9 19 80 652 24 62 255 2,750


Statistics updated 2023-01-04