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 0 8 11 25
A data-driven explainable case-based reasoning approach for financial risk detection 0 0 0 17 2 9 13 29
Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls 0 0 1 23 2 8 16 82
Forecasting: theory and practice 0 2 5 94 2 20 49 151
Liquidity Risks in Lending Protocols: Evidence from Aave Protocol 0 0 1 7 0 2 8 44
Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices 0 0 1 5 0 6 10 51
Voter Coalitions and democracy in Decentralized Finance: Evidence from MakerDAO 0 0 1 15 5 9 17 48
Total Working Papers 0 2 9 170 11 62 124 430


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 6 9 51
A data-driven explainable case-based reasoning approach for financial risk detection 0 0 0 0 0 3 5 9
A hybrid genetic algorithm–support vector machine approach in the task of forecasting and trading 0 0 0 10 0 7 11 37
Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias 0 0 1 7 0 4 7 40
Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls 0 0 2 3 5 10 28 37
European Exchange Trading Funds Trading with Locally Weighted Support Vector Regression 0 0 0 7 0 5 7 38
Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions 0 0 1 12 3 6 13 137
Forecasting and trading Bitcoin with machine learning techniques and a hybrid volatility/sentiment leverage 0 0 2 14 0 11 16 42
Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization 1 1 1 169 1 3 4 416
Forecasting: theory and practice 1 4 10 59 27 76 149 442
Higher order and recurrent neural architectures for trading the EUR/USD exchange rate 0 0 1 15 0 5 9 74
Industry return prediction via interpretable deep learning 0 0 2 3 1 9 15 21
Inflation and Unemployment Forecasting with Genetic Support Vector Regression 0 0 2 39 3 7 11 220
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 5 9 94
Modelling Financial Markets during Times of Extreme Volatility: Evidence from the GameStop Short Squeeze 0 0 2 5 2 11 21 37
Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms 0 0 1 16 0 7 9 121
Modelling and trading the EUR/USD exchange rate at the ECB fixing 0 0 1 53 3 20 26 388
Modelling and trading the U.S. implied volatility indices. Evidence from the VIX, VXN and VXD indices 0 0 1 38 1 9 17 176
Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks 0 0 0 12 0 5 10 68
Modelling commodity value at risk with Psi Sigma neural networks using open-high-low-close data 0 0 0 3 2 6 10 36
Modelling commodity value at risk with higher order neural networks 0 0 0 29 0 1 3 127
Modelling market implied ratings using LASSO variable selection techniques 0 0 1 24 4 5 10 100
Money demand stability: New evidence from transfer entropy 0 2 2 2 4 16 25 26
Neural network copula portfolio optimization for exchange traded funds 0 0 0 7 0 4 11 37
Neural networks in financial trading 0 1 3 19 0 9 20 76
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 0 2 6 122
Operational risk: Emerging markets, sectors and measurement 0 1 1 76 2 5 10 299
Pascal's Wager and Information 0 0 1 9 0 1 4 39
Performance of technical trading rules: evidence from the crude oil market 1 1 1 7 1 7 14 36
Preface: application of operations research to financial markets 0 0 0 3 0 2 2 11
Real‐Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks 0 0 0 21 1 2 2 55
Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds 0 0 1 6 0 3 7 42
Revisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimization 0 0 1 14 1 4 15 52
Special Issue of Quantitative Finance on the ‘23rd Forecasting Financial Markets Conference’ 0 0 0 2 4 6 6 18
Special Issue of on ‘Commodity Markets’ 0 0 0 2 1 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 0 4 9 44
Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects 0 0 0 31 0 3 12 122
Stock Market Simulation Using Support Vector Machines 0 0 0 17 1 5 8 58
Stock market linkages among new EMU members and the euro area 0 0 0 10 4 6 7 54
Stock market prediction using evolutionary support vector machines: an application to the ASE20 index 0 0 0 6 1 6 8 35
Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices 1 1 1 10 1 3 9 33
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 0 0 0 29
Trading the foreign exchange market with technical analysis and Bayesian Statistics 0 1 4 24 5 19 35 91
Ultra‐High‐Frequency Algorithmic Arbitrage Across International Index Futures 0 0 3 47 0 2 7 108
What influences a bank's decision to go public? 0 0 0 3 3 5 5 31
Total Journal Articles 4 12 47 896 82 343 636 4,179


Statistics updated 2026-03-04