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 1 4 17 32
A data-driven explainable case-based reasoning approach for financial risk detection 0 0 0 17 0 1 11 30
Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls 0 0 0 23 3 9 28 95
Forecasting: theory and practice 0 1 5 95 1 7 46 158
Liquidity Risks in Lending Protocols: Evidence from Aave Protocol 0 0 0 7 0 6 13 52
Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices 0 0 1 6 0 6 16 58
Voter Coalitions and democracy in Decentralized Finance: Evidence from MakerDAO 0 1 1 16 1 3 19 53
Total Working Papers 0 2 7 173 6 36 150 478


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 0 10 52
A data-driven explainable case-based reasoning approach for financial risk detection 0 0 0 0 0 3 7 12
A hybrid genetic algorithm–support vector machine approach in the task of forecasting and trading 0 0 0 10 0 1 11 40
Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias 0 0 1 7 0 1 9 42
Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls 0 0 1 3 11 18 42 57
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 1 1 1 13 2 4 14 142
Forecasting and trading Bitcoin with machine learning techniques and a hybrid volatility/sentiment leverage 0 0 2 14 0 4 21 48
Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization 0 0 1 169 0 1 4 417
Forecasting: theory and practice 2 2 11 63 10 46 184 513
Higher order and recurrent neural architectures for trading the EUR/USD exchange rate 0 0 0 15 0 5 12 79
Industry return prediction via interpretable deep learning 0 0 1 3 0 3 18 27
Inflation and Unemployment Forecasting with Genetic Support Vector Regression 0 1 2 40 0 4 15 225
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities 0 0 0 0 1 3 9 29
Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms—Support vector regression forecast combinations 0 0 0 24 1 2 11 96
Modelling Financial Markets during Times of Extreme Volatility: Evidence from the GameStop Short Squeeze 0 0 1 5 0 7 27 46
Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms 0 0 0 16 0 5 14 127
Modelling and trading the EUR/USD exchange rate at the ECB fixing 0 0 0 53 1 12 38 403
Modelling and trading the U.S. implied volatility indices. Evidence from the VIX, VXN and VXD indices 0 2 2 40 3 9 26 187
Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks 0 0 0 12 0 4 14 72
Modelling commodity value at risk with Psi Sigma neural networks using open-high-low-close data 0 0 0 3 0 2 11 38
Modelling commodity value at risk with higher order neural networks 0 0 0 29 0 2 4 129
Modelling market implied ratings using LASSO variable selection techniques 0 0 0 24 0 5 12 105
Money demand stability: New evidence from transfer entropy 0 0 2 2 0 5 33 37
Neural network copula portfolio optimization for exchange traded funds 0 1 1 8 0 5 14 42
Neural networks in financial trading 0 0 3 19 2 4 25 81
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 8 14 131
Operational risk: Emerging markets, sectors and measurement 0 0 1 76 0 4 11 304
Pascal's Wager and Information 0 0 0 9 3 3 6 42
Performance of technical trading rules: evidence from the crude oil market 0 1 2 8 1 9 26 49
Preface: application of operations research to financial markets 0 0 0 3 0 2 4 13
Real‐Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks 0 0 0 21 0 2 4 57
Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds 0 0 0 6 0 2 6 44
Revisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimization 0 1 2 15 0 6 17 59
Special Issue of Quantitative Finance on the ‘23rd Forecasting Financial Markets Conference’ 0 0 0 2 0 1 7 19
Special Issue of on ‘Commodity Markets’ 0 0 0 2 1 4 9 16
Special issue of the International Journal of Finance and Economics innovations in finance, economics, risk management, and policy 0 0 0 5 0 0 11 46
Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects 0 1 1 32 0 4 17 129
Stock Market Simulation Using Support Vector Machines 0 0 0 17 0 6 12 64
Stock market linkages among new EMU members and the euro area 0 0 0 10 0 0 7 54
Stock market prediction using evolutionary support vector machines: an application to the ASE20 index 0 1 1 7 0 3 12 39
Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices 0 0 2 11 2 31 45 71
Technical analysis, spread trading, and data snooping control 0 1 2 4 2 7 10 19
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 3 4 33
Trading the foreign exchange market with technical analysis and Bayesian Statistics 1 1 4 25 9 54 95 155
Ultra‐High‐Frequency Algorithmic Arbitrage Across International Index Futures 0 0 0 47 0 0 5 109
What influences a bank's decision to go public? 0 0 0 3 1 11 17 43
Total Journal Articles 4 13 44 912 50 315 931 4,580


Statistics updated 2026-07-10