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 6 16 31
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 0 10 25 92
Forecasting: theory and practice 0 1 5 95 3 6 47 157
Liquidity Risks in Lending Protocols: Evidence from Aave Protocol 0 0 0 7 0 8 13 52
Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices 0 1 2 6 1 7 17 58
Voter Coalitions and democracy in Decentralized Finance: Evidence from MakerDAO 1 1 1 16 1 4 18 52
Total Working Papers 1 3 8 173 6 42 147 472


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 1 10 52
A data-driven explainable case-based reasoning approach for financial risk detection 0 0 0 0 0 3 8 12
A hybrid genetic algorithm–support vector machine approach in the task of forecasting and trading 0 0 0 10 0 3 11 40
Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias 0 0 1 7 0 2 9 42
Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls 0 0 1 3 1 9 33 46
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 0 3 12 140
Forecasting and trading Bitcoin with machine learning techniques and a hybrid volatility/sentiment leverage 0 0 2 14 0 6 22 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 0 2 10 61 5 61 180 503
Higher order and recurrent neural architectures for trading the EUR/USD exchange rate 0 0 1 15 1 5 14 79
Industry return prediction via interpretable deep learning 0 0 1 3 1 6 18 27
Inflation and Unemployment Forecasting with Genetic Support Vector Regression 1 1 2 40 1 5 15 225
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities 0 0 0 0 0 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 0 1 10 95
Modelling Financial Markets during Times of Extreme Volatility: Evidence from the GameStop Short Squeeze 0 0 2 5 3 9 29 46
Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms 0 0 0 16 1 6 14 127
Modelling and trading the EUR/USD exchange rate at the ECB fixing 0 0 0 53 3 14 37 402
Modelling and trading the U.S. implied volatility indices. Evidence from the VIX, VXN and VXD indices 1 2 2 40 3 8 24 184
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 12 38
Modelling commodity value at risk with higher order neural networks 0 0 0 29 1 2 4 129
Modelling market implied ratings using LASSO variable selection techniques 0 0 0 24 1 5 12 105
Money demand stability: New evidence from transfer entropy 0 0 2 2 2 11 34 37
Neural network copula portfolio optimization for exchange traded funds 0 1 1 8 1 5 14 42
Neural networks in financial trading 0 0 3 19 1 3 23 79
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 9 14 131
Operational risk: Emerging markets, sectors and measurement 0 0 1 76 0 5 12 304
Pascal's Wager and Information 0 0 0 9 0 0 3 39
Performance of technical trading rules: evidence from the crude oil market 0 1 2 8 1 12 26 48
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 7 44
Revisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimization 1 1 2 15 2 7 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 0 3 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 1 1 1 32 1 7 18 129
Stock Market Simulation Using Support Vector Machines 0 0 0 17 3 6 13 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 4 12 39
Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices 0 1 2 11 21 36 44 69
Technical analysis, spread trading, and data snooping control 1 1 2 4 2 5 9 17
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 4 4 33
Trading the foreign exchange market with technical analysis and Bayesian Statistics 0 0 3 24 15 55 87 146
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 7 11 16 42
Total Journal Articles 5 12 46 908 78 351 909 4,530


Statistics updated 2026-06-04