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 0 2 15
A data-driven explainable case-based reasoning approach for financial risk detection 0 0 0 17 0 0 4 19
Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls 0 0 2 23 0 0 8 67
Forecasting: theory and practice 0 0 6 90 0 3 20 113
Liquidity Risks in Lending Protocols: Evidence from Aave Protocol 0 0 1 7 0 0 15 39
Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices 0 1 1 5 0 2 7 43
Voter Coalitions and democracy in Decentralized Finance: Evidence from MakerDAO 0 0 1 15 0 1 7 35
Total Working Papers 0 1 11 166 0 6 63 331


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 2 2 4 44
A data-driven explainable case-based reasoning approach for financial risk detection 0 0 0 0 0 1 3 5
A hybrid genetic algorithm–support vector machine approach in the task of forecasting and trading 0 0 0 10 0 1 5 30
Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias 0 1 1 7 0 1 3 34
Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls 0 0 2 2 1 3 14 16
European Exchange Trading Funds Trading with Locally Weighted Support Vector Regression 0 0 0 7 0 0 2 31
Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions 0 0 1 12 0 1 8 129
Forecasting and trading Bitcoin with machine learning techniques and a hybrid volatility/sentiment leverage 1 1 4 13 1 3 10 29
Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization 0 0 0 168 0 0 7 413
Forecasting: theory and practice 2 3 15 54 9 20 124 343
Higher order and recurrent neural architectures for trading the EUR/USD exchange rate 0 1 1 15 0 2 4 67
Industry return prediction via interpretable deep learning 0 1 3 3 0 1 10 10
Inflation and Unemployment Forecasting with Genetic Support Vector Regression 0 0 4 38 0 0 6 210
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities 0 0 0 0 0 1 2 21
Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms—Support vector regression forecast combinations 0 0 0 24 0 1 4 86
Modelling Financial Markets during Times of Extreme Volatility: Evidence from the GameStop Short Squeeze 0 2 2 5 0 6 10 23
Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms 0 0 1 16 0 0 2 113
Modelling and trading the EUR/USD exchange rate at the ECB fixing 0 0 1 53 1 1 7 366
Modelling and trading the U.S. implied volatility indices. Evidence from the VIX, VXN and VXD indices 0 0 2 38 1 2 5 162
Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks 0 0 0 12 0 0 1 58
Modelling commodity value at risk with Psi Sigma neural networks using open-high-low-close data 0 0 0 3 0 2 2 28
Modelling commodity value at risk with higher order neural networks 0 0 1 29 0 0 2 125
Modelling market implied ratings using LASSO variable selection techniques 0 0 1 24 0 0 4 93
Money demand stability: New evidence from transfer entropy 0 0 0 0 1 2 5 5
Neural network copula portfolio optimization for exchange traded funds 0 0 0 7 0 0 2 28
Neural networks in financial trading 0 0 2 16 3 4 12 60
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 5 119
Operational risk: Emerging markets, sectors and measurement 0 0 1 75 0 1 8 293
Pascal's Wager and Information 0 0 3 9 0 1 4 37
Performance of technical trading rules: evidence from the crude oil market 0 0 0 6 0 1 1 23
Preface: application of operations research to financial markets 0 0 0 3 0 0 1 9
Real‐Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks 0 0 0 21 0 0 0 53
Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds 0 0 1 6 0 1 4 38
Revisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimization 0 0 2 13 0 0 8 42
Special Issue of Quantitative Finance on the ‘23rd Forecasting Financial Markets Conference’ 0 0 1 2 0 0 1 12
Special Issue of on ‘Commodity Markets’ 0 0 0 2 0 0 0 7
Special issue of the International Journal of Finance and Economics innovations in finance, economics, risk management, and policy 0 0 0 5 1 2 8 37
Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects 0 0 1 31 0 1 4 112
Stock Market Simulation Using Support Vector Machines 0 0 0 17 0 2 4 53
Stock market linkages among new EMU members and the euro area 0 0 0 10 0 0 0 47
Stock market prediction using evolutionary support vector machines: an application to the ASE20 index 0 0 1 6 1 1 4 28
Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices 0 0 0 9 0 1 4 26
Technical analysis, spread trading, and data snooping control 0 0 1 2 0 1 4 9
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 6 22 2 5 15 64
Ultra‐High‐Frequency Algorithmic Arbitrage Across International Index Futures 0 3 4 47 2 5 6 106
What influences a bank's decision to go public? 0 0 0 3 0 0 0 26
Total Journal Articles 3 13 62 875 26 78 339 3,699


Statistics updated 2025-09-05