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 3 5 18
A data-driven explainable case-based reasoning approach for financial risk detection 0 0 0 17 3 4 8 23
Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls 0 0 1 23 2 7 14 76
Forecasting: theory and practice 1 3 7 93 7 22 39 138
Liquidity Risks in Lending Protocols: Evidence from Aave Protocol 0 0 1 7 0 2 16 42
Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices 0 0 1 5 4 6 11 49
Voter Coalitions and democracy in Decentralized Finance: Evidence from MakerDAO 0 0 1 15 1 5 12 40
Total Working Papers 1 3 11 169 18 49 105 386


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 3 4 6 48
A data-driven explainable case-based reasoning approach for financial risk detection 0 0 0 0 1 2 3 7
A hybrid genetic algorithm–support vector machine approach in the task of forecasting and trading 0 0 0 10 3 3 8 33
Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias 0 0 1 7 3 5 7 39
Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls 0 1 3 3 2 11 22 29
European Exchange Trading Funds Trading with Locally Weighted Support Vector Regression 0 0 0 7 2 3 5 35
Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions 0 0 1 12 0 2 7 131
Forecasting and trading Bitcoin with machine learning techniques and a hybrid volatility/sentiment leverage 0 1 3 14 5 7 11 36
Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization 0 0 0 168 0 0 2 413
Forecasting: theory and practice 1 2 9 56 26 44 117 392
Higher order and recurrent neural architectures for trading the EUR/USD exchange rate 0 0 1 15 1 3 6 70
Industry return prediction via interpretable deep learning 0 0 3 3 5 5 12 17
Inflation and Unemployment Forecasting with Genetic Support Vector Regression 0 1 2 39 2 5 8 215
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities 0 0 0 0 0 1 3 23
Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms—Support vector regression forecast combinations 0 0 0 24 3 6 8 92
Modelling Financial Markets during Times of Extreme Volatility: Evidence from the GameStop Short Squeeze 0 0 2 5 4 6 14 30
Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms 0 0 1 16 2 3 5 116
Modelling and trading the EUR/USD exchange rate at the ECB fixing 0 0 1 53 11 13 17 379
Modelling and trading the U.S. implied volatility indices. Evidence from the VIX, VXN and VXD indices 0 0 1 38 5 10 14 172
Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks 0 0 0 12 3 7 9 66
Modelling commodity value at risk with Psi Sigma neural networks using open-high-low-close data 0 0 0 3 1 3 5 31
Modelling commodity value at risk with higher order neural networks 0 0 1 29 1 2 4 127
Modelling market implied ratings using LASSO variable selection techniques 0 0 1 24 0 2 6 95
Money demand stability: New evidence from transfer entropy 1 1 1 1 4 9 13 14
Neural network copula portfolio optimization for exchange traded funds 0 0 0 7 1 6 8 34
Neural networks in financial trading 1 3 4 19 6 13 19 73
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 5 121
Operational risk: Emerging markets, sectors and measurement 1 1 1 76 2 3 7 296
Pascal's Wager and Information 0 0 2 9 0 1 4 38
Performance of technical trading rules: evidence from the crude oil market 0 0 0 6 2 8 9 31
Preface: application of operations research to financial markets 0 0 0 3 1 1 1 10
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 39
Revisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimization 0 1 2 14 0 3 12 48
Special Issue of Quantitative Finance on the ‘23rd Forecasting Financial Markets Conference’ 0 0 0 2 0 0 0 12
Special Issue of on ‘Commodity Markets’ 0 0 0 2 0 2 2 9
Special issue of the International Journal of Finance and Economics innovations in finance, economics, risk management, and policy 0 0 0 5 1 4 9 41
Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects 0 0 0 31 1 6 10 120
Stock Market Simulation Using Support Vector Machines 0 0 0 17 2 2 6 55
Stock market linkages among new EMU members and the euro area 0 0 0 10 0 1 1 48
Stock market prediction using evolutionary support vector machines: an application to the ASE20 index 0 0 0 6 1 2 5 30
Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices 0 0 0 9 0 3 6 30
Technical analysis, spread trading, and data snooping control 0 1 1 3 0 1 3 10
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 1 2 6 24 6 13 26 78
Ultra‐High‐Frequency Algorithmic Arbitrage Across International Index Futures 0 0 3 47 1 1 6 107
What influences a bank's decision to go public? 0 0 0 3 0 0 0 26
Total Journal Articles 5 14 51 889 112 229 455 3,948


Statistics updated 2026-01-09