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 1 1 1 10 4 5 22 37
A data-driven explainable case-based reasoning approach for financial risk detection 0 0 0 17 1 1 12 31
Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls 0 0 0 23 0 5 31 100
Forecasting: theory and practice 1 2 7 97 3 6 48 164
Liquidity Risks in Lending Protocols: Evidence from Aave Protocol 0 0 0 7 0 1 13 53
Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices 0 0 1 6 1 1 16 59
Voter Coalitions and democracy in Decentralized Finance: Evidence from MakerDAO 0 0 1 16 0 2 20 55
Total Working Papers 2 3 10 176 9 21 162 499


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 1 9 53
A data-driven explainable case-based reasoning approach for financial risk detection 0 0 0 0 1 1 8 13
A hybrid genetic algorithm–support vector machine approach in the task of forecasting and trading 0 0 0 10 0 3 13 43
Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias 0 0 0 7 1 2 10 44
Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls 0 0 1 3 5 8 47 65
European Exchange Trading Funds Trading with Locally Weighted Support Vector Regression 0 0 0 7 0 0 6 38
Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions 0 0 1 13 0 2 15 144
Forecasting and trading Bitcoin with machine learning techniques and a hybrid volatility/sentiment leverage 0 0 1 14 2 3 22 51
Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization 0 1 2 170 0 3 7 420
Forecasting: theory and practice 2 4 13 67 10 22 187 535
Higher order and recurrent neural architectures for trading the EUR/USD exchange rate 0 0 0 15 0 0 12 79
Industry return prediction via interpretable deep learning 0 0 0 3 1 2 17 29
Inflation and Unemployment Forecasting with Genetic Support Vector Regression 0 0 2 40 0 3 18 228
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities 0 0 0 0 1 1 8 30
Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms—Support vector regression forecast combinations 0 0 0 24 0 0 10 96
Modelling Financial Markets during Times of Extreme Volatility: Evidence from the GameStop Short Squeeze 0 1 1 6 0 2 24 48
Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms 0 0 0 16 1 2 16 129
Modelling and trading the EUR/USD exchange rate at the ECB fixing 0 0 0 53 1 66 103 469
Modelling and trading the U.S. implied volatility indices. Evidence from the VIX, VXN and VXD indices 1 1 3 41 1 3 28 190
Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks 0 0 0 12 0 0 13 72
Modelling commodity value at risk with Psi Sigma neural networks using open-high-low-close data 0 0 0 3 0 2 12 40
Modelling commodity value at risk with higher order neural networks 0 0 0 29 0 2 6 131
Modelling market implied ratings using LASSO variable selection techniques 0 1 1 25 0 3 15 108
Money demand stability: New evidence from transfer entropy 0 0 2 2 0 1 33 38
Neural network copula portfolio optimization for exchange traded funds 0 0 1 8 0 0 14 42
Neural networks in financial trading 0 0 3 19 2 2 23 83
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 2 3 15 134
Operational risk: Emerging markets, sectors and measurement 0 0 1 76 0 0 11 304
Pascal's Wager and Information 0 0 0 9 1 2 7 44
Performance of technical trading rules: evidence from the crude oil market 1 1 3 9 2 7 33 56
Preface: application of operations research to financial markets 0 0 0 3 0 1 5 14
Real‐Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks 1 1 1 22 2 2 6 59
Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds 0 0 0 6 0 0 6 44
Revisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimization 0 0 2 15 0 0 14 59
Special Issue of Quantitative Finance on the ‘23rd Forecasting Financial Markets Conference’ 0 0 0 2 0 0 7 19
Special Issue of on ‘Commodity Markets’ 0 0 0 2 0 0 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 1 10 47
Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects 0 0 1 32 0 0 15 129
Stock Market Simulation Using Support Vector Machines 0 0 0 17 0 1 12 65
Stock market linkages among new EMU members and the euro area 0 1 1 11 0 4 11 58
Stock market prediction using evolutionary support vector machines: an application to the ASE20 index 0 0 1 7 1 1 12 40
Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices 1 2 4 13 3 6 50 77
Technical analysis, spread trading, and data snooping control 1 2 4 6 3 8 18 27
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 1 5 34
Trading the foreign exchange market with technical analysis and Bayesian Statistics 0 0 3 25 1 12 102 167
Ultra‐High‐Frequency Algorithmic Arbitrage Across International Index Futures 0 0 0 47 1 2 5 111
What influences a bank's decision to go public? 0 0 0 3 2 3 20 46
Total Journal Articles 7 15 52 927 45 188 1,049 4,768


Statistics updated 2026-10-11