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 1 9 0 0 2 9
A data-driven explainable case-based reasoning approach for financial risk detection 0 0 0 17 1 1 2 13
Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls 1 3 12 14 4 7 28 30
Forecasting: theory and practice 0 2 17 66 1 5 36 54
Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices 0 0 0 4 0 2 5 36
Total Working Papers 1 5 30 110 6 15 73 142

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 6 1 1 5 32
A hybrid genetic algorithm–support vector machine approach in the task of forecasting and trading 0 0 1 7 1 2 3 17
Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias 0 0 0 5 0 0 0 27
European Exchange Trading Funds Trading with Locally Weighted Support Vector Regression 0 0 0 6 0 0 2 27
Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions 0 0 1 10 1 7 20 107
Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization 2 7 23 142 6 15 45 361
Higher order and recurrent neural architectures for trading the EUR/USD exchange rate 0 0 0 14 0 0 0 61
Inflation and Unemployment Forecasting with Genetic Support Vector Regression 1 2 4 33 6 20 51 188
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities 0 0 0 0 0 0 1 18
Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms—Support vector regression forecast combinations 0 1 4 22 0 2 8 78
Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms 0 1 3 15 0 2 11 111
Modelling and trading the EUR/USD exchange rate at the ECB fixing 0 0 2 51 2 2 8 354
Modelling and trading the U.S. implied volatility indices. Evidence from the VIX, VXN and VXD indices 0 0 1 35 1 1 5 149
Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks 0 0 0 11 0 0 1 55
Modelling commodity value at risk with Psi Sigma neural networks using open-high-low-close data 0 0 0 3 0 0 1 24
Modelling market implied ratings using LASSO variable selection techniques 0 0 1 17 1 1 7 80
Neural network copula portfolio optimization for exchange traded funds 0 0 0 4 0 0 1 22
Neural networks in financial trading 0 0 1 10 0 0 7 34
One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations 0 0 1 12 2 9 19 96
Operational risk: Emerging markets, sectors and measurement 0 0 3 71 0 0 4 282
Pascal's Wager and Information 0 0 0 5 0 0 2 30
Performance of technical trading rules: evidence from the crude oil market 0 0 1 4 0 0 3 18
Preface: application of operations research to financial markets 0 0 0 2 0 0 0 6
Real‐Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks 0 0 2 21 1 1 4 53
Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds 0 0 0 5 0 0 1 32
Revisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimization 1 2 6 10 4 5 15 32
Special Issue of Quantitative Finance on the ‘23rd Forecasting Financial Markets Conference’ 0 0 0 1 0 0 0 10
Special Issue of on ‘Commodity Markets’ 0 0 0 1 0 0 0 5
Special issue of the International Journal of Finance and Economics innovations in finance, economics, risk management, and policy 0 0 0 5 0 1 4 24
Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects 0 1 4 27 0 1 10 100
Stock Market Simulation Using Support Vector Machines 0 0 1 17 0 0 1 47
Stock market prediction using evolutionary support vector machines: an application to the ASE20 index 0 0 2 4 0 1 4 20
Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices 0 1 2 7 0 1 4 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 0 1 28
Trading the foreign exchange market with technical analysis and Bayesian Statistics 1 2 5 7 3 4 15 19
Ultra‐High‐Frequency Algorithmic Arbitrage Across International Index Futures 0 1 6 39 1 3 8 90
What influences a bank's decision to go public? 0 0 0 3 0 1 3 23
Total Journal Articles 5 18 74 636 30 80 274 2,677
2 registered items for which data could not be found
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Statistics updated 2023-05-07