Georgios Sermpinis : Citation Profile


Are you Georgios Sermpinis?

University of Glasgow

6

H index

3

i10 index

89

Citations

RESEARCH PRODUCTION:

35

Articles

1

Papers

RESEARCH ACTIVITY:

   9 years (2010 - 2019). See details.
   Cites by year: 9
   Journals where Georgios Sermpinis has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 6 (6.32 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pse684
   Updated: 2020-08-09    RAS profile: 2020-05-27    
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Relations with other researchers


Works with:

Verousis, Thanos (4)

Tsoukas, Serafeim (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Georgios Sermpinis.

Is cited by:

Fernandes, Filipa (3)

Anderson, Gary (3)

Zekaite, Zivile (3)

Morini, Matteo (2)

Pellegrino, Simone (2)

Lin, Boqiang (2)

Kearney, Fearghal (2)

Shang, Han Lin (2)

Sosvilla-Rivero, Simon (2)

Claveria, Oscar (2)

Panopoulou, Ekaterini (2)

Cites to:

Diebold, Francis (10)

Mariano, Roberto (9)

Timmermann, Allan (9)

Teräsvirta, Timo (8)

White, Halbert (7)

Pesaran, M (7)

Rothman, Philip (6)

Skiadopoulos, George (5)

Hansen, Peter (5)

Medeiros, Marcelo (5)

Watson, Mark (5)

Main data


Where Georgios Sermpinis has published?


Journals with more than one article published# docs
Journal of Forecasting8
European Journal of Operational Research6
Quantitative Finance5
The European Journal of Finance5
International Journal of Finance & Economics3

Recent works citing Georgios Sermpinis (2020 and 2019)


YearTitle of citing document
2018Threshold-Based Portfolio: The Role of the Threshold and Its Applications. (2018). Yoo, Seong Joon ; Il, Sang. In: Papers. RePEc:arx:papers:1709.09822.

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2019Marked Hawkes process modeling of price dynamics and volatility estimation. (2019). Ki, Byoung ; Lee, Kyungsub. In: Papers. RePEc:arx:papers:1907.12025.

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2019Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019. (2019). Ozbayoglu, Ahmet Murat ; Gudelek, Mehmet Ugur ; Sezer, Omer Berat. In: Papers. RePEc:arx:papers:1911.13288.

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2020Long short-term memory networks and laglasso for bond yield forecasting: Peeping inside the black box. (2020). Niranjan, Mahesan ; McGroarty, Frank ; Gerding, Enrico ; Nunes, Manuel. In: Papers. RePEc:arx:papers:2005.02217.

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2019A new multiscale decomposition ensemble approach for forecasting exchange rates. (2019). Wei, Yunjie ; Wang, Shouyang ; Sun, Shaolong. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:49-58.

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2019Asymmetric volatility in equity markets around the world. (2019). Olsen, Torbjorn B ; Molnar, Peter ; Lyocsa, Tefan ; Horpestad, Jone B. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:540-554.

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2018TRANSFORM-ANN for online optimization of complex industrial processes: Casting process as case study. (2018). Miriyala, Srinivas Soumitri ; Mitra, Kishalay ; Subramanian, Venkat . In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:1:p:294-309.

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2018Personal income tax reforms: A genetic algorithm approach. (2018). Pellegrino, Simone ; Morini, Matteo. In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:3:p:994-1004.

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2018Deep learning with long short-term memory networks for financial market predictions. (2018). Fischer, Thomas ; Krauss, Christopher. In: European Journal of Operational Research. RePEc:eee:ejores:v:270:y:2018:i:2:p:654-669.

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2019News-based forecasts of macroeconomic indicators: A semantic path model for interpretable predictions. (2019). Feuerriegel, Stefan ; Gordon, Julius. In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:1:p:162-175.

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2019Large data sets and machine learning: Applications to statistical arbitrage. (2019). Huck, Nicolas . In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:1:p:330-342.

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2020An evolutionary approach to fraud management. (2020). Rabitti, Giovanni ; Galeotti, Marcello ; Vannucci, Emanuele. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:3:p:1167-1177.

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2019The role of technical indicators in exchange rate forecasting. (2019). Panopoulou, Ekaterini ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:197-221.

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2019Forecasting returns in the VIX futures market. (2019). Taylor, Nick. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1193-1210.

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2019Forecasting and trading on the VIX futures market: A neural network approach based on open to close returns and coincident indicators. (2019). Palladini, Fabio ; Guizzardi, Andrea ; Ballestra, Luca Vincenzo. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1250-1262.

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2019Correlated noise: Why passive investment might improve market efficiency. (2019). Weissensteiner, Alex. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:158:y:2019:i:c:p:158-172.

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2018Integrating dynamic fuzzy C-means, data envelopment analysis and artificial neural network to online prediction performance of companies in stock exchange. (2018). Rezaee, Mustafa Jahangoshai ; Valipour, Mahsa ; Jozmaleki, Mehrdad . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:489:y:2018:i:c:p:78-93.

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2018Forecasting exchange rate using Variational Mode Decomposition and entropy theory. (2018). He, Kaijian ; Chen, Yanhui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:15-25.

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2019An optimized feature reduction based currency forecasting model exploring the online sequential extreme learning machine and krill herd strategies. (2019). Das, Smruti Rekha ; Rout, Minakhi ; Mishra, Debahuti. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:339-370.

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2019Evolutionary support vector machine for RMB exchange rate forecasting. (2019). Li, Hongtao ; Sun, Shaolong ; Fu, Sibao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:521:y:2019:i:c:p:692-704.

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2019Neural network and regression methods for optimizations between two meteorological factors. (2019). Baek, Woon Hak ; Shin, Ki-Hong ; Yum, Seong Soo ; Lee, Dong-In ; Chang, Ki-Ho ; You, Cheol-Hwan ; Kim, Kyungsik. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:778-796.

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2019Trading as sharp movements in oil prices and technical trading signals emitted with big data concerns. (2019). Huang, Paoyu ; Ni, Yensen ; Day, Min-Yuh. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:349-372.

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2019Explaining future market return and evaluating market condition with common preferred spread index. (2019). Cho, Poongjin ; Ku, Seungmo ; Lee, Changju ; Chang, Woojin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:921-934.

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2020Forecasting stock price movements with multiple data sources: Evidence from stock market in China. (2020). Xiao, Helu ; Liu, Qing ; Gao, Meng ; Zhou, Zhongbao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119318941.

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2019A behavioral investigation of supply chain contracts for a newsvendor problem in a developing economy. (2019). Goentzel, Jarrod ; Brennan, Mark ; Castaeda, Jaime Andres. In: International Journal of Production Economics. RePEc:eee:proeco:v:210:y:2019:i:c:p:72-83.

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2019No arbitrage and lead–lag relationships. (2019). Koike, Yuta ; Hayashi, Takaki. In: Statistics & Probability Letters. RePEc:eee:stapro:v:154:y:2019:i:c:1.

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2019A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression. (2019). Anderson, Gary ; Audzeyeva, Alena. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-74.

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2018Improving Operational Risk Management Using Business Performance Management Technologies. (2018). Weeserik, Bram Pieket ; Spruit, Marco . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:3:p:640-:d:133962.

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2019Firm Value and the Impact of Operational Management. (2019). Karathanasopoulos, Andreas ; Mitra, Sovan. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:1:d:10.1007_s10690-018-9258-1.

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2020Forecasting Financial Returns Volatility: A GARCH-SVR Model. (2020). Yu, BO ; Sun, Hao. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09896-w.

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2020Prediction of Unemployment Rates with Time Series and Machine Learning Techniques. (2020). Katris, Christos . In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09908-9.

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2019High-frequency trading: a literature review. (2019). Maria, Gianluca Piero. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:2:d:10.1007_s11408-019-00331-6.

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2019Applying the Support Vector Machine for Testing Pricing Inefficiency on the Stock Exchange of Mauritius. (2019). Padachi, Kesseven ; Luchowa, Teemulsingh ; Mohamudally-Boolaky, Aleesha. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:6:y:2019:i:5:p:177-192.

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2019Forecasting government bond spreads with heuristic models: evidence from the Eurozone periphery. (2019). Zekaite, Zivile ; Stasinakis, Charalampos ; Fernandes, Filipa . In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2808-0.

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2019Intraday forecasts of a volatility index: functional time series methods with dynamic updating. (2019). Kearney, Fearghal ; Yang, Yang ; Shang, Han Lin. In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-3108-4.

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2019Decision Support for the Automotive Industry. (2019). Breitner, Michael H ; Mettenheim, Hans-Jorg ; Eilers, Dennis ; Gleue, Christoph. In: Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK. RePEc:spr:binfse:v:61:y:2019:i:4:d:10.1007_s12599-018-0527-3.

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Works by Georgios Sermpinis:


YearTitleTypeCited
2019Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices In: Papers.
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2013Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization In: European Journal of Operational Research.
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2015Operational risk: Emerging markets, sectors and measurement In: European Journal of Operational Research.
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article6
2015Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms—Support vector regression forecast combinations In: European Journal of Operational Research.
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article11
2017European Exchange Trading Funds Trading with Locally Weighted Support Vector Regression In: European Journal of Operational Research.
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article2
2017Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds In: European Journal of Operational Research.
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article1
2020A conditional fuzzy inference approach in forecasting In: European Journal of Operational Research.
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2018Modelling market implied ratings using LASSO variable selection techniques In: Journal of Empirical Finance.
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2014Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects In: Journal of International Financial Markets, Institutions and Money.
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2016Modelling and trading the U.S. implied volatility indices. Evidence from the VIX, VXN and VXD indices In: International Journal of Forecasting.
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2013Stock market linkages among new EMU members and the euro area: Implications for financial integration and portfolio diversification In: Studies in Economics and Finance.
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2016Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions In: Computational Economics.
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article1
2018One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations In: Review of Quantitative Finance and Accounting.
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2019Preface: application of operations research to financial markets In: Annals of Operations Research.
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2010Modelling commodity value at risk with higher order neural networks In: Applied Financial Economics.
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2010Modelling and trading the EUR/USD exchange rate at the ECB fixing In: The European Journal of Finance.
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2013Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks In: The European Journal of Finance.
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2015Modelling commodity value at risk with Psi Sigma neural networks using open-high-low-close data In: The European Journal of Finance.
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2016Stock market prediction using evolutionary support vector machines: an application to the ASE20 index In: The European Journal of Finance.
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2019Performance of technical trading rules: evidence from the crude oil market In: The European Journal of Finance.
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2010Higher order and recurrent neural architectures for trading the EUR/USD exchange rate In: Quantitative Finance.
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2016Special Issue of on ‘Commodity Markets’ In: Quantitative Finance.
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2016Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities In: Quantitative Finance.
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2018Special Issue of Quantitative Finance on the ‘23rd Forecasting Financial Markets Conference’ In: Quantitative Finance.
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2018Neural network copula portfolio optimization for exchange traded funds In: Quantitative Finance.
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2019Special issue of the International Journal of Finance and Economics innovations in finance, economics, risk management, and policy In: International Journal of Finance & Economics.
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2019Revisiting Fama–French factors predictability with Bayesian modelling and copula‐based portfolio optimization In: International Journal of Finance & Economics.
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2019What influences a banks decision to go public? In: International Journal of Finance & Economics.
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2014Ultra‐High‐Frequency Algorithmic Arbitrage Across International Index Futures In: Journal of Forecasting.
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2014Real‐Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks In: Journal of Forecasting.
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2014The 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 In: Journal of Forecasting.
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2014Pascals Wager and Information In: Journal of Forecasting.
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2014Inflation and Unemployment Forecasting with Genetic Support Vector Regression In: Journal of Forecasting.
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2014Stock Market Simulation Using Support Vector Machines In: Journal of Forecasting.
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2014Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms In: Journal of Forecasting.
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2016Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias In: Journal of Forecasting.
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