Georgios Sermpinis : Citation Profile


Are you Georgios Sermpinis?

University of Glasgow

7

H index

3

i10 index

133

Citations

RESEARCH PRODUCTION:

35

Articles

1

Papers

RESEARCH ACTIVITY:

   10 years (2010 - 2020). See details.
   Cites by year: 13
   Journals where Georgios Sermpinis has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 6 (4.32 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pse684
   Updated: 2021-01-16    RAS profile: 2020-12-09    
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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:

Claveria, Oscar (5)

Zekaite, Zivile (5)

Fernandes, Filipa (5)

Anderson, Gary (3)

Lee, Kyungsub (2)

Panopoulou, Ekaterini (2)

Stevanovic, Dalibor (2)

Breitner, Michael (2)

Shang, Han Lin (2)

Morini, Matteo (2)

Giles, David (2)

Cites to:

Diebold, Francis (10)

Timmermann, Allan (9)

Mariano, Roberto (9)

Teräsvirta, Timo (8)

Pesaran, M (7)

White, Halbert (7)

Rothman, Philip (6)

Hansen, Peter (5)

Medeiros, Marcelo (5)

Huck, Nicolas (5)

Skiadopoulos, George (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 (2021 and 2020)


YearTitle of citing document
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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2020How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.12477.

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2020High Dimensional Forecast Combinations Under Latent Structures. (2020). Su, Liangjun ; Shi, Zhentao ; Xie, Tian. In: Papers. RePEc:arx:papers:2010.09477.

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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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2020Energy futures and spots prices forecasting by hybrid SW-GRU with EMD and error evaluation. (2020). Wang, Jun. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301675.

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2020A multi-granularity heterogeneous combination approach to crude oil price forecasting. (2020). Zhou, Hao ; Wang, Jue ; Li, Xiang ; Hong, Tao. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320301304.

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2020Predicting stock returns in the presence of COVID-19 pandemic: The role of health news. (2020). Vo, Xuan Vinh ; Salisu, Afees. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301903.

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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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2020Reliable factors of Capital structure: Stability selection approach. (2020). Movaghari, Hadi ; Sohrabi, Narges. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:296-310.

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2020Temporal optimisation of signals emitted automatically by securities exchange indicators. (2020). Sanz, Raquel Arguedas ; Perez, Enrique Ventura ; Garcia, Rodrigo Martin . In: Cuadernos de Gestión. RePEc:ehu:cuader:49124.

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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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2020Machine learning with parallel neural networks for analyzing and forecasting electricity demand. (2020). Sun, Edward ; Lin, Yi-Bing ; Chen, Yi-Ting. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09960-5.

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2020Has stock exchange demutualization improved market quality? International evidence. (2020). Otchere, Isaac ; Abukari, Kobana. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:3:d:10.1007_s11156-019-00863-y.

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2020Catching Gazelles with a Lasso: Big data techniques for the prediction of high-growth firms. (2020). Srhoj, Stjepan ; Coad, Alex. In: Small Business Economics. RePEc:kap:sbusec:v:55:y:2020:i:3:d:10.1007_s11187-019-00203-3.

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2020Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid. (2020). Härdle, Wolfgang ; Lessmann, Stefan ; Hardle, Wolfgang Karl ; Lux, Marius. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:3:d:10.1007_s00180-019-00934-7.

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2020Robust Estimation of the Memory Parameter. (2020). Mangat, Manveer K ; Stark, Thomas ; Reschenhofer, Erhard. In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:9:y:2020:i:4:f:9_4_5.

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2020Tick size and market quality: Simulations based on agent‐based artificial stock markets. (2020). Ye, Qing ; Zhang, Jie ; Yang, Xinhui. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:27:y:2020:i:3:p:125-141.

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2020Evaluation of current research on stock return predictability. (2020). Guzmics, Sandor ; Zwatz, Christian ; Mangat, Manveer Kaur ; Reschenhofer, Erhard. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:2:p:334-351.

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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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article21
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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article13
2017European Exchange Trading Funds Trading with Locally Weighted Support Vector Regression In: European Journal of Operational Research.
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article3
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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article3
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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article3
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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article7
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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article12
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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article1
2016Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions In: Computational Economics.
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article9
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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article7
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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article4
2010Modelling and trading the EUR/USD exchange rate at the ECB fixing In: The European Journal of Finance.
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article3
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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article0
2016Stock market prediction using evolutionary support vector machines: an application to the ASE20 index In: The European Journal of Finance.
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article7
2019Performance of technical trading rules: evidence from the crude oil market In: The European Journal of Finance.
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article1
2010Higher order and recurrent neural architectures for trading the EUR/USD exchange rate In: Quantitative Finance.
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article3
2016Special Issue of on ‘Commodity Markets’ In: Quantitative Finance.
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article0
2016Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities In: Quantitative Finance.
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article3
2018Special Issue of Quantitative Finance on the ‘23rd Forecasting Financial Markets Conference’ In: Quantitative Finance.
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article0
2018Neural network copula portfolio optimization for exchange traded funds In: Quantitative Finance.
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article0
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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article8
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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article4
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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article2
2016Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias In: Journal of Forecasting.
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