Georgios Sermpinis : Citation Profile

Are you Georgios Sermpinis?

University of Glasgow

9

H index

9

i10 index

287

Citations

RESEARCH PRODUCTION:

39

Articles

5

Papers

RESEARCH ACTIVITY:

   13 years (2010 - 2023). See details.
   Cites by year: 22
   Journals where Georgios Sermpinis has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 14 (4.65 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pse684
   Updated: 2024-01-16    RAS profile: 2022-04-12    
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Relations with other researchers

Works with:

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

Is cited by:

Shang, Han Lin (6)

Zekaite, Zivile (6)

Fernandes, Filipa (6)

Claveria, Oscar (5)

Kearney, Fearghal (4)

Rubaszek, Michał (4)

Stevanovic, Dalibor (4)

Chevallier, Julien (4)

Firoozye, Nikan (4)

Anderson, Gary (3)

Li, Feng (3)

Cites to:

Diebold, Francis (11)

Timmermann, Allan (11)

Mariano, Roberto (9)

Hansen, Peter (9)

HSU, Po-Hsuan (8)

Rossi, Barbara (8)

Pesaran, Mohammad (8)

Teräsvirta, Timo (8)

Scaillet, Olivier (7)

Wolf, Michael (7)

Huck, Nicolas (7)

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
Annals of Operations Research2
Journal of International Financial Markets, Institutions and Money2
Journal of Empirical Finance2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org4

Recent works citing Georgios Sermpinis (2024 and 2023)

YearTitle of citing document
2023Predicting Performances of Mutual Funds using Deep Learning and Ensemble Techniques. (2022). Tran, Hien ; Nguyen, Huy ; Pham, Nga ; Dao, Binh ; Chu, Nghia. In: Papers. RePEc:arx:papers:2209.09649.

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2023Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2023). Ziel, Florian ; Ghelasi, Paul. In: Papers. RePEc:arx:papers:2305.16255.

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2023Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867.

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2023Forecasting skill of a crowd-prediction platform: A comparison of exchange rate forecasts. (2023). Lehmann, Niklas Valentin. In: Papers. RePEc:arx:papers:2312.09081.

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2023The Fama-French Five-Factor Asset Pricing Model: A Research on Borsa Istanbul. (2023). Alshiqi, Sevdie ; Demirel, Bilge Leyli ; Dogan, Mesut ; Altinay, Aysenur Tarakcioglu. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:4:p:3-21.

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2023Heat load forecasting using adaptive spatial hierarchies. (2023). Madsen, Henrik ; Moller, Jan Kloppenborg ; Sorensen, Mikkel Lindstrom ; Bergsteinsson, Hjorleifur G. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010401.

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2023Residential energy consumption forecasting using deep learning models. (2023). Dias, Bruno H ; Silva, Walquiria N ; Villela, Saulo Moraes ; Vitor, Paulo. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010693.

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2023How many fundamentals should we include in the behavioral equilibrium exchange rate model?. (2023). Rubaszek, Michał ; Ca, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s026499932200308x.

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2023Improving automotive garage operations by categorical forecasts using a large number of variables. (2023). Naim, Mohamed M ; di Cairano-Gilfedder, Carla ; Liu, Ying ; Syntetos, Aris A ; Wang, Shixuan. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:893-908.

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2023Robust regression under the general framework of bounded loss functions. (2023). Tang, Long ; Tian, Yingjie ; Fu, Saiji. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:3:p:1325-1339.

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2023Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321.

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2023Distributional neural networks for electricity price forecasting. (2023). Weron, Rafał ; Ziel, Florian ; Narajewski, Micha ; Marcjasz, Grzegorz. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003419.

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2023Digitalization in decarbonizing electricity systems – Phenomena, regional aspects, stakeholders, use cases, challenges and policy options. (2023). Verma, Piyush ; Covatariu, Andrei ; Milojevic, Tatjana ; Heymann, Fabian. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024033.

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2023Differential attention net: Multi-directed differential attention based hybrid deep learning model for solar power forecasting. (2023). Jana, Kartick C ; Shrivastava, Ashish ; Rai, Amit. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222026329.

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2023Memory long and short term time series network for ultra-short-term photovoltaic power forecasting. (2023). Yang, Mengyuan ; Huang, Congzhi. In: Energy. RePEc:eee:energy:v:279:y:2023:i:c:s0360544223013555.

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2023Prediction and interpretation of daily NFT and DeFi prices dynamics: Inspection through ensemble machine learning & XAI. (2023). Garcia-Rubio, Noelia ; Gamez, Matias ; Alfaro-Cortes, Esteban ; Ghosh, Indranil. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000741.

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2023Forecasting Bitcoin with technical analysis: A not-so-random forest?. (2023). Djakovic, Vladimir ; Adcock, Robert ; Kukolj, Dragan ; Gradojevic, Nikola. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:1-17.

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2023Distributed ARIMA models for ultra-long time series. (2023). Li, Feng ; Hyndman, Rob ; Kang, Yanfei ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1163-1184.

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2023fETSmcs: Feature-based ETS model component selection. (2023). Jia, Suling ; Wang, Qiang ; Li, Xixi ; Qi, Lingzhi. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1303-1317.

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2023Optimal competitive capacity strategies: Evidence from the container shipping market. (2023). de Koster, M. B. M, ; Zuidwijk, Rob ; Li, Xishu. In: Omega. RePEc:eee:jomega:v:115:y:2023:i:c:s0305048322001955.

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2023The artificial intelligence-assisted short-term optimal scheduling of a cascade hydro-photovoltaic complementary system with hybrid time steps. (2023). Kurban, Aynur ; He, YI ; Zheng, Kun ; Guo, SU. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:1169-1189.

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2023Binary gravity search algorithm and support vector machine for forecasting and trading stock indices. (2023). Chen, Haonan ; Wang, Jianyong ; Zong, Xiangyu ; Kang, Haijun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:507-526.

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2023.

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2023ARX-GARCH Probabilistic Price Forecasts for Diversification of Trade in Electricity Markets—Variance Stabilizing Transformation and Financial Risk-Minimizing Portfolio Allocation. (2023). Janczura, Joanna ; Pu, Andrzej. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:2:p:807-:d:1031193.

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2023Forecasting the Monash Microgrid for the IEEE-CIS Technical Challenge. (2023). Bean, Richard. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1050-:d:1039403.

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2023Enhancing Smart Home Design with AI Models: A Case Study of Living Spaces Implementation Review. (2023). Almssad, Asaad ; Yitmen, Ibrahim ; Almusaed, Amjad. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:6:p:2636-:d:1094089.

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2023.

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2023Comprehensive Review on Waste Generation Modeling. (2023). Szasziova, Lenka ; Roseck, Martin ; Smejkalova, Veronika ; Omplak, Radovan ; Pavlas, Martin ; Hrabec, Duan ; Nevrl, Vlastimir. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3278-:d:1064709.

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2023Explainable AI for Operational Research: A Defining Framework, Methods, Applications, and a Research Agenda. (2023). Lessmann, Stefan ; Kraus, Mathias ; Delen, Dursun ; Choi, Tsan-Ming ; Boute, Robert N ; Weber, Richard ; Baesens, Bart ; Verbeke, Wouter ; Slowiski, Roman ; Vairetti, Carla ; de Caigny, Arno ; Oskarsdottir, Maria ; Coussement, Kristof ; Martens, David ; de Bock, Koen W ; Maldonado, Sebastian. In: Post-Print. RePEc:hal:journl:hal-04219546.

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2023A New Neural Network Approach for Predicting the Volatility of Stock Market. (2023). Kim, Geonwoo ; Koo, Eunho. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10261-7.

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2023Enhancing stock market anomalies with machine learning. (2023). Hoegner, Christopher ; Azevedo, Vitor. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:1:d:10.1007_s11156-022-01099-z.

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2023Bank CEO risk-taking incentives and bank lending quality. (2023). Thuy, Tran Thi ; Lin, Chih-Yung ; Ho, Po-Hsin ; Zhai, Rui-Xiang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:3:d:10.1007_s11156-022-01119-y.

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2023Arctic weather variability and connectivity. (2023). Kurths, Jurgen ; Bhatt, Uma S ; Fan, Jingfang ; Meng, Jun. In: Nature Communications. RePEc:nat:natcom:v:14:y:2023:i:1:d:10.1038_s41467-023-42351-x.

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2023Does demand forecasting matter to retailing?. (2023). Veiga, Claudimar Pereira ; Almeida, Wesley Marcos. In: Journal of Marketing Analytics. RePEc:pal:jmarka:v:11:y:2023:i:2:d:10.1057_s41270-022-00162-x.

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2023Sparse regression modeling for short- and long?term natural gas demand prediction. (2023). Ozmen, Aye. In: Annals of Operations Research. RePEc:spr:annopr:v:322:y:2023:i:2:d:10.1007_s10479-021-04089-x.

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2023Signals influencing corporate credit ratings—a systematic literature review. (2023). Chauhan, Ajay Kumar ; Vij, Madhu ; Kaur, Jaspreet. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:50:y:2023:i:1:d:10.1007_s40622-023-00341-4.

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2023Bayesian VARs of the U.S. economy before and during the pandemic. (2023). Sznajderska, Anna ; Haug, Alfred A. In: Eurasian Economic Review. RePEc:spr:eurase:v:13:y:2023:i:2:d:10.1007_s40822-023-00229-9.

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2023A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting. (2023). GUPTA, RANGAN ; Zhang, Han. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00483-5.

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2023Statistical actuarial estimation of the Capitation Payment Unit from copula functions and deep learning: historical comparability analysis for the Colombian health system, 2015–2021. (2023). Martinez, Boris ; Ramos, Jeferson ; Bejarano, Valeria ; Espinosa, Oscar. In: Health Economics Review. RePEc:spr:hecrev:v:13:y:2023:i:1:d:10.1186_s13561-022-00416-5.

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2023Predicting stock market using machine learning: best and accurate way to know future stock prices. (2023). Shah, Manan ; Sheth, Dhruhi. In: International Journal of System Assurance Engineering and Management. RePEc:spr:ijsaem:v:14:y:2023:i:1:d:10.1007_s13198-022-01811-1.

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2023Do artificial neural networks provide improved volatility forecasts: Evidence from Asian markets. (2023). Kambouroudis, Dimos ; McMillan, David G ; Sahiner, Mehmet. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:3:d:10.1007_s12197-023-09629-8.

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2023Unemployment rate forecasting: LSTM-GRU hybrid approach. (2023). Yurtsever, Mustafa. In: Journal for Labour Market Research. RePEc:spr:jlabrs:v:57:y:2023:i:1:d:10.1186_s12651-023-00345-8.

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2023The relative importance of ability, luck and motivation in team sports: a Bayesian model of performance in the English Rugby Premiership. (2023). Delbianco, Fernando ; Fioravanti, Federico ; Tohme, Fernando. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:32:y:2023:i:3:d:10.1007_s10260-022-00677-8.

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2023Is the cost of equity a mere function of leverage? The case of bond IPOs. (2023). Hussain, Tashfeen ; Essaddam, Naceur ; Dion, Paul ; Alkhasawneh, Jamal A. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:58-78.

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2023Time?frequency dynamics between fear connectedness of stocks and alternative assets. (2023). Balli, Faruk ; Hasan, Md Iftekhar ; Agyemang, Abraham ; Naeem, Muhammad Abubakr. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2188-2201.

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2023Forecasting and trading Bitcoin with machine learning techniques and a hybrid volatility/sentiment leverage. (2023). Stasinakis, Charalampos ; Sermpinis, Georgios ; Wei, Mingzhe. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:852-871.

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2023A review of artificial intelligence quality in forecasting asset prices. (2023). Silva, Geraldo Nunes ; Barboza, Flavio ; Fiorucci, Jose Augusto. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1708-1728.

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Works by Georgios Sermpinis:

YearTitleTypeCited
2019Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices In: Papers.
[Full Text][Citation analysis]		paper0
2022Forecasting: theory and practice In: Papers.
[Full Text][Citation analysis]		paper37
2021A Data-driven Explainable Case-based Reasoning Approach for Financial Risk Detection In: Papers.
[Full Text][Citation analysis]		paper1
2021A data-driven explainable case-based reasoning approach for financial risk detection.(2021) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2023Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls In: Papers.
[Full Text][Citation analysis]		paper0
2013Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization In: European Journal of Operational Research.
[Full Text][Citation analysis]		article32
2015Operational risk: Emerging markets, sectors and measurement In: European Journal of Operational Research.
[Full Text][Citation analysis]		article14
2015Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms—Support vector regression forecast combinations In: European Journal of Operational Research.
[Full Text][Citation analysis]		article23
2017European Exchange Trading Funds Trading with Locally Weighted Support Vector Regression In: European Journal of Operational Research.
[Full Text][Citation analysis]		article11
2017Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds In: European Journal of Operational Research.
[Full Text][Citation analysis]		article5
2020A conditional fuzzy inference approach in forecasting In: European Journal of Operational Research.
[Full Text][Citation analysis]		article1
2018Modelling market implied ratings using LASSO variable selection techniques In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article14
2021Trading the foreign exchange market with technical analysis and Bayesian Statistics In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article1
2014Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article8
2021Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2016Modelling and trading the U.S. implied volatility indices. Evidence from the VIX, VXN and VXD indices In: International Journal of Forecasting.
[Full Text][Citation analysis]		article21
2013Stock market linkages among new EMU members and the euro area In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article2
2016Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions In: Computational Economics.
[Full Text][Citation analysis]		article10
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.
[Full Text][Citation analysis]		article9
2013A hybrid genetic algorithm–support vector machine approach in the task of forecasting and trading In: Journal of Asset Management.
[Full Text][Citation analysis]		article2
2019Preface: application of operations research to financial markets In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
2021Neural networks in financial trading In: Annals of Operations Research.
[Full Text][Citation analysis]		article3
2010Modelling commodity value at risk with higher order neural networks In: Applied Financial Economics.
[Full Text][Citation analysis]		article5
2010Modelling and trading the EUR/USD exchange rate at the ECB fixing In: The European Journal of Finance.
[Full Text][Citation analysis]		article7
2013Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks In: The European Journal of Finance.
[Full Text][Citation analysis]		article2
2015Modelling commodity value at risk with Psi Sigma neural networks using open-high-low-close data In: The European Journal of Finance.
[Full Text][Citation analysis]		article2
2016Stock market prediction using evolutionary support vector machines: an application to the ASE20 index In: The European Journal of Finance.
[Full Text][Citation analysis]		article8
2019Performance of technical trading rules: evidence from the crude oil market In: The European Journal of Finance.
[Full Text][Citation analysis]		article8
2010Higher order and recurrent neural architectures for trading the EUR/USD exchange rate In: Quantitative Finance.
[Full Text][Citation analysis]		article4
2016Special Issue of on ‘Commodity Markets’ In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2016Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities In: Quantitative Finance.
[Full Text][Citation analysis]		article3
2018Special Issue of Quantitative Finance on the ‘23rd Forecasting Financial Markets Conference’ In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2018Neural network copula portfolio optimization for exchange traded funds In: Quantitative Finance.
[Full Text][Citation analysis]		article2
2019Special issue of the International Journal of Finance and Economics innovations in finance, economics, risk management, and policy In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
2019Revisiting Fama–French factors predictability with Bayesian modelling and copula?based portfolio optimization In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article1
2019What influences a banks decision to go public? In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article3
2014Ultra?High?Frequency Algorithmic Arbitrage Across International Index Futures In: Journal of Forecasting.
[Full Text][Citation analysis]		article8
2014Real?Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks In: Journal of Forecasting.
[Full Text][Citation analysis]		article9
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.
[Full Text][Citation analysis]		article1
2014Pascals Wager and Information In: Journal of Forecasting.
[Full Text][Citation analysis]		article2
2014Inflation and Unemployment Forecasting with Genetic Support Vector Regression In: Journal of Forecasting.
[Full Text][Citation analysis]		article12
2014Stock Market Simulation Using Support Vector Machines In: Journal of Forecasting.
[Full Text][Citation analysis]		article7
2014Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms In: Journal of Forecasting.
[Full Text][Citation analysis]		article5
2016Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data?Snooping Bias In: Journal of Forecasting.
[Full Text][Citation analysis]		article4

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