Georgios Sermpinis : Citation Profile


Are you Georgios Sermpinis?

University of Glasgow

9

H index

9

i10 index

277

Citations

RESEARCH PRODUCTION:

39

Articles

5

Papers

RESEARCH ACTIVITY:

   13 years (2010 - 2023). See details.
   Cites by year: 21
   Journals where Georgios Sermpinis has often published
   Relations with other researchers
   Recent citing documents: 84.    Total self citations: 14 (4.81 %)

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   Permalink: http://citec.repec.org/pse684
   Updated: 2023-11-04    RAS profile: 2022-04-12    
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Relations with other researchers


Works with:

Verousis, Thanos (2)

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:

Zekaite, Zivile (6)

Shang, Han Lin (6)

Fernandes, Filipa (6)

Claveria, Oscar (5)

Rubaszek, Michał (4)

Kearney, Fearghal (4)

Chevallier, Julien (4)

Stevanovic, Dalibor (4)

Firoozye, Nikan (4)

Fiszeder, Piotr (3)

Grossi, Luigi (3)

Cites to:

Timmermann, Allan (11)

Diebold, Francis (11)

Hansen, Peter (9)

Mariano, Roberto (9)

Rossi, Barbara (8)

HSU, Po-Hsuan (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 (2023 and 2022)


YearTitle of citing document
2022High Dimensional Forecast Combinations Under Latent Structures. (2020). Su, Liangjun ; Shi, Zhentao ; Xie, Tian. In: Papers. RePEc:arx:papers:2010.09477.

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2022A Meta Path based SME Credit Risk Measuring Method. (2021). Zhang, Zuoquan ; Ma, Yue ; Du, Marui. In: Papers. RePEc:arx:papers:2110.11594.

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2022Forecasting Electricity Prices. (2022). Weron, Rafał ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2204.11735.

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2022A Market for Trading Forecasts: A Wagering Mechanism. (2022). Grammatico, Sergio ; Kazempour, Jalal ; Pinson, Pierre ; Raja, Aitazaz Ali. In: Papers. RePEc:arx:papers:2205.02668.

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2022Distributional neural networks for electricity price forecasting. (2022). Ziel, Florian ; Weron, Rafal ; Narajewski, Michal ; Marcjasz, Grzegorz. In: Papers. RePEc:arx:papers:2207.02832.

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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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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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2022Islamic equity markets versus their conventional counterparts in the COVID?19 age: Reaction, resilience, and recovery. (2022). de Bruin, Anne ; Balli, Faruk ; Hasan, Md Iftekhar. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:2:p:315-324.

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2022Operations, risk, and small firms: Field results from irrigation equipment vendors in Senegal. (2022). Sanyal, Bish ; Spielberg, Jonars ; Graves, Stephen ; Brennan, Mark. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:9:p:3594-3610.

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2022Technical Analysis, Energy Cryptos and Energy Equity Markets. (2022). Gurrib, Ikhlaas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-02-28.

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2022Privacy-preserving federated learning for residential short-term load forecasting. (2022). Rieger, Alexander ; Lee, Chul Min ; Menci, Sergio Potenciano ; Fernandez, Joaquin Delgado ; Fridgen, Gilbert. In: Applied Energy. RePEc:eee:appene:v:326:y:2022:i:c:s0306261922011722.

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2022UK Vice Chancellor compensation: Do they get what they deserve?. (2022). Zhang, Hanxiong ; Urquhart, Andrew ; Lucey, Brian. In: The British Accounting Review. RePEc:eee:bracre:v:54:y:2022:i:4:s0890838922000373.

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2022A novel class of reliability-based parallel hybridization (RPH) models for time series forecasting. (2022). Etemadi, Sepideh ; Khashei, Mehdi ; Hajirahimi, Zahra. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:156:y:2022:i:c:s0960077922000911.

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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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2022Using LASSO-family models to estimate the impact of monetary policy on corporate investments. (2022). Caraiani, Petre. In: Economics Letters. RePEc:eee:ecolet:v:210:y:2022:i:c:s0165176521004420.

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2022Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate. (2022). Johnson, J. E. V., ; Kansara, A P ; Sung, M ; Fraser-Mackenzie, P. A. F., . In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:1:p:330-345.

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2022Credit default prediction from user-generated text in peer-to-peer lending using deep learning. (2022). Stitz, Lennart ; Kriebel, Johannes. In: European Journal of Operational Research. RePEc:eee:ejores:v:302:y:2022:i:1:p:309-323.

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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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2022Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market. (2022). Rubesam, Alexandre. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014122000085.

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2022A corporate credit rating model with autoregressive errors. (2022). Hornik, Kurt ; Vana, Laura ; Hirk, Rainer. In: Journal of Empirical Finance. RePEc:eee:empfin:v:69:y:2022:i:c:p:224-240.

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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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2022Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study. (2022). Wojcik, Edyta ; Janczura, Joanna. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001840.

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2022Green bonds and implied volatilities: Dynamic causality, spillovers, and implications for portfolio management. (2022). Do, Hung Xuan ; Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002651.

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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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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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2022Financial institution IPOs and regulatory environments. (2022). Wang, Hongxia ; Ngo, Thanh ; Killins, Robert N. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004785.

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2022Tick Size Pilot Program and price discovery in U.S. stock markets. (2022). Upson, James E ; Cox, Justin ; Chakrabarty, Bidisha. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000409.

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2022Performance of intraday technical trading in China’s gold market. (2022). Jin, Xiaoye. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001876.

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2022Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces. (2022). Shang, Han Lin ; Kearney, Fearghal. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:3:p:1025-1049.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2022Fathoming empirical forecasting competitions’ winners. (2022). Nikolopoulos, Konstantinos ; Karamatzanis, Georgios ; Alroomi, Azzam ; Xiao, Shujun ; Tilba, Anna. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1519-1525.

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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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2022Common factors and the dynamics of cereal prices. A forecasting perspective. (2022). Rubaszek, Michał ; Paccagnini, Alessia ; Kwas, Marek. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851321000738.

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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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2022The influence of international oil prices on the exchange rates of oil exporting countries: Based on the hybrid copula function. (2022). Wei, Danxiang ; Liu, Zhenkun ; Zhang, Lifang ; Niu, Xinsong ; Wang, Jianzhou. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001829.

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2022Risk management prediction of mining and industrial projects by support vector machine. (2022). Mostafaei, Kamran ; Maleki, Shaho ; Ahmad, Mohammad Zamani ; Knez, Dariusz. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002677.

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2022Recovery strategies for a disrupted supply chain network: Leveraging blockchain technology in pre- and post-disruption scenarios. (2022). Mishra, Prakriti ; Sharma, Yash ; Panigrahi, Suraj ; Ramkumar, M ; Schoenherr, Tobias ; Manupati, V K. In: International Journal of Production Economics. RePEc:eee:proeco:v:245:y:2022:i:c:s0925527321003650.

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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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2022Determinants of corporate cash holdings: An application of a robust variable selection technique. (2022). Movaghari, Hadi ; Elyasiani, Elyas. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:967-993.

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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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2022A novel two-stage hybrid default prediction model with k-means clustering and support vector domain description. (2022). Yin, Hailei ; Zhou, Ying ; Chi, Guotai ; Yuan, Kunpeng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001574.

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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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2022Modelling Energy Transition in Germany: An Analysis through Ordinary Differential Equations and System Dynamics. (2022). Guidolin, Mariangela ; de Giovanni, Luigi ; Savio, Andrea. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:2:p:25-455:d:790008.

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2022Diffusion of Solar PV Energy in the UK: A Comparison of Sectoral Patterns. (2022). Manfredi, Piero ; Guidolin, Mariangela ; Bunea, Anita M ; della Posta, Pompeo. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:2:p:26-476:d:798344.

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2022Analyzing and Forecasting Multi-Commodity Prices Using Variants of Mode Decomposition-Based Extreme Learning Machine Hybridization Approach. (2022). Fianu, Emmanuel Senyo. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:2:p:30-564:d:836532.

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2022Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices. (2022). Pelagatti, Matteo ; Grossi, Luigi ; Golia, Silvia. In: Forecasting. RePEc:gam:jforec:v:5:y:2022:i:1:p:3-101:d:1020016.

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2023.

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2022The Migration Influence on the Forecasting of Health Care Budget Expenditures in the Direction of Sustainability: Case of Ukraine. (2022). Zatonatska, Tetiana ; Liashenko, Olena ; Fareniuk, Yana ; Dluhopolskyi, Oleksandr ; Dmowski, Artur ; Cichorzewska, Marzena. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:21:p:14501-:d:963500.

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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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2022The Shrinkage After the Enlargement? The Effect of Financial Crises and Enlargement on Stock Market Integration in the Euro Area. (2022). Sokolenko, Oleksandra ; Giofr, Maela. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:14:y:2022:i:3:p:33.

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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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2022Multi-Step-Ahead Forecasting of the CBOE Volatility Index in a Data-Rich Environment: Application of Random Forest with Boruta Algorithm. (2022). Han, Heejoon ; Kim, Byungyeon. In: Korean Economic Review. RePEc:kea:keappr:ker-20220701-38-3-07.

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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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2022Energy crypto currencies and leading U.S. energy stock prices: are Fibonacci retracements profitable?. (2022). Bhaskaran, Rajesh Kumar ; Nourani, Mohammad ; Gurrib, Ikhlaas. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00311-8.

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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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2022A literature review of risk, regulation, and profitability of banks using a scientometric study. (2022). Bhimavarapu, Venkata Mrudula ; Pinto, Geetanjali ; Sharma, Arpita ; Rastogi, Shailesh. In: Future Business Journal. RePEc:spr:futbus:v:8:y:2022:i:1:d:10.1186_s43093-022-00146-4.

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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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2022Integration of genetic algorithm with artificial neural network for stock market forecasting. (2022). Handa, Richa ; Hota, H S ; Sharma, Dinesh K ; Brown, Kate. In: International Journal of System Assurance Engineering and Management. RePEc:spr:ijsaem:v:13:y:2022:i:2:d:10.1007_s13198-021-01209-5.

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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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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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2022How is machine learning useful for macroeconomic forecasting?. (2022). Surprenant, Stephane ; Stevanovic, Dalibor ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:5:p:920-964.

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2022Forecasting carbon price using a multi?objective least squares support vector machine with mixture kernels. (2022). Chevallier, Julien ; Wei, Yiming ; Wang, Ping ; Ye, Shunxin ; Zhu, Bangzhu. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:100-117.

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2022Optimal forecast error as an unbiased estimator of abnormal return: A proposition. (2022). Atici, Kazim Baris ; Enginar, Onur. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:158-166.

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2022Forecasting unemployment in the euro area with machine learning. (2022). Sofianos, Emmanouil ; Papadimitriou, Theophilos ; Gogas, Periklis. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:3:p:551-566.

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2022Distributional modeling and forecasting of natural gas prices. (2022). Ziel, Florian ; Berrisch, Jonathan. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:6:p:1065-1086.

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2022Parallel architecture of CNN?bidirectional LSTMs for implied volatility forecast. (2022). Shin, Dong Wan ; Choi, Jieun. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:6:p:1087-1098.

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2022Evaluating the predictive power of intraday technical trading in Chinas crude oil market. (2022). Jin, Xiaoye. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:7:p:1416-1432.

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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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Works by Georgios Sermpinis:


YearTitleTypeCited
2019Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices In: Papers.
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2022Forecasting: theory and practice In: Papers.
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2021A Data-driven Explainable Case-based Reasoning Approach for Financial Risk Detection In: Papers.
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2021A data-driven explainable case-based reasoning approach for financial risk detection.(2021) In: IRTG 1792 Discussion Papers.
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2023Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls 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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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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2017European Exchange Trading Funds Trading with Locally Weighted Support Vector Regression In: European Journal of Operational Research.
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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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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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article14
2021Trading the foreign exchange market with technical analysis and Bayesian Statistics In: Journal of Empirical Finance.
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article1
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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article8
2021Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices In: Journal of International Financial Markets, Institutions and Money.
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article0
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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article21
2013Stock market linkages among new EMU members and the euro area In: Studies in Economics and Finance.
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article2
2016Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions In: Computational Economics.
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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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2013A hybrid genetic algorithm–support vector machine approach in the task of forecasting and trading In: Journal of Asset Management.
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2019Preface: application of operations research to financial markets In: Annals of Operations Research.
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2021Neural networks in financial trading In: Annals of Operations Research.
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article3
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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article2
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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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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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.
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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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article1
2014Pascals Wager and Information In: Journal of Forecasting.
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article2
2014Inflation and Unemployment Forecasting with Genetic Support Vector Regression In: Journal of Forecasting.
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article12
2014Stock Market Simulation Using Support Vector Machines In: Journal of Forecasting.
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article7
2014Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms In: Journal of Forecasting.
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article5
2016Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data?Snooping Bias In: Journal of Forecasting.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team