Georgios Sermpinis : Citation Profile


University of Glasgow

10

H index

13

i10 index

462

Citations

RESEARCH PRODUCTION:

47

Articles

7

Papers

RESEARCH ACTIVITY:

   15 years (2010 - 2025). See details.
   Cites by year: 30
   Journals where Georgios Sermpinis has often published
   Relations with other researchers
   Recent citing documents: 151.    Total self citations: 17 (3.55 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pse684
   Updated: 2026-05-02    RAS profile: 2025-02-07    
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Relations with other researchers


Works with:

Hendry, David (2)

Rubaszek, Michał (2)

Castle, Jennifer (2)

Fiszeder, Piotr (2)

Reade, J (2)

Franses, Philip Hans (2)

Li, Feng (2)

Guidolin, Massimo (2)

Martinez, Andrew (2)

Clements, Michael (2)

Guseo, Renato (2)

Shang, Han Lin (2)

Thomakos, Dimitrios (2)

Paccagnini, Alessia (2)

Grossi, Luigi (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 (6)

Urquhart, Andrew (6)

Zekaite, Zivile (6)

Weron, Rafał (5)

Claveria, Oscar (5)

Kearney, Fearghal (4)

Chevallier, Julien (4)

Goulet Coulombe, Philippe (4)

Firoozye, Nikan (4)

Shang, Han Lin (4)

Stevanovic, Dalibor (4)

Cites to:

Diebold, Francis (13)

Hansen, Peter (13)

Timmermann, Allan (12)

HSU, Po-Hsuan (11)

Mariano, Roberto (10)

Neely, Christopher (10)

Scaillet, Olivier (9)

Huck, Nicolas (9)

Campbell, John (9)

Teräsvirta, Timo (8)

Kuan, Chung-Ming (8)

Main data


Where Georgios Sermpinis has published?


Journals with more than one article published# docs
Journal of Forecasting9
European Journal of Operational Research7
Quantitative Finance6
The European Journal of Finance5
International Journal of Finance & Economics3
International Journal of Forecasting3
Journal of Empirical Finance2
Journal of International Financial Markets, Institutions and Money2
Annals of Operations Research2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org6

Recent works citing Georgios Sermpinis (2025 and 2024)


YearTitle of citing document
2026From biased point forecasts of electricity demand to accurate predictive distributions: Using LASSO and GAMLSS. (2026). Weron, Rafał ; Uniejewski, Bartosz ; Chec, Katarzyna. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2601.

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2024Tail calibration of probabilistic forecasts. (2024). Ziegel, Johanna ; Segers, Johan ; Koh, Jonathan ; Allen, Sam. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024018.

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2025Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Baruník, Jozef ; Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867.

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2025Forecasting 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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2024Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning. (2024). Wilms, Ines ; Ternes, Marie ; Rombouts, Jeroen. In: Papers. RePEc:arx:papers:2402.09033.

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2024Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2024). Pedersen, Michael. In: Papers. RePEc:arx:papers:2404.04105.

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2024Multiple split approach -- multidimensional probabilistic forecasting of electricity markets. (2024). Nitka, Weronika ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2407.07795.

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2025Online Distributional Regression. (2024). Hirsch, Simon ; Berrisch, Jonathan ; Ziel, Florian. In: Papers. RePEc:arx:papers:2407.08750.

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2025On the (Mis)Use of Machine Learning with Panel Data. (2024). Pinto, Gabriele ; Letta, Marco ; Cerqua, Augusto. In: Papers. RePEc:arx:papers:2411.09218.

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2025A data-driven merit order: Learning a fundamental electricity price model. (2025). Ghelasi, Paul ; Ziel, Florian. In: Papers. RePEc:arx:papers:2501.02963.

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2025The Role of Deep Learning in Financial Asset Management: A Systematic Review. (2025). Reis, Pedro ; Serra, Ana Paula ; Gama, Joao. In: Papers. RePEc:arx:papers:2503.01591.

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2025Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Chke, Katarzyna ; Uniejewski, Bartosz ; Weron, Rafal. In: Papers. RePEc:arx:papers:2503.02518.

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2025Vote Delegation in DeFi Governance. (2025). Bongaerts, Dion ; Lambert, Thomas ; Roosenboom, Peter ; Liebau, Daniel. In: Papers. RePEc:arx:papers:2503.11940.

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2025FX-constrained growth: Fundamentalists, chartists and the dynamic trade-multiplier. (2025). Sordi, Serena ; Davila-Fernandez, Marwil J. In: Papers. RePEc:arx:papers:2508.02252.

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2025Hybrid Quantum-Classical Ensemble Learning for S\&P 500 Directional Prediction. (2025). Weinberg, Abraham Itzhak. In: Papers. RePEc:arx:papers:2512.15738.

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2026A Nontrivial Upper Bound on the Out-of-Sample $R^2$ in Return Forecasting. (2026). Zhang, Cheng. In: Papers. RePEc:arx:papers:2602.07841.

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2026Forecasting on the Accuracy-Timeliness Frontier: Two Novel `Look Ahead Predictors. (2026). Wildi, Marc. In: Papers. RePEc:arx:papers:2602.23087.

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2025Enhancing the Inventory Management through Demand Forecasting. (2025). Muhammad, Afif Zuhri ; Salleh, Suzila Mat ; Malinjasari, Noor ; Irwan, Mohd Kamarul. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:1:p:2737-2744.

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2025Sipnayan sa Tambakan: Mathematical Ethnomodels Through the Lens of the Scrap Merchants. (2025). Quintos, Romeo T ; Tala, Coleen. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-9:p:3934-3957.

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2024SMART CITY INITIATIVES AND ECONOMIC GROWTH IN INDIA: AN EMPIRICAL ANALYSIS. (2024). Tripathi, Sabyasachi ; Chandiramani, Jyoti ; Khan, Arshima. In: Sustainable Regional Development Scientific Journal. RePEc:bfb:srdjou:2024-10_4.

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2024THE EFFICACY OF TECHNICAL ANALYSIS IN THE FOREIGN EXCHANGE MARKET: A CASE STUDY OF THE USD/JPY PAIR. (2024). Ruxho, Filipos ; Pinheiro, Susana Soares ; Teixeira, Fernando. In: Sustainable Regional Development Scientific Journal. RePEc:bfb:srdjou:2024-10_5.

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2024THE PREDICTIVE POWER OF TECHNICAL ANALYSIS: EVIDENCE FROM THE GBP/USD EXCHANGE RATE. (2024). , Susana ; Teixeira, Fernando ; Lampreia, Miguel. In: Sustainable Regional Development Scientific Journal. RePEc:bfb:srdjou:2024-12_5.

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2024Nexus of environmental, social, and governance performance in China‐listed companies: Disclosure and green bond issuance. (2024). Chen, Shihchih ; Wang, Shanshan ; Ali, Mohd Helmi ; Tseng, Minglang. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:3:p:1647-1660.

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2026Who to regulate? Identifying actors within DeFi’s governance. (2026). Pellicani, Antonella ; Naeem, Mahvish ; Lambert, Claudia ; Gati, Zakaria ; Born, Alexandra. In: Working Paper Series. RePEc:ecb:ecbwps:20263208.

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2024Enhancing tourism demand forecasting with a transformer-based framework. (2024). Xu, Yechi ; Li, Xin ; Wang, Shouyang ; Law, Rob. In: Annals of Tourism Research. RePEc:eee:anture:v:107:y:2024:i:c:s0160738324000689.

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2025AutoPQ: Automating quantile estimation from point forecasts in the context of sustainability. (2025). Gtz, Markus ; Mikut, Ralf ; Hagenmeyer, Veit ; Meisenbacher, Stefan ; Phipps, Kaleb ; Taubert, Oskar ; Weiel, Marie. In: Applied Energy. RePEc:eee:appene:v:392:y:2025:i:c:s0306261925006610.

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2025Acceptable cost-driven multivariate load forecasting for integrated coal mine energy systems. (2025). Zhang, Yong ; Sun, Xiaoyan ; Wang, Yan ; Gong, Dunwei ; Xing, Xiaoxuan. In: Applied Energy. RePEc:eee:appene:v:397:y:2025:i:c:s0306261925010712.

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2026Leveraging asynchronous cross-border market data for improved day-ahead electricity price forecasting in European markets. (2026). de Blauwe, Jilles ; Kazmi, Hussain ; Amelin, Mikael ; Mascarenhas, Maria Margarida. In: Applied Energy. RePEc:eee:appene:v:404:y:2026:i:c:s0306261925018070.

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2026Spatiotemporal sparse autoregressive distributed lag model with extended Regressors for regional wind power forecasting. (2026). Ye, Lin ; Chen, Lei ; Tang, Yong ; Sun, Yihui ; Gong, Ruqing ; Pei, Ming. In: Applied Energy. RePEc:eee:appene:v:404:y:2026:i:c:s030626192501935x.

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2025How heterogeneous information induces market inefficiencies. (2025). Rieder, Markus J. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000334.

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2025A review of DAO governance: Recent literature and emerging trends. (2025). Lee, Jongsub ; Han, Jungsuk ; Li, Tao. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119925000021.

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2025Self-regulation, media pressure, and corporate catastrophes. (2025). Lublóy, Ágnes ; Berlinger, Edina ; Lubly, Gnes ; Keresztri, Judit Lilla. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1337-1356.

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2024Forecasting the climate-conflict risk in Africa along climate-related scenarios and multiple socio-economic drivers. (2024). Paglialunga, Elena ; Costantini, Valeria ; Tancredi, Andrea ; Conigliani, Caterina. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002682.

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2024Improving volatility forecasts: Evidence from range-based models. (2024). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001420.

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2024On the update frequency of univariate forecasting models. (2024). Petropoulos, Fotios ; Spiliotis, Evangelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:111-121.

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2024Combining probabilistic forecasts of intermittent demand. (2024). Kang, Yanfei ; Wang, Shengjie ; Petropoulos, Fotios. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048.

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2024Explainable AI for Operational Research: A defining framework, methods, applications, and a research agenda. (2024). de Bock, Koen W ; Verbeke, Wouter ; Delen, Dursun ; Choi, Tsan-Ming ; Martens, David ; Lessmann, Stefan ; Vairetti, Carla ; Maldonado, Sebastian ; Baesens, Bart ; Sowiski, Roman ; de Caigny, Arno ; Boute, Robert N ; Weber, Richard ; Kraus, Mathias ; Oskarsdottir, Maria ; Coussement, Kristof. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:2:p:249-272.

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2025Forecast accuracy and inventory performance: Insights on their relationship from the M5 competition data. (2025). Spiliotis, Evangelos ; Theodorou, Evangelos ; Assimakopoulos, Vassilios. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:2:p:414-426.

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2025Asset allocation with factor-based covariance matrices. (2025). Conlon, Thomas ; Cotter, John ; Kynigakis, Iason. In: European Journal of Operational Research. RePEc:eee:ejores:v:325:y:2025:i:1:p:189-203.

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2025Fifty years at the interface between financial modeling and operations research. (2025). Fabozzi, Frank J ; Recchioni, Maria Cristina ; Ren, Roberto. In: European Journal of Operational Research. RePEc:eee:ejores:v:327:y:2025:i:1:p:1-21.

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2025A novel centralized cross-efficiency evaluation via explainable artificial intelligence in the context of big data. (2025). Yang, Min ; Wang, Zixuan ; Liang, Liang. In: European Journal of Operational Research. RePEc:eee:ejores:v:327:y:2025:i:1:p:247-262.

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2024Forecasting realized volatility: Does anything beat linear models?. (2024). Zevallos, Mauricio ; Rubesam, Alexandre ; Branco, Rafael R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000598.

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2024Extreme co-movements between decomposed oil price shocks and sustainable investments. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002883.

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2025Multivariate probabilistic forecasting of electricity prices with trading applications. (2025). Petukhina, Alla ; Kozmik, Karel ; Kopa, Milos ; Hrdle, Wolfgang Karl ; Agakishiev, Ilyas. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007163.

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2025The impact of energy justice on local economic outcomes: Evidence from the bioenergy village program in Germany. (2025). Yu, Xiaohua ; Maruejols, Lucie ; Hoeschle, Lisa. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002567.

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2025Evaluating the role of information disclosure on bidding behavior in wholesale electricity markets. (2025). Silveira, Douglas ; Brown, David ; Cajueiro, Daniel O ; Eckert, Andrew. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003299.

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2024Urban‒rural disparities in household energy and electricity consumption under the influence of electricity price reform policies. (2024). Su, Bin ; Nie, Yan ; Zhong, Luhao ; Zhang, Guoxing. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004536.

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2024A drift-aware dynamic ensemble model with two-stage member selection for carbon price forecasting. (2024). Hu, Huanling ; Zeng, Liling ; Zhang, Dabin ; Lin, Ruibin ; Song, Qingkui. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224034777.

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2025Advancing short-term load forecasting with decomposed Fourier ARIMA: A case study on the Greek energy market. (2025). Koulouriotis, Dimitrios E ; Karamolegkos, Spyridon. In: Energy. RePEc:eee:energy:v:325:y:2025:i:c:s0360544225014963.

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2025Spillovers from oil price uncertainty to Chinese sectoral stock returns: New insights from effective transfer entropy. (2025). Zhao, Yunning ; Xu, Wen ; Xiao, Jihong ; Liu, Hong. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925006416.

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2024Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765.

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2025Bitcoin price modelling via analysis of Google Trends data: Lévy-based approach. (2025). Panov, Vladimir ; Morozova, Ekaterina. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pa:s1544612325015557.

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2025Accounting vs technical information: what matters more for stock return predictability?. (2025). Cakici, Nusret ; Zaremba, Adam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:104:y:2025:i:c:s1042443125000976.

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2025Machine learning, memory and efficiency in cryptocurrency markets. (2025). Yarovaya, Larisa ; Mishra, Tapas ; Li, Shuyue. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:105:y:2025:i:c:s1042443125001003.

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2024Market timing with moving average distance: International evidence. (2024). Kaplanski, Guy ; Abudy, Menachem ; Mugerman, Yevgeny. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001318.

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2024Forecasting exchange rate volatility: An amalgamation approach. (2024). Souropanis, Ioannis ; Alexandridis, Antonios K ; Panopoulou, Ekaterini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001331.

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2024A market for trading forecasts: A wagering mechanism. (2024). Grammatico, Sergio ; Pinson, Pierre ; Kazempour, Jalal ; Raja, Aitazaz Ali. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:142-159.

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2024Demand forecasting for fashion products: A systematic review. (2024). Venkitasubramony, Rakesh ; Swaminathan, Kritika. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:247-267.

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2024Conflict forecasting using remote sensing data: An application to the Syrian civil war. (2024). Zhu, Xiao Xiang ; Thurner, Paul W ; Kauermann, Goran ; Racek, Daniel ; Davidson, Brittany I. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:373-391.

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2024Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2024). Ghelasi, Paul ; Ziel, Florian. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:581-596.

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2024A False Discovery Rate approach to optimal volatility forecasting model selection. (2024). Baker, Paul L ; Platanakis, Emmanouil ; Hassanniakalager, Arman. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:881-902.

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2024Forecasting seasonal demand for retail: A Fourier time-varying grey model. (2024). Shang, Zhongju ; Xie, Naiming ; Ye, Lili ; Boylan, John E. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1467-1485.

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2025Forecasting mail flow: A hierarchical approach for enhanced societal wellbeing. (2025). Babai, Zied M ; Klibi, Walid ; Kafa, Nadine. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:51-65.

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2025Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2025). Pedersen, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:475-486.

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2025Predicting the relative performance among financial assets: A comparative analysis of different approaches. (2025). Samartzis, Panagiotis. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:4:p:1428-1449.

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2025DeFi: Mirage or reality? Unveiling wealth centralization risk in Decentralized Finance. (2025). Sapkota, Niranjan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:158:y:2025:i:c:s0261560625001391.

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2025Price discovery in bitcoin spot and futures markets. (2025). Zhang, Rene ; Robertson, Kevin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:159:y:2025:i:c:s0261560625001500.

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2026Exchange rate forecasting with macroeconomic data: Evidence from a novel comprehensive ensemble approach. (2026). Wei, Yunjie ; Bai, Yun ; Wang, Shouyang ; Jiang, Fuxin ; Yan, Chuanmiao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:160:y:2026:i:c:s0261560625001810.

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2024The role of news sentiment in salmon price prediction using deep learning. (2024). Ewald, Christian-Oliver ; Li, Yaoyu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000576.

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2025Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Weron, Rafa ; Uniejewski, Bartosz ; Che, Katarzyna. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851324000680.

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2025A neuro-fuzzy and deep learning framework for accurate public transport demand forecasting: Leveraging spatial and temporal factors. (2025). Amindoust, Atefeh ; Gholami, Ali ; Koosha, Hamidreza ; Radfar, Shariat. In: Journal of Transport Geography. RePEc:eee:jotrge:v:126:y:2025:i:c:s0966692325001085.

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2024Statistical analysis of gold production in South Africa using ARIMA, VAR and ARNN modelling techniques: Extrapolating future gold production, Resources–Reserves depletion, and Implication on South Africas gold exploration. (2024). Mutele, Litshedzani ; John, Emmanuel. In: Resources Policy. RePEc:eee:jrpoli:v:93:y:2024:i:c:s0301420724004434.

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2024Measuring wholesale electricity price risk from climate change: Evidence from Portugal. (2024). Fuinhas, Jos Alberto ; Entezari, Negin. In: Utilities Policy. RePEc:eee:juipol:v:91:y:2024:i:c:s0957178724001309.

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2025Technical indicators and aggregate stock returns: An updated look. (2025). Shi, QI. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:77:y:2025:i:c:s1042444x25000027.

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2025Profitability of technical trading rules in the Chinese yuan-based foreign exchange market. (2025). Chuang, O-Chia ; Song, Shenyi ; Fu, Hsuan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001416.

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2024Comparative analysis of profits from Bitcoin and its derivatives using artificial intelligence for hedge. (2024). Liu, Shan ; Che, Jianhua ; Zhu, Qing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s037843712400668x.

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2024The impact of digitalization on operational risk: An organizational information processing perspective. (2024). Guo, Hangfei ; Collins, Brian ; Lai, Fujun ; Song, Dian ; Wang, Yunfei ; Yin, Qiaoyi. In: International Journal of Production Economics. RePEc:eee:proeco:v:276:y:2024:i:c:s0925527324002263.

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2025Demand forecasting in micro-fulfillment centers using association rule-based machine learning. (2025). Jung, Seung Hwan ; An, Min Jeong ; Lee, Dong Hee. In: International Journal of Production Economics. RePEc:eee:proeco:v:290:y:2025:i:c:s0925527325002749.

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2024Natural gas volatility prediction via a novel combination of GARCH-MIDAS and one-class SVM. (2024). Wang, Xing ; Liang, Chao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001339.

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2024Optimal planning for hybrid renewable energy systems under limited information based on uncertainty quantification. (2024). Feng, Wei ; Wu, Xia ; Tian, Zhe ; Li, Xiaoyuan ; Niu, Jide. In: Renewable Energy. RePEc:eee:renene:v:237:y:2024:i:pd:s0960148124019347.

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2026Unbiased forecasting of seasonal wind power generation based on a novel seasonal multivariable grey model. (2026). Lv, Yichen ; Xiao, Xinping ; Gao, Mingyun. In: Renewable Energy. RePEc:eee:renene:v:258:y:2026:i:c:s0960148125026163.

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2024A systematic review towards integrative energy management of smart grids and urban energy systems. (2024). Zheng, Zhuang ; Luo, Xiaowei ; Wang, Shengwei ; Shafique, Muhammad. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pb:s136403212300881x.

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2025How diversification shapes full-fledged Islamic bank Stability? A causal inference approach. (2025). Haddou, Samira ; Boughrara, Adel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025005301.

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2025Can we better predict financial crisis? The role of Laplacian-energy-like measure. (2025). Yang, Xiaoguang ; Zhao, Xian ; Huang, Chuangxia ; Cao, Jie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005593.

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2024Social interactions in short squeeze scenarios. (2024). Suchanek, Max. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:898-919.

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2024Technology and automation in financial trading: A bibliometric review. (2024). Cumming, Douglas ; Care, Rosella. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002642.

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2024Financial constraints prediction to lead socio-economic development: An application of neural networks to the Italian market. (2024). Ippoliti, Roberto ; Falavigna, G ; Calabrese, G G. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124001721.

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2025Predicting policy funding allocation with Machine Learning. (2025). Resce, Giuliano ; Vaquero-Pieiro, Cristina ; Caravaggio, Nicola. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:98:y:2025:i:c:s0038012125000242.

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2026Changepoint model for energy-efficient technology diffusion: A comparative evaluation of empirical models. (2026). Bano, Yasmeen ; Singhal, Shakshi ; Gautam, Prerna. In: Technovation. RePEc:eee:techno:v:149:y:2026:i:c:s0166497225001841.

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2024Investigating the diffusion of innovation: A comprehensive study of successive diffusion processes through analysis of search trends, patent records, and academic publications. (2024). Bastos, Julio Cesar ; Scornavacca, Eusebio ; Takahashi, Carlos Kazunari. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006765.

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2025Investigating the role of customers disadoption and dynamic shifts in mobile cellular diffusion: Evidence from emerging economies. (2025). Singh, Ompal ; Bano, Yasmeen ; Singhal, Shakshi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:219:y:2025:i:c:s0040162525002835.

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2026An integrated spatial economic modeling framework for forecasting inland waterway freight demand. (2026). Hunt, John Douglas ; Raza, Asif ; Ren, Zhi ; Safdar, Muhammad ; Zhong, Ming ; Li, Linfeng. In: Transport Policy. RePEc:eee:trapol:v:176:y:2026:i:c:s0967070x25004433.

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2024Electrification of Public Urban Transport: Funding Opportunities, Bus Fleet, and Energy Use Forecasts for Poland. (2024). Batg, Jacek ; Mojsiewicz, Magdalena ; Pluskota, Przemysaw. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:23:p:6140-:d:1537660.

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2025Long-Term Multi-Resolution Probabilistic Load Forecasting Using Temporal Hierarchies. (2025). Zareipour, Hamidreza ; Bahman, Shafie. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:11:p:2908-:d:1670138.

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2024Forecasting the CBOE VIX and SKEW Indices Using Heterogeneous Autoregressive Models. (2024). Guidolin, Massimo ; Panzeri, Giulia F. In: Forecasting. RePEc:gam:jforec:v:6:y:2024:i:3:p:40-814:d:1478296.

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2025From Boom to Bust: Unravelling the Cyclical Nature of Fiji’s Money Demand. (2025). Kumar, Nikeel Nishkar ; Bibi, Kulsoom ; Mohnot, Rajesh. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:7:p:381-:d:1697555.

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2024The Effects of the Introduction of Volume-Based Liquidity Constraints in Portfolio Optimization with Alternative Investments. (2024). Funari, Stefania ; Basso, Antonella ; Visentin, Guglielmo Alessandro ; Barro, Diana. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:15:p:2424-:d:1449736.

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2024Mastery of “Monthly Effects”: Big Data Insights into Contrarian Strategies for DJI 30 and NDX 100 Stocks over a Two-Decade Period. (2024). Chen, Yuhsin ; Ni, Yensen ; Huang, Paoyu ; Day, Min-Yuh ; Chiu, Chien-Liang. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:2:p:356-:d:1324159.

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2025Transformer-Based Models for Probabilistic Time Series Forecasting with Explanatory Variables. (2025). Oliveira, Jos Manuel ; Caetano, Ricardo ; Ramos, Patrcia. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:5:p:814-:d:1602666.

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2025An Improved Grey Prediction Model Integrating Periodic Decomposition and Aggregation for Renewable Energy Forecasting: Case Studies of Solar and Wind Power. (2025). Ran, Minghao ; Wang, Yingchao ; Qin, Qilu ; Huang, Jindi ; Jiang, Jiading. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:11:p:5009-:d:1667814.

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2025STABLECOIN DP2P: INNOVATION AND SUSTAINABILITY IN FIAT CURRENCIES. (2025). Ladias, Christos ; Machado, Valter ; Ruxho, Filipos ; ap Ladias, Christos ; Pinheiro, Susana Soares ; Teixeira, Fernando ; Hulaj, Murat. In: Regional Science Inquiry. RePEc:hrs:journl:v:xvii:y:2025:i:1:p:95-106.

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More than 100 citations found, this list is not complete...

Works by Georgios Sermpinis:


YearTitleTypeCited
2019Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices In: Papers.
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2024Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls.(2024) In: Journal of Financial Stability.
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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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2024Money demand stability: New evidence from transfer entropy In: International Economics.
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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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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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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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2023Technical analysis, spread trading, and data snooping control In: International Journal of Forecasting.
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2013Stock market linkages among new EMU members and the euro area In: Studies in Economics and Finance.
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2022Modelling Financial Markets during Times of Extreme Volatility: Evidence from the GameStop Short Squeeze In: Forecasting.
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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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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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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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2019Performance of technical trading rules: evidence from the crude oil market In: The European Journal of 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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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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