Stelios Bekiros
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Athens University of Economics and Business (AUEB)
Research profile
author of:
- Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network (RePEc:ams:ndfwpp:06-16)
by Bekiros, S. & Georgoutsos, D. - Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models (RePEc:ams:ndfwpp:06-17)
by Bekiros, S. & Georgoutsos, D. - The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing (RePEc:ams:ndfwpp:07-08)
by Bekiros, S. & Diks, C.G.H. - The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality (RePEc:ams:ndfwpp:07-11)
by Bekiros, S. & Diks, C.G.H. - Boundedly rational learning and heterogeneous trading strategies with hybrid neuro-fuzzy models (RePEc:ams:ndfwpp:09-15)
by Bekiros, S. - Extreme Dependence under Uncertainty: an application to Stock, Currency and Oil Markets (RePEc:bla:irvfin:v:17:y:2017:i:1:p:155-162)
by Stelios Bekiros & Gazi Salah Uddin - Pitfalls In Cross‐Section Studies With Integrated Regressors: A Survey And New Developments (RePEc:bla:jecsur:v:32:y:2018:i:4:p:1045-1073)
by Stelios Bekiros & Bo Sjö & Richard J. Sweeney - Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model (RePEc:bpj:sndecm:v:19:y:2015:i:2:p:107-136:n:3)
by Bekiros Stelios & Paccagnini Alessia - Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area (RePEc:bpj:sndecm:v:19:y:2015:i:5:p:609-624:n:5)
by Bekiros Stelios & Nguyen Duc Khuong & Uddin Gazi Salah & Sjö Bo - Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach (RePEc:bpj:sndecm:v:21:y:2017:i:3:p:12:n:3)
by Bekiros Stelios & Muzaffar Ahmed T. & Uddin Gazi S. & Vidal-García Javier - The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach (RePEc:bpj:sndecm:v:24:y:2020:i:4:p:23:n:4)
by Avdoulas Christos & Bekiros Stelios & Lucey Brian - Forecasting Inflation Uncertainty in the G7 Countries (RePEc:cqe:wpaper:7118)
by Mawuli Segnon & Stelios Bekiros & Bernd Wilfling - Forecasting Volatility in Cryptocurrency Markets (RePEc:cqe:wpaper:7919)
by Mawuli Segnon & Stelios Bekiros - Macroprudential Policy And Forecasting Using Hybrid Dsge Models With Financial Frictions And State Space Markov-Switching Tvp-Vars (RePEc:cup:macdyn:v:19:y:2015:i:07:p:1565-1592_00)
by Bekiros, Stelios D. & Paccagnini, Alessia - Chaos, Solitons & Fractals (RePEc:eee:chsofr)
from Elsevier as editor - Disturbances and complexity in volatility time series (RePEc:eee:chsofr:v:105:y:2017:i:c:p:38-42)
by Lahmiri, Salim & Bekiros, Stelios - Chaos, randomness and multi-fractality in Bitcoin market (RePEc:eee:chsofr:v:106:y:2018:i:c:p:28-34)
by Lahmiri, Salim & Bekiros, Stelios - Long-range memory, distributional variation and randomness of bitcoin volatility (RePEc:eee:chsofr:v:107:y:2018:i:c:p:43-48)
by Lahmiri, Salim & Bekiros, Stelios & Salvi, Antonio - Time-varying self-similarity in alternative investments (RePEc:eee:chsofr:v:111:y:2018:i:c:p:1-5)
by Lahmiri, Salim & Bekiros, Stelios - Modelling volatility persistence under stochasticity assumptions: evidence from common and alternative investments (RePEc:eee:chsofr:v:114:y:2018:i:c:p:158-163)
by Lahmiri, Salim & Bekiros, Stelios & Stavroyiannis, Stavros & Babalos, Vassilios - Time-dependent complexity measurement of causality in international equity markets: A spatial approach (RePEc:eee:chsofr:v:116:y:2018:i:c:p:215-219)
by Lahmiri, Salim & Bekiros, Stelios & Avdoulas, Christos - Cryptocurrency forecasting with deep learning chaotic neural networks (RePEc:eee:chsofr:v:118:y:2019:i:c:p:35-40)
by Lahmiri, Salim & Bekiros, Stelios - On the pricing of exotic options: A new closed-form valuation approach (RePEc:eee:chsofr:v:122:y:2019:i:c:p:153-162)
by Bekiros, Stelios & Kouloumpou, Dimitra - Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques (RePEc:eee:chsofr:v:126:y:2019:i:c:p:325-336)
by Altan, Aytaç & Karasu, Seçkin & Bekiros, Stelios - A financial hyperchaotic system with coexisting attractors: Dynamic investigation, entropy analysis, control and synchronization (RePEc:eee:chsofr:v:126:y:2019:i:c:p:66-77)
by Jahanshahi, Hadi & Yousefpour, Amin & Wei, Zhouchao & Alcaraz, Raúl & Bekiros, Stelios - Decomposing the persistence structure of Islamic and green crypto-currencies with nonlinear stepwise filtering (RePEc:eee:chsofr:v:127:y:2019:i:c:p:334-341)
by Lahmiri, Salim & Bekiros, Stelios - A fractional-order hyper-chaotic economic system with transient chaos (RePEc:eee:chsofr:v:130:y:2020:i:c:s0960077919303352)
by Yousefpour, Amin & Jahanshahi, Hadi & Munoz-Pacheco, Jesus M. & Bekiros, Stelios & Wei, Zhouchao - Big data analytics using multi-fractal wavelet leaders in high-frequency Bitcoin markets (RePEc:eee:chsofr:v:131:y:2020:i:c:s0960077919304187)
by Lahmiri, Salim & Bekiros, Stelios - King algorithm: A novel optimization approach based on variable-order fractional calculus with application in chaotic financial systems (RePEc:eee:chsofr:v:132:y:2020:i:c:s0960077919305260)
by Soradi-Zeid, Samaneh & Jahanshahi, Hadi & Yousefpour, Amin & Bekiros, Stelios - Intelligent forecasting with machine learning trading systems in chaotic intraday Bitcoin market (RePEc:eee:chsofr:v:133:y:2020:i:c:s0960077920300400)
by Lahmiri, Salim & Bekiros, Stelios - Synchronization of fractional time-delayed financial system using a novel type-2 fuzzy active control method (RePEc:eee:chsofr:v:136:y:2020:i:c:s0960077920301703)
by Wang, Shaojie & Bekiros, Stelios & Yousefpour, Amin & He, Shaobo & Castillo, Oscar & Jahanshahi, Hadi - SBDiEM: A new mathematical model of infectious disease dynamics (RePEc:eee:chsofr:v:136:y:2020:i:c:s0960077920302289)
by Bekiros, Stelios & Kouloumpou, Dimitra - Optimal policies for control of the novel coronavirus disease (COVID-19) outbreak (RePEc:eee:chsofr:v:136:y:2020:i:c:s0960077920302836)
by Yousefpour, Amin & Jahanshahi, Hadi & Bekiros, Stelios - The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets (RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920303350)
by Lahmiri, Salim & Bekiros, Stelios - Renyi entropy and mutual information measurement of market expectations and investor fear during the COVID-19 pandemic (RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920304811)
by Lahmiri, Salim & Bekiros, Stelios - The effect of market confidence on a financial system from the perspective of fractional calculus: Numerical investigation and circuit realization (RePEc:eee:chsofr:v:140:y:2020:i:c:s0960077920306196)
by Chen, Shu-Bo & Jahanshahi, Hadi & Alhadji Abba, Oumate & Solís-Pérez, J.E. & Bekiros, Stelios & Gómez-Aguilar, J.F. & Yousefpour, Amin & Chu, Yu-Ming - Discrete-time macroeconomic system: Bifurcation analysis and synchronization using fuzzy-based activation feedback control (RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920307724)
by Zhou, Shuang-Shuang & Jahanshahi, Hadi & Din, Qamar & Bekiros, Stelios & Alcaraz, Raúl & Alassafi, Madini O. & Alsaadi, Fawaz E. & Chu, Yu-Ming - A fractional-order SIRD model with time-dependent memory indexes for encompassing the multi-fractional characteristics of the COVID-19 (RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920310237)
by Jahanshahi, Hadi & Munoz-Pacheco, Jesus M. & Bekiros, Stelios & Alotaibi, Naif D. - Characterization of infant healthy and pathological cry signals in cepstrum domain based on approximate entropy and correlation dimension (RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920310304)
by Lahmiri, Salim & Tadj, Chakib & Gargour, Christian & Bekiros, Stelios - On the development of variable-order fractional hyperchaotic economic system with a nonlinear model predictive controller (RePEc:eee:chsofr:v:144:y:2021:i:c:s0960077921000515)
by Jahanshahi, Hadi & Sajjadi, Samaneh Sadat & Bekiros, Stelios & Aly, Ayman A. - Artificial macro-economics: A chaotic discrete-time fractional-order laboratory model (RePEc:eee:chsofr:v:145:y:2021:i:c:s0960077921001284)
by Chu, Yu-Ming & Bekiros, Stelios & Zambrano-Serrano, Ernesto & Orozco-López, Onofre & Lahmiri, Salim & Jahanshahi, Hadi & Aly, Ayman A. - A novel fuzzy mixed H2/H∞ optimal controller for hyperchaotic financial systems (RePEc:eee:chsofr:v:146:y:2021:i:c:s0960077921002319)
by Bekiros, Stelios & Jahanshahi, Hadi & Bezzina, Frank & Aly, Ayman A. - Deep recurrent neural networks with finite-time terminal sliding mode control for a chaotic fractional-order financial system with market confidence (RePEc:eee:chsofr:v:146:y:2021:i:c:s0960077921002344)
by Wang, Yong-Long & Jahanshahi, Hadi & Bekiros, Stelios & Bezzina, Frank & Chu, Yu-Ming & Aly, Ayman A. - The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets (RePEc:eee:chsofr:v:151:y:2021:i:c:s0960077921005750)
by Lahmiri, Salim & Bekiros, Stelios - Intelligent parameter identification and prediction of variable time fractional derivative and application in a symmetric chaotic financial system (RePEc:eee:chsofr:v:154:y:2022:i:c:s0960077921009449)
by Wang, Bo & Liu, Jinping & Alassafi, Madini O. & Alsaadi, Fawaz E. & Jahanshahi, Hadi & Bekiros, Stelios - Complexity measures of high oscillations in phonocardiogram as biomarkers to distinguish between normal heart sound and pathological murmur (RePEc:eee:chsofr:v:154:y:2022:i:c:s0960077921009644)
by Lahmiri, Salim & Bekiros, Stelios - Deep learning systems for automatic diagnosis of infant cry signals (RePEc:eee:chsofr:v:154:y:2022:i:c:s0960077921010547)
by Lahmiri, Salim & Tadj, Chakib & Gargour, Christian & Bekiros, Stelios - Evidence of the fractal market hypothesis in European industry sectors with the use of bootstrapped wavelet leaders singularity spectrum analysis (RePEc:eee:chsofr:v:165:y:2022:i:p1:s0960077922009924)
by Lahmiri, Salim & Bekiros, Stelios & Bezzina, Frank - Chaotic attitude synchronization and anti-synchronization of master-slave satellites using a robust fixed-time adaptive controller (RePEc:eee:chsofr:v:165:y:2022:i:p2:s0960077922010621)
by Alsaade, Fawaz W. & Yao, Qijia & Bekiros, Stelios & Al-zahrani, Mohammed S. & Alzahrani, Ali S. & Jahanshahi, Hadi - Optimal tuning of support vector machines and k-NN algorithm by using Bayesian optimization for newborn cry signal diagnosis based on audio signal processing features (RePEc:eee:chsofr:v:167:y:2023:i:c:s0960077922011511)
by Lahmiri, Salim & Tadj, Chakib & Gargour, Christian & Bekiros, Stelios - Heterogeneous agent-based modeling of endogenous boom-bust cycles in financial markets with adaptive expectations and dynamically switching fractions between contrarian and fundamental market entry st (RePEc:eee:chsofr:v:170:y:2023:i:c:s096007792300231x)
by Bekiros, Stelios & Laarem, Guessas & Mou, Jun & Al-Barakati, Abdullah A. & Jahanshahi, Hadi - Adaptive fixed-time robust control for function projective synchronization of hyperchaotic economic systems with external perturbations (RePEc:eee:chsofr:v:172:y:2023:i:c:s0960077923005106)
by Bekiros, Stelios & Yao, Qijia & Mou, Jun & Alkhateeb, Abdulhameed F. & Jahanshahi, Hadi - Achieving resilient chaos suppression and synchronization of fractional-order supply chains with fault-tolerant control (RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923007798)
by Alsaadi, Fawaz E. & Bekiros, Stelios & Yao, Qijia & Liu, Jinping & Jahanshahi, Hadi - Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models (RePEc:eee:csdana:v:71:y:2014:i:c:p:298-323)
by Bekiros, Stelios D. & Paccagnini, Alessia - Heterogeneous trading strategies with adaptive fuzzy Actor-Critic reinforcement learning: A behavioral approach (RePEc:eee:dyncon:v:34:y:2010:i:6:p:1153-1170)
by Bekiros, Stelios D. - Bank capital shocks and countercyclical requirements: Implications for banking stability and welfare (RePEc:eee:dyncon:v:93:y:2018:i:c:p:315-331)
by Bekiros, Stelios & Nilavongse, Rachatar & Uddin, Gazi Salah - Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area (RePEc:eee:ecmode:v:38:y:2014:i:c:p:619-626)
by Bekiros, Stelios - Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach (RePEc:eee:ecmode:v:58:y:2016:i:c:p:580-587)
by Avdoulas, Christos & Bekiros, Stelios & Boubaker, Sabri - Directional predictability and time-varying spillovers between stock markets and economic cycles (RePEc:eee:ecmode:v:69:y:2018:i:c:p:301-312)
by Bekiros, Stelios & Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Ur Rehman, Mobeen - Nonlinear causality testing with stepwise multivariate filtering: Evidence from stock and currency markets (RePEc:eee:ecofin:v:29:y:2014:i:c:p:336-348)
by Bekiros, Stelios - On economic uncertainty, stock market predictability and nonlinear spillover effects (RePEc:eee:ecofin:v:36:y:2016:i:c:p:184-191)
by Bekiros, Stelios & Gupta, Rangan & Kyei, Clement - Herding behavior, market sentiment and volatility: Will the bubble resume? (RePEc:eee:ecofin:v:42:y:2017:i:c:p:107-131)
by Bekiros, Stelios & Jlassi, Mouna & Lucey, Brian & Naoui, Kamel & Uddin, Gazi Salah - A robust algorithm for parameter estimation in smooth transition autoregressive models (RePEc:eee:ecolet:v:103:y:2009:i:1:p:36-38)
by Bekiros, Stelios D. - Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach (RePEc:eee:ecolet:v:131:y:2015:i:c:p:83-85)
by Bekiros, Stelios & Gupta, Rangan - Oil price forecastability and economic uncertainty (RePEc:eee:ecolet:v:132:y:2015:i:c:p:125-128)
by Bekiros, Stelios & Gupta, Rangan & Paccagnini, Alessia - Analysing the systemic risk of Indian banks (RePEc:eee:ecolet:v:176:y:2019:i:c:p:103-108)
by Verma, Ramprasad & Ahmad, Wasim & Uddin, Gazi Salah & Bekiros, Stelios - Enhancing the predictability of crude oil markets with hybrid wavelet approaches (RePEc:eee:ecolet:v:182:y:2019:i:c:p:50-54)
by Uddin, Gazi Salah & Gençay, Ramazan & Bekiros, Stelios & Sahamkhadam, Maziar - Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets (RePEc:eee:ejores:v:202:y:2010:i:1:p:285-293)
by Bekiros, Stelios D. - Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets (RePEc:eee:ejores:v:256:y:2017:i:3:p:945-961)
by Bekiros, Stelios & Nguyen, Duc Khuong & Sandoval Junior, Leonidas & Uddin, Gazi Salah - Asymmetric linkages among the fear index and emerging market volatility indices (RePEc:eee:ememar:v:37:y:2018:i:c:p:17-31)
by Badshah, Ihsan & Bekiros, Stelios & Lucey, Brian M. & Uddin, Gazi Salah - Heuristic learning in intraday trading under uncertainty (RePEc:eee:empfin:v:30:y:2015:i:c:p:34-49)
by Bekiros, Stelios D. - How social imbalance and governance quality shape policy directives for energy transition in the OECD countries? (RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001408)
by Sinha, Avik & Bekiros, Stelios & Hussain, Nazim & Nguyen, Duc Khuong & Khan, Sana Akbar - The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality (RePEc:eee:eneeco:v:30:y:2008:i:5:p:2673-2685)
by Bekiros, Stelios D. & Diks, Cees G.H. - A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series (RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318570)
by Karasu, Seçkin & Altan, Aytaç & Bekiros, Stelios & Ahmad, Wasim - Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets (RePEc:eee:finana:v:33:y:2014:i:c:p:58-69)
by Bekiros, Stelios D. - Impact of speculation and economic uncertainty on commodity markets (RePEc:eee:finana:v:43:y:2016:i:c:p:115-127)
by Andreasson, Pierre & Bekiros, Stelios & Nguyen, Duc Khuong & Uddin, Gazi Salah - Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates (RePEc:eee:finana:v:55:y:2018:i:c:p:140-155)
by Bekiros, Stelios & Avdoulas, Christos & Hassapis, Christis - Risk perception in financial markets: On the flip side (RePEc:eee:finana:v:57:y:2018:i:c:p:184-206)
by Bekiros, Stelios & Jlassi, Mouna & Naoui, Kamel & Uddin, Gazi Salah - Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis (RePEc:eee:finana:v:59:y:2018:i:c:p:179-211)
by Labidi, Chiaz & Rahman, Md Lutfur & Hedström, Axel & Uddin, Gazi Salah & Bekiros, Stelios - Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis (RePEc:eee:finlet:v:18:y:2016:i:c:p:291-296)
by Bekiros, Stelios & Gupta, Rangan & Majumdar, Anandamayee - Risk transmitters and receivers in global currency markets (RePEc:eee:finlet:v:25:y:2018:i:c:p:1-9)
by Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Bekiros, Stelios & Rehman, Mobeen Ur - Is anti-herding behavior spurious? (RePEc:eee:finlet:v:29:y:2019:i:c:p:379-383)
by Stavroyiannis, Stavros & Babalos, Vassilios & Bekiros, Stelios & Lahmiri, Salim - Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs (RePEc:eee:finsta:v:26:y:2016:i:c:p:216-227)
by Bekiros, Stelios & Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania - The asymmetric relationship between returns and implied volatility: Evidence from global stock markets (RePEc:eee:finsta:v:30:y:2017:i:c:p:156-174)
by Bekiros, Stelios & Jlassi, Mouna & Naoui, Kamel & Uddin, Gazi Salah - Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies (RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300590)
by Bekiros, Stelios & Nilavongse, Rachatar & Uddin, Gazi Salah - Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance (RePEc:eee:intfin:v:15:y:2005:i:3:p:209-228)
by Bekiros, Stelios D. & Georgoutsos, Dimitris A. - On the time scale behavior of equity-commodity links: Implications for portfolio management (RePEc:eee:intfin:v:41:y:2016:i:c:p:30-46)
by Bekiros, Stelios & Nguyen, Duc Khuong & Uddin, Gazi Salah & Sjö, Bo - A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling (RePEc:eee:intfin:v:56:y:2018:i:c:p:104-127)
by Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Bekiros, Stelios & Shahbaz, Muhammad & Kayani, Ghulam Mujtaba - Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics (RePEc:eee:jbfina:v:39:y:2014:i:c:p:117-134)
by Bekiros, Stelios D. - The multiscale causal dynamics of foreign exchange markets (RePEc:eee:jimfin:v:33:y:2013:i:c:p:282-305)
by Bekiros, Stelios & Marcellino, Massimiliano - Black swan events and safe havens: The role of gold in globally integrated emerging markets (RePEc:eee:jimfin:v:73:y:2017:i:pb:p:317-334)
by Bekiros, Stelios & Boubaker, Sabri & Nguyen, Duc Khuong & Uddin, Gazi Salah - The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing (RePEc:eee:jmacro:v:30:y:2008:i:4:p:1641-1650)
by Bekiros, Stelios D. & Diks, Cees G.H. - Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios (RePEc:eee:jrpoli:v:46:y:2015:i:p2:p:1-11)
by Bekiros, Stelios & Hernandez, Jose Arreola & Hammoudeh, Shawkat & Nguyen, Duc Khuong - The extreme-value dependence of Asia-Pacific equity markets (RePEc:eee:mulfin:v:18:y:2008:i:3:p:197-208)
by Bekiros, Stelios D. & Georgoutsos, Dimitris A. - Clustering of short and long-term co-movements in international financial and commodity markets in wavelet domain (RePEc:eee:phsmap:v:486:y:2017:i:c:p:947-955)
by Lahmiri, Salim & Uddin, Gazi Salah & Bekiros, Stelios - The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis (RePEc:eee:phsmap:v:495:y:2018:i:c:p:30-39)
by Uddin, Gazi Salah & Bekiros, Stelios & Ahmed, Ali - The high frequency multifractal properties of Bitcoin (RePEc:eee:phsmap:v:520:y:2019:i:c:p:62-71)
by Stavroyiannis, Stavros & Babalos, Vassilios & Bekiros, Stelios & Lahmiri, Salim & Uddin, Gazi Salah - Multi-fluctuation nonlinear patterns of European financial markets based on adaptive filtering with application to family business, green, Islamic, common stocks, and comparison with Bitcoin, NASDAQ, (RePEc:eee:phsmap:v:538:y:2020:i:c:s0378437119316243)
by Lahmiri, Salim & Bekiros, Stelios & Bezzina, Frank - Nonlinear analysis of Casablanca Stock Exchange, Dow Jones and S&P500 industrial sectors with a comparison (RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316577)
by Lahmiri, Salim & Bekiros, Stelios - On chaos and projective synchronization of a fractional difference map with no equilibria using a fuzzy-based state feedback control (RePEc:eee:phsmap:v:578:y:2021:i:c:s0378437121003733)
by Zambrano-Serrano, Ernesto & Bekiros, Stelios & Platas-Garza, Miguel A. & Posadas-Castillo, Cornelio & Agarwal, Praveen & Jahanshahi, Hadi & Aly, Ayman A. - Understanding the credit cycle and business cycle dynamics in India (RePEc:eee:reveco:v:76:y:2021:i:c:p:988-1006)
by Saini, Seema & Ahmad, Wasim & Bekiros, Stelios - Irrational fads, short-term memory emulation, and asset predictability (RePEc:eee:revfin:v:22:y:2013:i:4:p:213-219)
by Bekiros, Stelios D. - Financial networks and systemic risk vulnerabilities: A tale of Indian banks (RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000880)
by Ahmad, Wasim & Tiwari, Shiv Ratan & Wadhwani, Akshay & Khan, Mohammad Azeem & Bekiros, Stelios - Synchronization of the glycolysis reaction-diffusion model via linear control law (RePEc:ehl:lserod:112776)
by Ouannas, Adel & Batiha, Iqbal M. & Bekiros, Stelios & Liu, Jinping & Jahanshahi, Hadi & Aly, Ayman A. & Alghtani, Abdulaziz H. - Determinants and consequences of corporate social responsibility disclosure: a survey of extant literature (RePEc:ehl:lserod:118798)
by Ali, Waris & Bekiros, Stelios & Hussain, Nazim & Khan, Sana Akbar & Nguyen, Duc Khuong - Risk-managed time-series momentum: an emerging economy experience (RePEc:eme:jefasp:jefas-08-2021-0159)
by Simarjeet Singh & Nidhi Walia & Stelios Bekiros & Arushi Gupta & Jigyasu Kumar & Amar Kumar Mishra - Revisiting the three factor model in light of circular behavioural simultaneities (RePEc:eme:rbfpps:rbf-08-2017-0079)
by Stelios Bekiros & Nikolaos Loukeris & Iordanis Eleftheriadis & Gazi Uddin - The Role Of News-Based Uncertainty Indices In Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method (RePEc:emu:wpaper:15-02.pdf)
by Mehmet Balcilar & Rangan Gupta & STELIOS BEKIROS - Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics (RePEc:eui:euiwps:eco2011/21)
by Stelios Bekiros - Nonlinear causality testing with stepwise multivariate filtering (RePEc:eui:euiwps:eco2011/22)
by Stelios Bekiros - The Multiscale Causal Dynamics of Foreign Exchange Markets (RePEc:eui:euiwps:eco2011/23)
by Stelios Bekiros & Massimiliano Marcellino - Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs (RePEc:eui:euiwps:eco2015/04)
by Bekiros, Stelios D.; Cardani, Roberta; Paccagnini, Alessia; Villa, Stefania - Implications for banking stability and welfare under capital shocks and countercyclical requirements (RePEc:eui:euiwps:eco2017/06)
by BEKIROS, Stelios; NILAVONGSE, Rachatar; UDDIN, Gazi Salah - Mortgage Defaults, Expectation-Driven House Prices and Monetary Policy (RePEc:eui:euiwps:eco2017/09)
by BEKIROS, Stelios D.; NILAVONGSE, Rachatar; UDDIN, Gazi S. - Forecasting Inflation Uncertainty in the G7 Countries (RePEc:gam:jecnmx:v:6:y:2018:i:2:p:23-:d:143630)
by Mawuli Segnon & Stelios Bekiros & Bernd Wilfling - Revisiting the Dynamic Linkages of Treasury Bond Yields for the BRICS: A Forecasting Analysis (RePEc:gam:jforec:v:2:y:2020:i:2:p:6-129:d:359124)
by Stelios Bekiros & Christos Avdoulas - Neural Adaptive Fixed-Time Attitude Stabilization and Vibration Suppression of Flexible Spacecraft (RePEc:gam:jmathe:v:10:y:2022:i:10:p:1667-:d:814526)
by Qijia Yao & Hadi Jahanshahi & Irene Moroz & Naif D. Alotaibi & Stelios Bekiros - Indirect Neural-Enhanced Integral Sliding Mode Control for Finite-Time Fault-Tolerant Attitude Tracking of Spacecraft (RePEc:gam:jmathe:v:10:y:2022:i:14:p:2467-:d:863759)
by Qijia Yao & Hadi Jahanshahi & Stelios Bekiros & Sanda Florentina Mihalache & Naif D. Alotaibi - Gain-Scheduled Sliding-Mode-Type Iterative Learning Control Design for Mechanical Systems (RePEc:gam:jmathe:v:10:y:2022:i:16:p:3005-:d:893187)
by Qijia Yao & Hadi Jahanshahi & Stelios Bekiros & Sanda Florentina Mihalache & Naif D. Alotaibi - Optimal Reinforcement Learning-Based Control Algorithm for a Class of Nonlinear Macroeconomic Systems (RePEc:gam:jmathe:v:10:y:2022:i:3:p:499-:d:741823)
by Qing Ding & Hadi Jahanshahi & Ye Wang & Stelios Bekiros & Madini O. Alassafi - Fixed-Time Adaptive Chaotic Control for Permanent Magnet Synchronous Motor Subject to Unknown Parameters and Perturbations (RePEc:gam:jmathe:v:11:y:2023:i:14:p:3182-:d:1198366)
by Qijia Yao & Hadi Jahanshahi & Stelios Bekiros & Jinping Liu & Abdullah A. Al-Barakati - Identification and Control of Rehabilitation Robots with Unknown Dynamics: A New Probabilistic Algorithm Based on a Finite-Time Estimator (RePEc:gam:jmathe:v:11:y:2023:i:17:p:3699-:d:1227086)
by Naif D. Alotaibi & Hadi Jahanshahi & Qijia Yao & Jun Mou & Stelios Bekiros - Enhanced Classification of Heartbeat Electrocardiogram Signals Using a Long Short-Term Memory–Convolutional Neural Network Ensemble: Paving the Way for Preventive Healthcare (RePEc:gam:jmathe:v:11:y:2023:i:18:p:3942-:d:1241614)
by Njud S. Alharbi & Hadi Jahanshahi & Qijia Yao & Stelios Bekiros & Irene Moroz - An Ensemble of Long Short-Term Memory Networks with an Attention Mechanism for Upper Limb Electromyography Signal Classification (RePEc:gam:jmathe:v:11:y:2023:i:18:p:4004-:d:1244329)
by Naif D. Alotaibi & Hadi Jahanshahi & Qijia Yao & Jun Mou & Stelios Bekiros - A New Fuzzy Reinforcement Learning Method for Effective Chemotherapy (RePEc:gam:jmathe:v:11:y:2023:i:2:p:477-:d:1037320)
by Fawaz E. Alsaadi & Amirreza Yasami & Christos Volos & Stelios Bekiros & Hadi Jahanshahi - Risk transmitters and receivers in global currency markets (RePEc:hal:journl:hal-01814274)
by Syed Jawad Hussain Shahzad & Jose Arreola-Hernandez & Stelios Bekiros & Mobeen Ur Rehman - A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling (RePEc:hal:journl:hal-01989649)
by Syed Jawad Hussain Shahzad & Jose Arreola Hernandez & Stelios Bekiros & Muhammad Shahbaz & Ghulam Mujtaba Kayani - Directional predictability and time-varying spillovers between stock markets and economic cycles (RePEc:hal:journl:hal-01996787)
by Stelios Bekiros & Syed Jawad Hussain Shahzad & Jose Arreola-Hernandez & Mobeen Ur Rehman - Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit (RePEc:hal:journl:hal-02352004)
by Syed Jawad Hussain Shahzad & Naveed Raza & David Roubaud & Jose Arreola Hernandez & Stelios Bekiros - Spillover across Eurozone credit market sectors and determinants (RePEc:hal:journl:hal-02353094)
by Syed Jawad Hussain Shahzad & Elie Bouri & Jose Arreola-Hernandez & David Roubaud & Stelios Bekiros - On the predictability of crude oil market: A hybrid multiscale wavelet approach (RePEc:hal:journl:hal-02956380)
by Stelios Bekiros & Jose Arreola Hernandez & Gazi Salah Uddin & Ahmed Taneem Muzaffar - Short-Term Volatility Timing: A Cross-Country Study (RePEc:hal:journl:hal-04445062)
by M. Vidal & J. Vidal-Garcia & S. Boubaker & S. Bekiros - Detecting nonlinear dependencies in foreign exchange markets: A multistep filtering approach (RePEc:ipg:wpaper:2014-182)
by Stelios Bekiros - Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model (RePEc:ipg:wpaper:2014-183)
by Stelios Bekiros & Alessia Paccagnini - Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models (RePEc:ipg:wpaper:2014-426)
by Stelios D. Bekiros & Alessia Paccagnini - Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area (RePEc:ipg:wpaper:2014-437)
by Stelios Bekiros & Duc Khuong Nguyen & Gazi Salah Uddin & Bo Sjö - Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach (RePEc:ipg:wpaper:2017-008)
by Stelios Bekiros & Shawkat Hammoudeh & Rania Jammazi & Duc Khuong Nguyen - Direction-of-change forecasting using a volatility-based recurrent neural network (RePEc:jof:jforec:v:27:y:2008:i:5:p:407-417)
by S. D. Bekiros & D. A. Georgoutsos - Forecasting volatility in bitcoin market (RePEc:kap:annfin:v:16:y:2020:i:3:d:10.1007_s10436-020-00368-y)
by Mawuli Segnon & Stelios Bekiros - Timescale Analysis with an Entropy-Based Shift-Invariant Discrete Wavelet Transform (RePEc:kap:compec:v:44:y:2014:i:2:p:231-251)
by Stelios Bekiros - Nonlinear Forecasting of Euro Area Industrial Production Using Evolutionary Approaches (RePEc:kap:compec:v:52:y:2018:i:2:d:10.1007_s10614-017-9695-3)
by Christos Avdoulas & Stelios Bekiros - Tail-Related Risk Measurement and Forecasting in Equity Markets (RePEc:kap:compec:v:53:y:2019:i:2:d:10.1007_s10614-017-9766-5)
by Stelios Bekiros & Nikolaos Loukeris & Iordanis Eleftheriadis & Christos Avdoulas - Customer Satisfaction Prediction in the Shipping Industry with Hybrid Meta-heuristic Approaches (RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9842-5)
by Stelios Bekiros & Nikolaos Loukeris & Nikolaos Matsatsinis & Frank Bezzina - Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets (RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09935-6)
by Sang Hoon Kang & Seong-Min Yoon & Stelios Bekiros & Gazi S. Uddin - Correlated at the Tail: Implications of Asymmetric Tail-Dependence Across Bitcoin Markets (RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-10058-6)
by Stelios Bekiros & Axel Hedström & Evgeniia Jayasekera & Tapas Mishra & Gazi Salah Uddin - The Dynamic Volatility Connectedness Structure of Energy Futures and Global Financial Markets: Evidence From a Novel Time–Frequency Domain Approach (RePEc:kap:compec:v:59:y:2022:i:3:d:10.1007_s10614-021-10120-x)
by Ehsan Bagheri & Seyed Babak Ebrahimi & Arman Mohammadi & Mahsa Miri & Stelios Bekiros - Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models (RePEc:mib:wpaper:236)
by Stelios Bekiros & Alessia Paccagnini - Oil Price Forecastability and Economic Uncertainty (RePEc:mib:wpaper:298)
by Stelios Bekiros & Rangan Gupta & Alessia Paccagnini - Portfolio Optimization With Investor Utility Preference of Higher-Order Moments: A Behavioral Approach (RePEc:now:jnlrbe:105.00000060)
by Bekiros, Stelios & Loukeris, Nikolaos & Eleftheriadis, Iordanis - Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets (RePEc:pra:mprapa:73397)
by Bekiros, Stelios & Nguyen, Duc Khuong & Sandoval Junior, Leonidas & Salah Uddin, Gazi - Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets (RePEc:pra:mprapa:75740)
by Bekiros, Stelios & Boubaker, Sabri & Nguyen, Duc Khuong & Uddin, Gazi Salah - Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach (RePEc:pre:wpaper:201505)
by Stelios Bekiros & Rangan Gupta - On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects (RePEc:pre:wpaper:201508)
by Stelios Bekiros & Rangan Gupta & Clement Kyei - Oil Price Forecastability and Economic Uncertainty (RePEc:pre:wpaper:201518)
by Stelios Bekiros & Rangan Gupta & Alessia Paccagnini - The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method (RePEc:pre:wpaper:201522)
by Mehmet Balcilar & Stelios Bekiros & Rangan Gupta - A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices (RePEc:pre:wpaper:201536)
by Stelios Bekiros & Rangan Gupta & Clement Kyei - Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis (RePEc:pre:wpaper:201545)
by Stelios Bekiros & Rangan Gupta & Anandamayee Majumdar - Forecasting US GNP Growth: The Role of Uncertainty (RePEc:pre:wpaper:201667)
by Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar - Chaos in G7 Stock Markets using Over One Century of Data: A Note (RePEc:pre:wpaper:201678)
by Aviral Kumar Tiwari & Rangan Gupta & Stelios Bekiros - Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets (RePEc:rim:rimwps:21_13)
by Stelios D. Bekiros - Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model (RePEc:rim:rimwps:22_13)
by Stelios D. Bekiros & Alessia Paccagnini - Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets (RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-015-2078-z)
by Christos Avdoulas & Stelios Bekiros & Sabri Boubaker - Systematic risk in the biopharmaceutical sector: a multiscale approach (RePEc:spr:annopr:v:330:y:2023:i:1:d:10.1007_s10479-021-04402-8)
by Gazi Salah Uddin & Muhammad Yahya & Stelios Bekiros & Raanadeva Jayasekera & Gerhard Kling - On the predictability of time-varying VAR and DSGE models (RePEc:spr:empeco:v:45:y:2013:i:1:p:635-664)
by Stelios Bekiros & Alessia Paccagnini - The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method (RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1150-0)
by Mehmet Balcilar & Stelios Bekiros & Rangan Gupta - Multivariate time-varying parameter modelling for stock markets (RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01896-2)
by Serdar Neslihanoglu & Stelios Bekiros & John McColl & Duncan Lee - Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit (RePEc:spr:jqecon:v:17:y:2019:i:4:d:10.1007_s40953-019-00163-1)
by Syed Jawad Hussain Shahzad & Naveed Raza & David Roubaud & Jose Arreola Hernandez & Stelios Bekiros - A neurofuzzy model for stock market trading (RePEc:taf:apeclt:v:14:y:2007:i:1:p:53-57)
by Stelios Bekiros - Unknown item RePEc:taf:apfiec:v:18:y:2007:i:3:p:239-254 (article)
- A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices (RePEc:taf:applec:v:48:y:2016:i:31:p:2895-2898)
by Stelios Bekiros & Rangan Gupta & Clement Kyei - Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach (RePEc:taf:applec:v:50:y:2018:i:47:p:5031-5049)
by Stelios Bekiros & Shawkat Hammoudeh & Rania Jammazi & Duc Khuong Nguyen - Spillover across Eurozone credit market sectors and determinants (RePEc:taf:applec:v:51:y:2019:i:59:p:6333-6349)
by Syed Jawad Hussain Shahzad & Elie Bouri & Jose Arreola-Hernandez & David Roubaud & Stelios Bekiros - Spillovers across European sovereign credit markets and role of surprise and uncertainty (RePEc:taf:applec:v:52:y:2020:i:8:p:851-865)
by Stelios Bekiros & Syed Jawad Hussain Shahzad & Rania Jammazi & Chaker Aloui - Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index (RePEc:taf:eurjfi:v:14:y:2008:i:5:p:397-408)
by Stelios Bekiros & Dimitris Georgoutsos - Can machine learning approaches predict corporate bankruptcy? Evidence from a qualitative experimental design (RePEc:taf:quantf:v:19:y:2019:i:9:p:1569-1577)
by Salim Lahmiri & Stelios Bekiros - Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models (RePEc:ucn:oapubs:10197/7322)
by Stelios D. Bekiros & Alessia Paccagnini - Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs (RePEc:ucn:oapubs:10197/7323)
by Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa - On the predictability of time-varying VAR and DSGE models (RePEc:ucn:oapubs:10197/7326)
by Stelios D. Bekiros & Alessia Paccagnini - On the predictability of time-varying VAR and DSGE models (RePEc:ucn:oapubs:10197/7329)
by Stelios D. Bekiros & Alessia Paccagnini - Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs (RePEc:ucn:oapubs:10197/7333)
by Stelios D. Bekiros & Alessia Paccagnini - Oil price forecastability and economic uncertainty (RePEc:ucn:oapubs:10197/7345)
by Stelios D. Bekiros & Rangan Gupta & Alessia Paccagnini - Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model (RePEc:ucn:oapubs:10197/7588)
by Stelios D. Bekiros & Alessia Paccagnini - Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs (RePEc:ucn:wpaper:201611)
by Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa - The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations (RePEc:ucn:wpaper:201701)
by Roberta Cardani & Alessia Paccagnini & Stelios D. Bekiros - Economics (RePEc:vrs:econom)
from Sciendo as editor - Multi-Regional Agent-Based Modeling of Household and Firm Location Choices with Endogenous Transport Costs (RePEc:wiw:wiwrsa:ersa10p479)
by Theodore Tsekeris & Klimis Vogiatzoglou & Stelios Bekiros - A tale of two shocks: The dynamics of international real estate markets (RePEc:wly:ijfiec:v:25:y:2020:i:1:p:3-27)
by Stelios Bekiros & Amanda Dahlström & Gazi Salah Uddin & Oskar Ege & Ranadeva Jayasekera - Performance assessment of ensemble learning systems in financial data classification (RePEc:wly:isacfm:v:27:y:2020:i:1:p:3-9)
by Salim Lahmiri & Stelios Bekiros & Anastasia Giakoumelou & Frank Bezzina - Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models (RePEc:wly:jforec:v:35:y:2016:i:7:p:613-632)
by Stelios D. Bekiros & Alessia Paccagnini - Forecasting US GNP growth: The role of uncertainty (RePEc:wly:jforec:v:37:y:2018:i:5:p:541-559)
by Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar - On the predictability of crude oil market: A hybrid multiscale wavelet approach (RePEc:wly:jforec:v:39:y:2020:i:4:p:599-614)
by Stelios Bekiros & Jose Arreola Hernandez & Gazi Salah Uddin & Ahmed Taneem Muzaffar - Irrational fads, short‐term memory emulation, and asset predictability (RePEc:wly:revfec:v:22:y:2013:i:4:p:213-219)
by Stelios D. Bekiros - Tracking Control And Stabilization Of A Fractional Financial Risk System Using Novel Active Finite-Time Fault-Tolerant Controls (RePEc:wsi:fracta:v:29:y:2021:i:06:n:s0218348x21501553)
by Bo Wang & Hadi Jahanshahi & Stelios Bekiros & Yu-Ming Chu & J. F. Gã“Mez-Aguilar & Fawaz E. Alsaadi & Madini O. Alassafi - Multi-Scale Analysis Reveals Different Patterns In Technical Indicators Of Blockchain (RePEc:wsi:fracta:v:29:y:2021:i:07:n:s0218348x21501851)
by Salim Lahmiri & Stelios Bekiros & Anastasia Giakoumelou - Use Of Evolutionary Algorithms In A Fractional Framework To Prevent The Spread Of Coronavirus (RePEc:wsi:fracta:v:30:y:2022:i:05:n:s0218348x22401466)
by Bo Wang & Hadi Jahanshahi & Yeliz Karaca & Stelios Bekiros & Wei-Feng Xia & Abdulhameed F. Alkhateeb & Majid Nour - Editorial (RePEc:wsi:fracta:v:31:y:2023:i:06:n:s0218348x23020024)
by Hadi Jahanshahi & Stelios Bekiros - Statistical Analysis By Wavelet Leaders Reveals Differences In Multi-Fractal Characteristics Of Stock Price And Return Series In Turkish High Frequency Data (RePEc:wsi:fracta:v:32:y:2024:i:01:n:s0218348x24500026)
by Salim Lahmiri & Ahmet Sensoy & Erdinc Akyildirim & Stelios Bekiros