Georgios Sermpinis
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Georgios |
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Sermpinis |
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Contact
Affiliations
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University of Glasgow
/ Adam Smith Business School
/ Department of Accounting and Finance
Research profile
author of:
- Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices (RePEc:arx:papers:1811.06766)
by Georgios Sermpinis & Arman Hassanniakalager & Charalampos Stasinakis & Ioannis Psaradellis - Forecasting: theory and practice (RePEc:arx:papers:2012.03854)
by Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet - A Data-driven Explainable Case-based Reasoning Approach for Financial Risk Detection (RePEc:arx:papers:2107.08808)
by Wei Li & Florentina Paraschiv & Georgios Sermpinis - Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls (RePEc:arx:papers:2203.16612)
by Xiaotong Sun & Charalampos Stasinakis & Georigios Sermpinis - Liquidity Risks in Lending Protocols: Evidence from Aave Protocol (RePEc:arx:papers:2206.11973)
by Xiaotong Sun & Charalampos Stasinakis & Georgios Sermpinis - Voter Coalitions and democracy in Decentralized Finance: Evidence from MakerDAO (RePEc:arx:papers:2210.11203)
by Xiaotong Sun & Xi Chen & Charalampos Stasinakis & Georgios Sermpinis - Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization (RePEc:eee:ejores:v:225:y:2013:i:3:p:528-540)
by Sermpinis, Georgios & Theofilatos, Konstantinos & Karathanasopoulos, Andreas & Georgopoulos, Efstratios F. & Dunis, Christian - Operational risk: Emerging markets, sectors and measurement (RePEc:eee:ejores:v:241:y:2015:i:1:p:122-132)
by Mitra, Sovan & Karathanasopoulos, Andreas & Sermpinis, Georgios & Dunis, Christian & Hood, John - Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms—Support vector regression forecast combinations (RePEc:eee:ejores:v:247:y:2015:i:3:p:831-846)
by Sermpinis, Georgios & Stasinakis, Charalampos & Theofilatos, Konstantinos & Karathanasopoulos, Andreas - European Exchange Trading Funds Trading with Locally Weighted Support Vector Regression (RePEc:eee:ejores:v:258:y:2017:i:1:p:372-384)
by Sermpinis, Georgios & Stasinakis, Charalampos & Rosillo, Rafael & de la Fuente, David - Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds (RePEc:eee:ejores:v:263:y:2017:i:2:p:540-558)
by Sermpinis, Georgios & Stasinakis, Charalampos & Hassanniakalager, Arman - A conditional fuzzy inference approach in forecasting (RePEc:eee:ejores:v:283:y:2020:i:1:p:196-216)
by Hassanniakalager, Arman & Sermpinis, Georgios & Stasinakis, Charalampos & Verousis, Thanos - Modelling market implied ratings using LASSO variable selection techniques (RePEc:eee:empfin:v:48:y:2018:i:c:p:19-35)
by Sermpinis, Georgios & Tsoukas, Serafeim & Zhang, Ping - Trading the foreign exchange market with technical analysis and Bayesian Statistics (RePEc:eee:empfin:v:63:y:2021:i:c:p:230-251)
by Hassanniakalager, Arman & Sermpinis, Georgios & Stasinakis, Charalampos - Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects (RePEc:eee:intfin:v:30:y:2014:i:c:p:21-54)
by Sermpinis, Georgios & Stasinakis, Charalampos & Dunis, Christian - Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices (RePEc:eee:intfin:v:73:y:2021:i:c:s104244312100072x)
by Sermpinis, Georgios & Hassanniakalager, Arman & Stasinakis, Charalampos & Psaradellis, Ioannis - Modelling and trading the U.S. implied volatility indices. Evidence from the VIX, VXN and VXD indices (RePEc:eee:intfor:v:32:y:2016:i:4:p:1268-1283)
by Psaradellis, Ioannis & Sermpinis, Georgios - Forecasting: theory and practice (RePEc:eee:intfor:v:38:y:2022:i:3:p:705-871)
by Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh - Technical analysis, spread trading, and data snooping control (RePEc:eee:intfor:v:39:y:2023:i:1:p:178-191)
by Psaradellis, Ioannis & Laws, Jason & Pantelous, Athanasios A. & Sermpinis, Georgios - Stock market linkages among new EMU members and the euro area (RePEc:eme:sefpps:v:30:y:2013:i:4:p:370-388)
by Christian Dunis & Georgios Sermpinis & Maria Ferenia Karampelia - Modelling Financial Markets during Times of Extreme Volatility: Evidence from the GameStop Short Squeeze (RePEc:gam:jforec:v:4:y:2022:i:3:p:35-673:d:866295)
by Boris Andreev & Georgios Sermpinis & Charalampos Stasinakis - Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions (RePEc:kap:compec:v:47:y:2016:i:4:d:10.1007_s10614-014-9479-y)
by Charalampos Stasinakis & Georgios Sermpinis & Konstantinos Theofilatos & Andreas Karathanasopoulos - One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations (RePEc:kap:rqfnac:v:50:y:2018:i:2:d:10.1007_s11156-017-0632-2)
by Thanos Verousis & Pietro Perotti & Georgios Sermpinis - A hybrid genetic algorithm–support vector machine approach in the task of forecasting and trading (RePEc:pal:assmgt:v:14:y:2013:i:1:d:10.1057_jam.2013.2)
by Christian L Dunis & Spiros D Likothanassis & Andreas S Karathanasopoulos & Georgios S Sermpinis & Konstantinos A Theofilatos - Preface: application of operations research to financial markets (RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-019-03400-1)
by Ioannis Kyriakou & Athanasios A. Pantelous & Georgios Sermpinis & Stavros A. Zenios - Neural networks in financial trading (RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-019-03144-y)
by Georgios Sermpinis & Andreas Karathanasopoulos & Rafael Rosillo & David Fuente - Unknown item RePEc:taf:apfiec:v:20:y:2010:i:7:p:585-600 (article)
- Modelling and trading the EUR/USD exchange rate at the ECB fixing (RePEc:taf:eurjfi:v:16:y:2010:i:6:p:541-560)
by Christian Dunis & Jason Laws & Georgios Sermpinis - Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks (RePEc:taf:eurjfi:v:19:y:2013:i:3:p:165-179)
by Georgios Sermpinis & Jason Laws & Christian L. Dunis - Modelling commodity value at risk with Psi Sigma neural networks using open-high-low-close data (RePEc:taf:eurjfi:v:21:y:2015:i:4:p:316-336)
by Georgios Sermpinis & Jason Laws & Christian L. Dunis - Stock market prediction using evolutionary support vector machines: an application to the ASE20 index (RePEc:taf:eurjfi:v:22:y:2016:i:12:p:1145-1163)
by Andreas Karathanasopoulos & Konstantinos Athanasios Theofilatos & Georgios Sermpinis & Christian Dunis & Sovan Mitra & Charalampos Stasinakis - Performance of technical trading rules: evidence from the crude oil market (RePEc:taf:eurjfi:v:25:y:2019:i:17:p:1793-1815)
by Ioannis Psaradellis & Jason Laws & Athanasios A. Pantelous & Georgios Sermpinis - Higher order and recurrent neural architectures for trading the EUR/USD exchange rate (RePEc:taf:quantf:v:11:y:2010:i:4:p:615-629)
by Christian Dunis & Jason Laws & Georgios Sermpinis - Special Issue of on ‘Commodity Markets’ (RePEc:taf:quantf:v:16:y:2016:i:12:p:1807-1808)
by Christian-Oliver Ewald & Athanasios A. Pantelous & Georgios Sermpinis - Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities (RePEc:taf:quantf:v:16:y:2016:i:12:p:1901-1915)
by Charalampos Stasinakis & Georgios Sermpinis & Ioannis Psaradellis & Thanos Verousis - Special Issue of Quantitative Finance on the ‘23rd Forecasting Financial Markets Conference’ (RePEc:taf:quantf:v:18:y:2018:i:5:p:723-724)
by Jason Laws & Georgios Sermpinis - Neural network copula portfolio optimization for exchange traded funds (RePEc:taf:quantf:v:18:y:2018:i:5:p:761-775)
by Yang Zhao & Charalampos Stasinakis & Georgios Sermpinis & Yukun Shi - A data-driven explainable case-based reasoning approach for financial risk detection (RePEc:taf:quantf:v:22:y:2022:i:12:p:2257-2274)
by Wei Li & Florentina Paraschiv & Georgios Sermpinis - Special issue of the International Journal of Finance and Economics innovations in finance, economics, risk management, and policy (RePEc:wly:ijfiec:v:24:y:2019:i:4:p:1407-1408)
by Keith Cuthbertson & Ioannis Kyriakou & Georgios Sermpinis & Athanasios A. Pantelous - Revisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimization (RePEc:wly:ijfiec:v:24:y:2019:i:4:p:1443-1463)
by Yang Zhao & Charalampos Stasinakis & Georgios Sermpinis & Filipa Da Silva Fernandes - What influences a bank's decision to go public? (RePEc:wly:ijfiec:v:24:y:2019:i:4:p:1464-1485)
by Georgios Sermpinis & Serafeim Tsoukas & Ping Zhang - Ultra‐High‐Frequency Algorithmic Arbitrage Across International Index Futures (RePEc:wly:jforec:v:33:y:2014:i:6:p:391-408)
by Michael H. Breitner & Christian Dunis & Hans-Jörg Mettenheim & Christopher Neely & Georgios Sermpinis & Hamad Alsayed & Frank McGroarty - Real‐Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks (RePEc:wly:jforec:v:33:y:2014:i:6:p:419-432)
by Michael H. Breitner & Christian Dunis & Hans-Jörg Mettenheim & Christopher Neely & Georgios Sermpinis & Christian Spreckelsen & Hans‐Jörg Mettenheim & Michael H. Breitner - The 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 (RePEc:wly:jforec:v:33:y:2014:i:6:p:433-454)
by Michael H. Breitner & Christian Dunis & Hans-Jörg Mettenheim & Christopher Neely & Georgios Sermpinis & Bartosz Kurek - Pascal's Wager and Information (RePEc:wly:jforec:v:33:y:2014:i:6:p:455-470)
by Michael H. Breitner & Christian Dunis & Hans-Jörg Mettenheim & Christopher Neely & Georgios Sermpinis & Klaus Schredelseker - Inflation and Unemployment Forecasting with Genetic Support Vector Regression (RePEc:wly:jforec:v:33:y:2014:i:6:p:471-487)
by Michael H. Breitner & Christian Dunis & Hans-Jörg Mettenheim & Christopher Neely & Georgios Sermpinis & Georgios Sermpinis & Charalampos Stasinakis & Konstantinos Theofilatos & Andreas Karathanasopoul - Stock Market Simulation Using Support Vector Machines (RePEc:wly:jforec:v:33:y:2014:i:6:p:488-500)
by Michael H. Breitner & Christian Dunis & Hans-Jörg Mettenheim & Christopher Neely & Georgios Sermpinis & Rafael Rosillo & Javier Giner & David De la Fuente - Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms (RePEc:wly:jforec:v:33:y:2014:i:8:p:596-610)
by Andreas Karatahansopoulos & Georgios Sermpinis & Jason Laws & Christian Dunis - Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias (RePEc:wly:jforec:v:35:y:2016:i:1:p:1-12)
by Georgios Sermpinis & Thanos Verousis & Konstantinos Theofilatos - Forecasting and trading Bitcoin with machine learning techniques and a hybrid volatility/sentiment leverage (RePEc:wly:jforec:v:42:y:2023:i:4:p:852-871)
by Mingzhe Wei & Georgios Sermpinis & Charalampos Stasinakis - A data-driven explainable case-based reasoning approach for financial risk detection (RePEc:zbw:irtgdp:2021010)
by Li, Wei & Paraschiv, Florentina & Sermpinis, Georgios