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Georgios Sermpinis

Personal Details

First Name:Georgios
Middle Name:
Last Name:Sermpinis
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RePEc Short-ID:pse684
[This author has chosen not to make the email address public]

Affiliation

Department of Accounting and Finance
Adam Smith Business School
University of Glasgow

Glasgow, United Kingdom
http://www.gla.ac.uk/subjects/accountingfinance/
RePEc:edi:dfglauk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Xiaotong Sun & Charalampos Stasinakis & Georigios Sermpinis, 2022. "Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls," Papers 2203.16612, arXiv.org, revised Mar 2023.
  2. Li, Wei & Paraschiv, Florentina & Sermpinis, Georgios, 2021. "A data-driven explainable case-based reasoning approach for financial risk detection," IRTG 1792 Discussion Papers 2021-010, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  3. 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, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
  4. Georgios Sermpinis & Arman Hassanniakalager & Charalampos Stasinakis & Ioannis Psaradellis, 2018. "Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices," Papers 1811.06766, arXiv.org, revised Jun 2019.

Articles

  1. Georgios Sermpinis & Andreas Karathanasopoulos & Rafael Rosillo & David Fuente, 2021. "Neural networks in financial trading," Annals of Operations Research, Springer, vol. 297(1), pages 293-308, February.
  2. Sermpinis, Georgios & Hassanniakalager, Arman & Stasinakis, Charalampos & Psaradellis, Ioannis, 2021. "Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
  3. Hassanniakalager, Arman & Sermpinis, Georgios & Stasinakis, Charalampos, 2021. "Trading the foreign exchange market with technical analysis and Bayesian Statistics," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 230-251.
  4. Hassanniakalager, Arman & Sermpinis, Georgios & Stasinakis, Charalampos & Verousis, Thanos, 2020. "A conditional fuzzy inference approach in forecasting," European Journal of Operational Research, Elsevier, vol. 283(1), pages 196-216.
  5. Keith Cuthbertson & Ioannis Kyriakou & Georgios Sermpinis & Athanasios A. Pantelous, 2019. "Special issue of the International Journal of Finance and Economics innovations in finance, economics, risk management, and policy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(4), pages 1407-1408, October.
  6. Ioannis Psaradellis & Jason Laws & Athanasios A. Pantelous & Georgios Sermpinis, 2019. "Performance of technical trading rules: evidence from the crude oil market," The European Journal of Finance, Taylor & Francis Journals, vol. 25(17), pages 1793-1815, November.
  7. Ioannis Kyriakou & Athanasios A. Pantelous & Georgios Sermpinis & Stavros A. Zenios, 2019. "Preface: application of operations research to financial markets," Annals of Operations Research, Springer, vol. 282(1), pages 1-2, November.
  8. Georgios Sermpinis & Serafeim Tsoukas & Ping Zhang, 2019. "What influences a bank's decision to go public?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(4), pages 1464-1485, October.
  9. Yang Zhao & Charalampos Stasinakis & Georgios Sermpinis & Filipa Da Silva Fernandes, 2019. "Revisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimization," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(4), pages 1443-1463, October.
  10. Yang Zhao & Charalampos Stasinakis & Georgios Sermpinis & Yukun Shi, 2018. "Neural network copula portfolio optimization for exchange traded funds," Quantitative Finance, Taylor & Francis Journals, vol. 18(5), pages 761-775, May.
  11. Thanos Verousis & Pietro Perotti & Georgios Sermpinis, 2018. "One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations," Review of Quantitative Finance and Accounting, Springer, vol. 50(2), pages 353-392, February.
  12. Jason Laws & Georgios Sermpinis, 2018. "Special Issue of Quantitative Finance on the ‘23rd Forecasting Financial Markets Conference’," Quantitative Finance, Taylor & Francis Journals, vol. 18(5), pages 723-724, May.
  13. Sermpinis, Georgios & Tsoukas, Serafeim & Zhang, Ping, 2018. "Modelling market implied ratings using LASSO variable selection techniques," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 19-35.
  14. Sermpinis, Georgios & Stasinakis, Charalampos & Hassanniakalager, Arman, 2017. "Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds," European Journal of Operational Research, Elsevier, vol. 263(2), pages 540-558.
  15. Sermpinis, Georgios & Stasinakis, Charalampos & Rosillo, Rafael & de la Fuente, David, 2017. "European Exchange Trading Funds Trading with Locally Weighted Support Vector Regression," European Journal of Operational Research, Elsevier, vol. 258(1), pages 372-384.
  16. Christian-Oliver Ewald & Athanasios A. Pantelous & Georgios Sermpinis, 2016. "Special Issue of on ‘Commodity Markets’," Quantitative Finance, Taylor & Francis Journals, vol. 16(12), pages 1807-1808, December.
  17. Charalampos Stasinakis & Georgios Sermpinis & Ioannis Psaradellis & Thanos Verousis, 2016. "Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities," Quantitative Finance, Taylor & Francis Journals, vol. 16(12), pages 1901-1915, December.
  18. Psaradellis, Ioannis & Sermpinis, Georgios, 2016. "Modelling and trading the U.S. implied volatility indices. Evidence from the VIX, VXN and VXD indices," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1268-1283.
  19. Charalampos Stasinakis & Georgios Sermpinis & Konstantinos Theofilatos & Andreas Karathanasopoulos, 2016. "Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions," Computational Economics, Springer;Society for Computational Economics, vol. 47(4), pages 569-587, April.
  20. Georgios Sermpinis & Thanos Verousis & Konstantinos Theofilatos, 2016. "Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(1), pages 1-12, January.
  21. Andreas Karathanasopoulos & Konstantinos Athanasios Theofilatos & Georgios Sermpinis & Christian Dunis & Sovan Mitra & Charalampos Stasinakis, 2016. "Stock market prediction using evolutionary support vector machines: an application to the ASE20 index," The European Journal of Finance, Taylor & Francis Journals, vol. 22(12), pages 1145-1163, September.
  22. Mitra, Sovan & Karathanasopoulos, Andreas & Sermpinis, Georgios & Dunis, Christian & Hood, John, 2015. "Operational risk: Emerging markets, sectors and measurement," European Journal of Operational Research, Elsevier, vol. 241(1), pages 122-132.
  23. Sermpinis, Georgios & Stasinakis, Charalampos & Theofilatos, Konstantinos & Karathanasopoulos, Andreas, 2015. "Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms—Support vector regression forecast combinations," European Journal of Operational Research, Elsevier, vol. 247(3), pages 831-846.
  24. Georgios Sermpinis & Jason Laws & Christian L. Dunis, 2015. "Modelling commodity value at risk with Psi Sigma neural networks using open-high-low-close data," The European Journal of Finance, Taylor & Francis Journals, vol. 21(4), pages 316-336, March.
  25. Michael H. Breitner & Christian Dunis & Hans-Jörg Mettenheim & Christopher Neely & Georgios Sermpinis & Rafael Rosillo & Javier Giner & David De la Fuente, 2014. "Stock Market Simulation Using Support Vector Machines," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(6), pages 488-500, September.
  26. Michael H. Breitner & Christian Dunis & Hans-Jörg Mettenheim & Christopher Neely & Georgios Sermpinis & Hamad Alsayed & Frank McGroarty, 2014. "Ultra‐High‐Frequency Algorithmic Arbitrage Across International Index Futures," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(6), pages 391-408, September.
  27. Sermpinis, Georgios & Stasinakis, Charalampos & Dunis, Christian, 2014. "Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 30(C), pages 21-54.
  28. Michael H. Breitner & Christian Dunis & Hans-Jörg Mettenheim & Christopher Neely & Georgios Sermpinis & Klaus Schredelseker, 2014. "Pascal's Wager and Information," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(6), pages 455-470, September.
  29. Michael H. Breitner & Christian Dunis & Hans-Jörg Mettenheim & Christopher Neely & Georgios Sermpinis & Bartosz Kurek, 2014. "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," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(6), pages 433-454, September.
  30. Michael H. Breitner & Christian Dunis & Hans-Jörg Mettenheim & Christopher Neely & Georgios Sermpinis & Christian Spreckelsen & Hans‐Jörg Mettenheim & Michael H. Breitner, 2014. "Real‐Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(6), pages 419-432, September.
  31. Andreas Karatahansopoulos & Georgios Sermpinis & Jason Laws & Christian Dunis, 2014. "Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(8), pages 596-610, December.
  32. Michael H. Breitner & Christian Dunis & Hans-Jörg Mettenheim & Christopher Neely & Georgios Sermpinis & Georgios Sermpinis & Charalampos Stasinakis & Konstantinos Theofilatos & Andreas Karathanasopoul, 2014. "Inflation and Unemployment Forecasting with Genetic Support Vector Regression," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(6), pages 471-487, September.
  33. Christian Dunis & Georgios Sermpinis & Maria Ferenia Karampelia, 2013. "Stock market linkages among new EMU members and the euro area," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 30(4), pages 370-388, September.
  34. Georgios Sermpinis & Jason Laws & Christian L. Dunis, 2013. "Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks," The European Journal of Finance, Taylor & Francis Journals, vol. 19(3), pages 165-179, March.
  35. Christian L Dunis & Spiros D Likothanassis & Andreas S Karathanasopoulos & Georgios S Sermpinis & Konstantinos A Theofilatos, 2013. "A hybrid genetic algorithm–support vector machine approach in the task of forecasting and trading," Journal of Asset Management, Palgrave Macmillan, vol. 14(1), pages 52-71, February.
  36. Sermpinis, Georgios & Theofilatos, Konstantinos & Karathanasopoulos, Andreas & Georgopoulos, Efstratios F. & Dunis, Christian, 2013. "Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization," European Journal of Operational Research, Elsevier, vol. 225(3), pages 528-540.
  37. Christian Dunis & Jason Laws & Georgios Sermpinis, 2010. "Higher order and recurrent neural architectures for trading the EUR/USD exchange rate," Quantitative Finance, Taylor & Francis Journals, vol. 11(4), pages 615-629.
  38. Christian Dunis & Jason Laws & Georgios Sermpinis, 2010. "Modelling and trading the EUR/USD exchange rate at the ECB fixing," The European Journal of Finance, Taylor & Francis Journals, vol. 16(6), pages 541-560.
    RePEc:taf:apfiec:v:20:y:2010:i:7:p:585-600 is not listed on IDEAS

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BIG: Big Data (2) 2021-07-26 2021-08-09
  2. NEP-CMP: Computational Economics (2) 2021-07-26 2021-08-09
  3. NEP-CWA: Central & Western Asia (2) 2021-07-26 2022-03-21
  4. NEP-RMG: Risk Management (2) 2021-07-26 2021-08-09
  5. NEP-BAN: Banking (1) 2022-03-21
  6. NEP-CFN: Corporate Finance (1) 2021-07-26
  7. NEP-FOR: Forecasting (1) 2022-03-21
  8. NEP-ORE: Operations Research (1) 2021-07-26
  9. NEP-PAY: Payment Systems & Financial Technology (1) 2022-05-09
  10. NEP-UPT: Utility Models & Prospect Theory (1) 2022-03-21

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