引用次数
引用: 927
H-指数: 14
I10-指数 : 17
出版物: 43
Rolling Genetic Support Vector Regressions: An Inflation Forecasting Application in Germany and Greece
C Stasinakis , F Fernadez , G Sermpinis , R Rosillo
Proceedings on the International Conference on Artificial Intelligence (ICAI) 302 -308
2017
Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices
Charalampos Stasinakis , Georgios Sermpinis , Ioannis Psaradellis , Arman Hassanniakalager
Journal of International Financial Markets, Institutions and Money 73 101353
2021
Revisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimization
Yang Zhao , Charalampos Stasinakis , Georgios Sermpinis , Filipa Da Silva Fernandes
International Journal of Finance & Economics 24 ( 4) 1443 -1463
6
2019
Neural network copula portfolio optimization for exchange traded funds
Yang Zhao , Charalampos Stasinakis , Georgios Sermpinis , Yukun Shi
Quantitative Finance 18 ( 5) 761 -775
9
2018
Kalman Filters and Neural Networks in Forecasting and Trading
Georgios Sermpinis , Christian Dunis , Jason Laws , Charalampos Stasinakis
international conference on engineering applications of neural networks 433 -442
2012
A Conditional Fuzzy Inference Approach in Forecasting
Arman Hassanniakalager , Georgios Sermpinis , Charalampos Stasinakis , Thanos Verousis
European Journal of Operational Research 283 ( 1) 196 -216
2
2020
Inflation and Unemployment Forecasting with Genetic Support Vector Regression
Georgios Sermpinis , Charalampos Stasinakis , Konstantinos Theofilatos , Andreas Karathanasopoulos
Journal of Forecasting 33 ( 6) 471 -487
15
2014
Kalman Filter and SVR Combinations in Forecasting US Unemployment
Georgios Sermpinis , Charalampos Stasinakis , Andreas Karathanasopoulos
artificial intelligence applications and innovations 506 -515
1
2013
Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects
Georgios Sermpinis , Charalampos Stasinakis , Christian Dunis
Journal of International Financial Markets, Institutions and Money 30 21 -54
21
2014
Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions
Charalampos Stasinakis , Georgios Sermpinis , Konstantinos Theofilatos , Andreas Karathanasopoulos
Computational Economics 47 ( 4) 569 -587
14
2016
Stock market prediction using evolutionary support vector machines: an application to the ASE20 index
Andreas Karathanasopoulos , Konstantinos Athanasios Theofilatos , Georgios Sermpinis , Christian Dunis
European Journal of Finance 22 ( 12) 1145 -1163
29
2016
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities
Charalampos Stasinakis , Georgios Sermpinis , Ioannis Psaradellis , Thanos Verousis
Quantitative Finance 16 ( 12) 1901 -1915
8
2016
Big Data, Artificial Intelligence and Machine Learning: A Transformative Symbiosis in Favour of Financial Technology
Charalampos Stasinakis , Georgios Sermpinis
Social Science Research Network
2020
Forecasting and trading the EUR/USD exchange rate with stochastic Neural Network combination and time-varying leverage
Georgios Sermpinis , Christian Dunis , Jason Laws , Charalampos Stasinakis
decision support systems 54 ( 1) 316 -329
106
2012
Forecasting government bond spreads with heuristic models: evidence from the Eurozone periphery
Filipa Da Silva Fernandes , Charalampos Stasinakis , Zivile Zekaite
Annals of Operations Research 282 ( 1) 1 -32
1
2019
Preface: neural networks, nonlinear dynamics, and risk management in banking and finance.
Duc Khuong Nguyen , Hans-Jörg von Mettenheim , Charalampos Stasinakis
Annals of Operations Research 297 ( 1) 1 -2
2021
European Exchange Trading Funds Trading with Locally Weighted Support Vector Regression
Georgios Sermpinis , Charalampos Stasinakis , Rafael Rosillo , David de la Fuente
European Journal of Operational Research 258 ( 1) 372 -384
11
2017
Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms—Support vector regression forecast combinations
Georgios Sermpinis , Charalampos Stasinakis , Konstantinos Theofilatos , Andreas Karathanasopoulos
European Journal of Operational Research 247 ( 3) 831 -846
48
2015
Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds
Georgios Sermpinis , Charalampos Stasinakis , Arman Hassanniakalager
European Journal of Operational Research 263 ( 2) 540 -558
7
2017
A hybrid XGBoost-MLP model for credit risk assessment on digital supply chain finance
Yixuan Li , Charalampos Stasinakis , Wee Meng Yeo
Forecasting 4 ( 1) 184 -207
5
2022