Forecasting: theory and practice F Petropoulos, D Apiletti, V Assimakopoulos, MZ Babai, DK Barrow, ... International Journal of Forecasting 38 (3), 705-871, 2022 | 591 | 2022 |
Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and particle swarm optimization G Sermpinis, K Theofilatos, A Karathanasopoulos, EF Georgopoulos, ... European Journal of Operational Research 225 (3), 528-540, 2013 | 193 | 2013 |
Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms—Support vector regression forecast combinations G Sermpinis, C Stasinakis, K Theofilatos, A Karathanasopoulos European Journal of Operational Research 247 (3), 831-846, 2015 | 130 | 2015 |
Forecasting and trading the EUR/USD exchange rate with stochastic Neural Network combination and time-varying leverage G Sermpinis, C Dunis, J Laws, C Stasinakis Decision Support Systems 54 (1), 316-329, 2012 | 120 | 2012 |
Higher order and recurrent neural architectures for trading the EUR/USD exchange rate CL Dunis, J Laws, G Sermpinis Quantitative Finance 11 (4), 615-629, 2011 | 88 | 2011 |
Operational risk: Emerging markets, sectors and measurement S Mitra, A Karathanasopoulos, G Sermpinis, C Dunis, J Hood European Journal of Operational Research 241 (1), 122-132, 2015 | 83 | 2015 |
Forecasting and trading the EUR/USD exchange rate with gene expression and psi sigma neural networks G Sermpinis, J Laws, A Karathanasopoulos, CL Dunis Expert systems with applications 39 (10), 8865-8877, 2012 | 72 | 2012 |
Big data, artificial intelligence and machine learning: A transformative symbiosis in favour of financial technology DK Nguyen, G Sermpinis, C Stasinakis European Financial Management 29 (2), 517-548, 2023 | 59 | 2023 |
Modelling and trading the US implied volatility indices. Evidence from the VIX, VXN and VXD indices I Psaradellis, G Sermpinis International Journal of Forecasting 32 (4), 1268-1283, 2016 | 57 | 2016 |
Inflation and unemployment forecasting with genetic support vector regression G Sermpinis, C Stasinakis, K Theofilatos, A Karathanasopoulos Journal of Forecasting 33 (6), 471-487, 2014 | 50 | 2014 |
Modelling market implied ratings using LASSO variable selection techniques G Sermpinis, S Tsoukas, P Zhang Journal of Empirical Finance 48, 19-35, 2018 | 49 | 2018 |
Modelling and trading the EUR/USD exchange rate at the ECB fixing CL Dunis, J Laws, G Sermpinis The European Journal of Finance 16 (6), 541-560, 2010 | 49 | 2010 |
Forecasting US unemployment with radial basis neural networks, Kalman filters and support vector regressions C Stasinakis, G Sermpinis, K Theofilatos, A Karathanasopoulos Computational Economics 47, 569-587, 2016 | 47 | 2016 |
Neural networks in financial trading G Sermpinis, A Karathanasopoulos, R Rosillo, D de la Fuente Annals of Operations Research 297, 293-308, 2021 | 39 | 2021 |
A hybrid genetic algorithm–support vector machine approach in the task of forecasting and trading CL Dunis, SD Likothanassis, AS Karathanasopoulos, GS Sermpinis, ... Journal of Asset Management 14, 52-71, 2013 | 34 | 2013 |
Stock market prediction using evolutionary support vector machines: an application to the ASE20 index A Karathanasopoulos, KA Theofilatos, G Sermpinis, C Dunis, S Mitra, ... The European Journal of Finance 22 (12), 1145-1163, 2016 | 33 | 2016 |
Modelling and trading the Greek stock market with gene expression and genetic programing algorithms A Karatahansopoulos, G Sermpinis, J Laws, C Dunis Journal of forecasting 33 (8), 596-610, 2014 | 29 | 2014 |
Performance of technical trading rules: evidence from the crude oil market I Psaradellis, J Laws, AA Pantelous, G Sermpinis The European Journal of Finance 25 (17), 1793-1815, 2019 | 28 | 2019 |
European exchange trading funds trading with locally weighted support vector regression G Sermpinis, C Stasinakis, R Rosillo, D de la Fuente European Journal of Operational Research 258 (1), 372-384, 2017 | 28 | 2017 |
Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects G Sermpinis, C Stasinakis, C Dunis Journal of International Financial Markets, Institutions and Money 30, 21-54, 2014 | 27 | 2014 |