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Georgios Sermpinis
Georgios Sermpinis
Professor of Quantitative Finance, University of Glasgow
Verified email at glasgow.ac.uk - Homepage
Title
Cited by
Cited by
Year
Forecasting: theory and practice
F Petropoulos, D Apiletti, V Assimakopoulos, MZ Babai, DK Barrow, ...
International Journal of Forecasting 38 (3), 705-871, 2022
5322022
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
1902013
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
1282015
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
1192012
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
882011
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
832015
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
712012
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
552016
Modelling market implied ratings using LASSO variable selection techniques
G Sermpinis, S Tsoukas, P Zhang
Journal of Empirical Finance 48, 19-35, 2018
492018
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
492010
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
482014
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
442016
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
402023
Neural networks in financial trading
G Sermpinis, A Karathanasopoulos, R Rosillo, D de la Fuente
Annals of Operations Research 297, 293-308, 2021
382021
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
342013
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
322016
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
292014
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
282019
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
282017
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
272014
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