Dr Georgios Sermpinis

Dr Georgios Sermpinis
  • Lecturer in Economics (Economics)

telephone: 01413307770
email: Georgios.Sermpinis@glasgow.ac.uk


Research

Risk Management, Financial Forecasting, Trading Strategies, Artificial Intelligence Models

Biography

Georgios Sermpinis joined the Business School in September 2011. He holds degrees from the National Kapodistrian University of Athens and the Liverpool John Moores University. He previously worked at the University of Bedfordshire and Liverpool John Moores University.

List all by: Type | Date

Jump to: 2013 | 2012 | 2011 | 2010 | 2009
Number of items: 10.

2013

Sermpinis, G., Theofilatos, K., Karathanasopoulos, A., and Dunis, C. (2013) Forecasting foreign exchange rates with adaptive neural networks using radial basis functions and particle swarm optimization. European Journal of Operational Research, 225 (3). pp. 528-540. ISSN 0377-2217 (doi:10.1016/j.ejor.2012.10.020)

Dunis, C.L., Likothanassis, S.D., Karathanasopoulos, A.S., Sermpinis, G.S., and Theofilatos, K.A. (2013) A hybrid genetic algorithm–support vector machine approach in the task of forecasting and trading. Journal of Asset Management, 14 (1). pp. 52-71. ISSN 1470-8272 (doi:10.1057/jam.2013.2)

Sermpinis, G, Laws, J., and Dunis, C.L. (2013) Modelling commodity value at risk with Psi Sigma neural networks using open–high–low–close data. European Journal of Finance . ISSN 1351-847X (doi:10.1080/1351847X.2012.744763) (In Press)

Sermpinis, G., Laws, J., and Dunis, C.L. (2013) Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks. European Journal of Finance . pp. 1-15. ISSN 1351-847X (doi:10.1080/1351847X.2011.606990) (In Press)

2012

Sermpinis, G., Dunis, C., Laws, J., and Stasinakis, C. (2012) Forecasting and trading the EUR/USD exchange rate with stochastic Neural Network combination and time-varying leverage. Decision Support Systems, 54 (1). pp. 316-329. ISSN 0167-9236 (doi:10.1016/j.dss.2012.05.039)

Sermpinis, G., Laws, J., Karathanasopoulos, A., and Dunis, C.L. (2012) Forecasting and trading the EUR/USD exchange rate with Gene Expression and Psi Sigma Neural Networks. Expert Systems with Applications, 39 (10). pp. 8865-8877. ISSN 0957-4174 (doi:10.1016/j.eswa.2012.02.022)

2011

Dunis, C.L., Laws, J., and Sermpinis, G. (2011) Higher order and recurrent neural architectures for trading the EUR/USD exchange rate. Quantitative Finance, 11 (4). pp. 615-629. ISSN 1469-7688 (doi:10.1080/14697680903386348)

2010

Dunis, C.L., Laws, J., and Sermpinis, G. (2010) Modelling and trading the EUR/USD exchange rate at the ECB fixing. European Journal of Finance, 16 (6). pp. 541-560. ISSN 1351-847X (doi:10.1080/13518470903037771)

Dunis, C.L., Laws, J., and Sermpinis, G. (2010) Modelling commodity value at risk with higher order neural networks. Applied Financial Economics, 20 (7). pp. 585-600. ISSN 0960-3107 (doi:10.1080/09603100903459873)

2009

Dunis, C.L., Laws, J., and Sermpinis, G. (2009) The robustness of neural networks for modelling and trading the EUR/USD exchange rate at the ECB fixing. Journal of Derivatives and Hedge Funds, 15 (3). pp. 186-205. ISSN 1753-9641 (doi:10.1057/jdhf.2009.10)

This list was generated on Fri May 24 21:34:52 2013 BST.
Jump to: Article
Number of items: 11.

Article

Sermpinis, G., Theofilatos, K., Karathanasopoulos, A., and Dunis, C. (2013) Forecasting foreign exchange rates with adaptive neural networks using radial basis functions and particle swarm optimization. European Journal of Operational Research, 225 (3). pp. 528-540. ISSN 0377-2217 (doi:10.1016/j.ejor.2012.10.020)

Dunis, C.L., Likothanassis, S.D., Karathanasopoulos, A.S., Sermpinis, G.S., and Theofilatos, K.A. (2013) A hybrid genetic algorithm–support vector machine approach in the task of forecasting and trading. Journal of Asset Management, 14 (1). pp. 52-71. ISSN 1470-8272 (doi:10.1057/jam.2013.2)

Sermpinis, G, Laws, J., and Dunis, C.L. (2013) Modelling commodity value at risk with Psi Sigma neural networks using open–high–low–close data. European Journal of Finance . ISSN 1351-847X (doi:10.1080/1351847X.2012.744763) (In Press)

Sermpinis, G., Laws, J., and Dunis, C.L. (2013) Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks. European Journal of Finance . pp. 1-15. ISSN 1351-847X (doi:10.1080/1351847X.2011.606990) (In Press)

Sermpinis, G., Dunis, C., Laws, J., and Stasinakis, C. (2012) Forecasting and trading the EUR/USD exchange rate with stochastic Neural Network combination and time-varying leverage. Decision Support Systems, 54 (1). pp. 316-329. ISSN 0167-9236 (doi:10.1016/j.dss.2012.05.039)

Sermpinis, G., Laws, J., Karathanasopoulos, A., and Dunis, C.L. (2012) Forecasting and trading the EUR/USD exchange rate with Gene Expression and Psi Sigma Neural Networks. Expert Systems with Applications, 39 (10). pp. 8865-8877. ISSN 0957-4174 (doi:10.1016/j.eswa.2012.02.022)

Dunis, C.L., Laws, J., and Sermpinis, G. (2011) Higher order and recurrent neural architectures for trading the EUR/USD exchange rate. Quantitative Finance, 11 (4). pp. 615-629. ISSN 1469-7688 (doi:10.1080/14697680903386348)

Dunis, C.L., Laws, J., and Sermpinis, G. (2010) Modelling and trading the EUR/USD exchange rate at the ECB fixing. European Journal of Finance, 16 (6). pp. 541-560. ISSN 1351-847X (doi:10.1080/13518470903037771)

Dunis, C.L., Laws, J., and Sermpinis, G. (2010) Modelling commodity value at risk with higher order neural networks. Applied Financial Economics, 20 (7). pp. 585-600. ISSN 0960-3107 (doi:10.1080/09603100903459873)

Dunis, C.L., Laws, J., and Sermpinis, G. (2009) The robustness of neural networks for modelling and trading the EUR/USD exchange rate at the ECB fixing. Journal of Derivatives and Hedge Funds, 15 (3). pp. 186-205. ISSN 1753-9641 (doi:10.1057/jdhf.2009.10)

Dunis, C.L., Likothanasis, S.D., Karathanasopoulos, A.A., Sermpinis, G.S., and Theofilatos, K.A. A hybrid genetic algorithm–supportvector machine approach in the task of forecasting and trading. Journal of Asset Management . ISSN 1470-8272 (doi:10.1057/jam.2013.2)

This list was generated on Fri May 24 21:34:52 2013 BST.

Current PhD students

Amalia Christoforidou

Thesis title: Optimal execution strategies via optimal stopping time and Markov controls.
Co-supervisor: Professor Christian Ewald

Charalampos Stasinakis

Thesis title: Applications of hybrid neural networks and genetic programming in financial forecasting.
Co-supervisor: Dr Dimitris Korobilis

Risk Management