Dr Georgios Sermpinis

Dr Georgios Sermpinis
  • Senior Lecturer (Economics)

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

Room 678D
University of Glasgow
Glasgow G12 8QQ


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: 2014 | 2013 | 2012 | 2011 | 2010 | 2009
Number of items: 19.

2014

Sermpinis, G., Stasinakis, C., and Dunis, C. (2014) Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects. Journal of International Financial Markets, Institutions and Money, 30 (1). pp. 21-54. ISSN 1042-4431 (doi:10.1016/j.intfin.2014.01.006)

Dunis, C., Likothanassis, S., Karathanasopoulos, A., Sermpinis, G. and Theofilatos, K., (Eds.) (2014) Computational Intelligence Techniques for Trading and Investment. Series: Routledge advances in experimental and computable economics. Routledge. ISBN 9780415636803

Sermpinis, G., Laws, J., and Dunis, C.L. (2014) 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)

Sermpinis, G., Stasinakis, C., Theofilatos, K., and Karathanasopoulos, A. (2014) Inflation and unemployment forecasting with genetic support vector regression. Journal of Forecasting . ISSN 0277-6693 (doi:10.1002/for.2296) (Early Online Publication)

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., Likothanasis, S.D., Karathanasopoulos, A.A., Sermpinis, G.S., and Theofilatos, K.A. (2013) 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)

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)

Dimitrakopoulos, C., Karathanasopoulos, A., Sermpinis, G., and Likothanassis, S. (2013) Adaptive filtering on forecasting financial derivatives indices. In: Dunis, C., Likothanassis, S., Karathanasopoulos, A., Sermpinis, G. and Theofilatos, K. (eds.) Computational Intelligence Techniques for Trading and Investment. Series: Routledge advances in experimental and computable economics (6). Routledge, Abingdon, pp. 66-78. ISBN 9780415636803

Dunis, C., Sermpinis, G., and Karampelia, M.F. (2013) Stock market linkages among new EMU members and the Euro area: implications for financial integration and portfolio diversification. Studies in Economics and Finance, 30 (4). pp. 370-388. ISSN 1086-7376 (doi:10.1108/SEF-04-2012-0048)

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, 19 (3). pp. 165-179. ISSN 1351-847X (doi:10.1080/1351847X.2011.606990)

Sermpinis, G., Stasinakis, C., and Karathanasopoulos, A. (2013) Kalman filter and SVR combinations in forecasting US unemployment. Artificial Intelligence Applications and Innovations, 412 . pp. 506-515. ISSN 1868-4238 (doi:10.1007/978-3-642-41142-7_51)

Sermpinis, G., Fountouli, A., Theofilatos, K., and Karathanasopoulos, A. (2013) Gene expression programming and trading strategies. Artificial Intelligence Applications and Innovations, 412 . pp. 497-505. ISSN 1868-4238 (doi:10.1007/978-3-642-41142-7_50)

Theofilatos, K., Amorgianiotis, T., Karathanasopoulos, A., Sermpinis, G., Georgopoulos, E., and Likothanassis, S. (2013) Advanced short-term forecasting and trading deploying neural networks optimized with adaptive evolutionary algorith. In: Dunis, C., Likothanassis, S., Karathanasopoulos, A., Sermpinis, G. and Theofilatos, K. (eds.) Computational Intelligence Techniques for Trading and Investment. Series: Routledge advances in experimental and computable economics (6). Routledge, Abingdon, pp. 133-145. ISBN 9780415636803

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 Tue Sep 2 12:30:41 2014 BST.
Number of items: 19.

Article

Sermpinis, G., Stasinakis, C., and Dunis, C. (2014) Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects. Journal of International Financial Markets, Institutions and Money, 30 (1). pp. 21-54. ISSN 1042-4431 (doi:10.1016/j.intfin.2014.01.006)

Sermpinis, G., Laws, J., and Dunis, C.L. (2014) 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)

Sermpinis, G., Stasinakis, C., Theofilatos, K., and Karathanasopoulos, A. (2014) Inflation and unemployment forecasting with genetic support vector regression. Journal of Forecasting . ISSN 0277-6693 (doi:10.1002/for.2296) (Early Online Publication)

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., Likothanasis, S.D., Karathanasopoulos, A.A., Sermpinis, G.S., and Theofilatos, K.A. (2013) 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)

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)

Dunis, C., Sermpinis, G., and Karampelia, M.F. (2013) Stock market linkages among new EMU members and the Euro area: implications for financial integration and portfolio diversification. Studies in Economics and Finance, 30 (4). pp. 370-388. ISSN 1086-7376 (doi:10.1108/SEF-04-2012-0048)

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, 19 (3). pp. 165-179. ISSN 1351-847X (doi:10.1080/1351847X.2011.606990)

Sermpinis, G., Stasinakis, C., and Karathanasopoulos, A. (2013) Kalman filter and SVR combinations in forecasting US unemployment. Artificial Intelligence Applications and Innovations, 412 . pp. 506-515. ISSN 1868-4238 (doi:10.1007/978-3-642-41142-7_51)

Sermpinis, G., Fountouli, A., Theofilatos, K., and Karathanasopoulos, A. (2013) Gene expression programming and trading strategies. Artificial Intelligence Applications and Innovations, 412 . pp. 497-505. ISSN 1868-4238 (doi:10.1007/978-3-642-41142-7_50)

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)

Book Section

Dimitrakopoulos, C., Karathanasopoulos, A., Sermpinis, G., and Likothanassis, S. (2013) Adaptive filtering on forecasting financial derivatives indices. In: Dunis, C., Likothanassis, S., Karathanasopoulos, A., Sermpinis, G. and Theofilatos, K. (eds.) Computational Intelligence Techniques for Trading and Investment. Series: Routledge advances in experimental and computable economics (6). Routledge, Abingdon, pp. 66-78. ISBN 9780415636803

Theofilatos, K., Amorgianiotis, T., Karathanasopoulos, A., Sermpinis, G., Georgopoulos, E., and Likothanassis, S. (2013) Advanced short-term forecasting and trading deploying neural networks optimized with adaptive evolutionary algorith. In: Dunis, C., Likothanassis, S., Karathanasopoulos, A., Sermpinis, G. and Theofilatos, K. (eds.) Computational Intelligence Techniques for Trading and Investment. Series: Routledge advances in experimental and computable economics (6). Routledge, Abingdon, pp. 133-145. ISBN 9780415636803

Edited Book

Dunis, C., Likothanassis, S., Karathanasopoulos, A., Sermpinis, G. and Theofilatos, K., (Eds.) (2014) Computational Intelligence Techniques for Trading and Investment. Series: Routledge advances in experimental and computable economics. Routledge. ISBN 9780415636803

This list was generated on Tue Sep 2 12:30:41 2014 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