2023

Psaradellis, Ioannis, Laws, Jason, Pantelous, Athanasios A. and Sermpinis, Georgios ORCID: https://orcid.org/0000-0002-7341-8913 (2023) Technical analysis, spread trading, and data snooping control. International Journal of Forecasting, 39(1), pp. 178-191. (doi: 10.1016/j.ijforecast.2021.10.002)

2019

Psaradellis, Ioannis, Laws, Jason, Pantelous, Athanasios A. and Sermpinis, Georgios ORCID: https://orcid.org/0000-0002-7341-8913 (2019) Performance of technical trading rules: evidence from the crude oil market. European Journal of Finance, 25(17), pp. 1793-1815. (doi: 10.1080/1351847X.2018.1552172)

2014

Karathanasopoulos, Andreas, Sermpinis, Georgios ORCID: https://orcid.org/0000-0002-7341-8913, Laws, Jason and Dunis, Christian (2014) Modelling and trading the Greek stock market with gene expression and genetic programing algorithms. Journal of Forecasting, 33(8), pp. 596-610. (doi: 10.1002/for.2290)

2012

Sermpinis, Georgios ORCID: https://orcid.org/0000-0002-7341-8913, Dunis, Christian, Laws, Jason and Stasinakis, Charalampos ORCID: https://orcid.org/0000-0003-1017-5173 (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. (doi: 10.1016/j.dss.2012.05.039)

Sermpinis, Georgios ORCID: https://orcid.org/0000-0002-7341-8913, Dunis, Christian, Laws, Jason and Stasinakis, Charalampos ORCID: https://orcid.org/0000-0003-1017-5173 (2012) Kalman filters and neural networks in forecasting and trading. In: Jayne, Christina, Yue, Shigang and Iliadis, Lazaros (eds.) Engineering Applications of Neural Networks, 13th International Conference EANN 2012 Proceedings, EANN 2012, CCIS 311. Series: Communications in Computer and Information Science (311). Springer Berlin Heidelberg: Berlin Heidelberg, pp. 433-442. ISBN 9783642329081 (doi: 10.1007/978-3-642-32909-8_44)

Articles

Psaradellis, Ioannis, Laws, Jason, Pantelous, Athanasios A. and Sermpinis, Georgios ORCID: https://orcid.org/0000-0002-7341-8913 (2023) Technical analysis, spread trading, and data snooping control. International Journal of Forecasting, 39(1), pp. 178-191. (doi: 10.1016/j.ijforecast.2021.10.002)

Psaradellis, Ioannis, Laws, Jason, Pantelous, Athanasios A. and Sermpinis, Georgios ORCID: https://orcid.org/0000-0002-7341-8913 (2019) Performance of technical trading rules: evidence from the crude oil market. European Journal of Finance, 25(17), pp. 1793-1815. (doi: 10.1080/1351847X.2018.1552172)

Karathanasopoulos, Andreas, Sermpinis, Georgios ORCID: https://orcid.org/0000-0002-7341-8913, Laws, Jason and Dunis, Christian (2014) Modelling and trading the Greek stock market with gene expression and genetic programing algorithms. Journal of Forecasting, 33(8), pp. 596-610. (doi: 10.1002/for.2290)

Sermpinis, Georgios ORCID: https://orcid.org/0000-0002-7341-8913, Dunis, Christian, Laws, Jason and Stasinakis, Charalampos ORCID: https://orcid.org/0000-0003-1017-5173 (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. (doi: 10.1016/j.dss.2012.05.039)

Book Sections

Sermpinis, Georgios ORCID: https://orcid.org/0000-0002-7341-8913, Dunis, Christian, Laws, Jason and Stasinakis, Charalampos ORCID: https://orcid.org/0000-0003-1017-5173 (2012) Kalman filters and neural networks in forecasting and trading. In: Jayne, Christina, Yue, Shigang and Iliadis, Lazaros (eds.) Engineering Applications of Neural Networks, 13th International Conference EANN 2012 Proceedings, EANN 2012, CCIS 311. Series: Communications in Computer and Information Science (311). Springer Berlin Heidelberg: Berlin Heidelberg, pp. 433-442. ISBN 9783642329081 (doi: 10.1007/978-3-642-32909-8_44)