Dr Charalampos Stasinakis

Dr Charalampos Stasinakis

  • Senior Lecturer in Accounting & Finance (Accounting and Finance)

telephone: 0141 330 7591 / Room 544
email: Charalampos.Stasinakis@glasgow.ac.uk

Biography

Dr Charalampos Stasinakis is a Lecturer in Accounting and Finance at the Adam Smith Business School. Prior to becoming a lecturer at the University of Glasgow, he was a Lecturer in Management Accounting at Bournemouth University in 2013-14. 

Charalampos received a BSc and an MSc in Computer and Electrical Engineering at the National Technical University of Athens (2010), and a PhD in Quantitative Finance (Economics) at the University of Glasgow Adam Smith Business School in 2013.

Research interests

Charalampos is a member of the Finance research cluster.

Areas of expertise:

  • Finance
  • Artificial Intelligence
  • Neural Networks
  • Genetic Programming
  • Trading Strategies
  • Risk Management
  • Forecasting

Supervision

Finance, Neural Networks, Genetic Programming, Trading Strategies, Risk Management, Forecasting

Current PhD students

Song Pengcheng

Topic: Developing more consistent trading strategies under neural network and support vector machines architectures, to enhance the return rates and avoid small probability event loss

Co-supervisor: Dr Georgios Sermpinis

Teaching

Undergraduate:

  • Statistical Analysis and Methods (Semester 1)

Postgraduate:

  • Corporate Finance (Semester 1)
  • Issues in Accounting Research (Semester 2)

Additional information

 

Publications

List by: Type | Date

Jump to: 2017 | 2016 | 2015 | 2014 | 2013 | 2012
Number of items: 12.

2017

Sermpinis, G., Stasinakis, C. and Hassanniakalager, A. (2017) Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds. European Journal of Operational Research, (doi:10.1016/j.ejor.2017.06.019) (Early Online Publication)

Sermpinis, G., Stasinakis, C., Rosillo, R. and de la Fuente, D. (2017) European exchange trading funds trading with locally weighted support vector regression. European Journal of Operational Research, 258(1), pp. 372-384. (doi:10.1016/j.ejor.2016.09.005)

2016

Stasinakis, C., Sermpinis, G., Psaradellis, I. and Verousis, T. (2016) Krill herd support vector regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities. Quantitative Finance, 16(102), pp. 1901-1915. (doi:10.1080/14697688.2016.1211800)

Stasinakis, C., Sermpinis, G., Theofilatos, K. and Karathanasopoulos, A. (2016) Forecasting US unemployment with radial basis neural networks, kalman filters and support vector regressions. Computational Economics, 47(4), pp. 569-587. (doi:10.1007/s10614-014-9479-y)

Karathanasopoulos, A., Theofilatos, K. A., Sermpinis, G., Dunis, C., Mitra, S. and Stasinakis, C. (2016) Stock market prediction using evolutionary support vector machines: an application to the ASE20 index. European Journal of Finance, 22(12), pp. 1145-1163. (doi:10.1080/1351847X.2015.1040167)

2015

Sermpinis, G., Stasinakis, C., Theofilatos, K. and Karathanasopoulos, A. (2015) Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms: support vector regression forecast combinations. European Journal of Operational Research, 247(3), pp. 831-846. (doi:10.1016/j.ejor.2015.06.052)

2014

Sermpinis, G., Stasinakis, C., Theofilatos, K. and Karathanasopoulos, A. (2014) Inflation and unemployment forecasting with genetic support vector regression. Journal of Forecasting, 33(6), pp. 471-487. (doi:10.1002/for.2296)

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. (doi:10.1016/j.intfin.2014.01.006)

Stasinakis, C. and Sermpinis, G. (2014) Financial forecasting and trading strategies: a survey. In: Dunis, C., Likothanassis, S., Karathanasopoulos, A., Sermpinis, G. and Theofilatos, K. (eds.) Computational Intelligence Techniques for Trading and Investment. Routledge: Abindgon, pp. 22-36. ISBN 9780415636803

2013

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. (doi:10.1007/978-3-642-41142-7_51)

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. (doi:10.1016/j.dss.2012.05.039)

Sermpinis, G., Dunis, C., Laws, J. and Stasinakis, C. (2012) Kalman filters and neural networks in forecasting and trading. In: Jayne, C., Yue, S. and Iliadis, L. (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)

This list was generated on Thu Oct 19 15:14:45 2017 BST.
Number of items: 12.

Articles

Sermpinis, G., Stasinakis, C. and Hassanniakalager, A. (2017) Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds. European Journal of Operational Research, (doi:10.1016/j.ejor.2017.06.019) (Early Online Publication)

Sermpinis, G., Stasinakis, C., Rosillo, R. and de la Fuente, D. (2017) European exchange trading funds trading with locally weighted support vector regression. European Journal of Operational Research, 258(1), pp. 372-384. (doi:10.1016/j.ejor.2016.09.005)

Stasinakis, C., Sermpinis, G., Psaradellis, I. and Verousis, T. (2016) Krill herd support vector regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities. Quantitative Finance, 16(102), pp. 1901-1915. (doi:10.1080/14697688.2016.1211800)

Stasinakis, C., Sermpinis, G., Theofilatos, K. and Karathanasopoulos, A. (2016) Forecasting US unemployment with radial basis neural networks, kalman filters and support vector regressions. Computational Economics, 47(4), pp. 569-587. (doi:10.1007/s10614-014-9479-y)

Karathanasopoulos, A., Theofilatos, K. A., Sermpinis, G., Dunis, C., Mitra, S. and Stasinakis, C. (2016) Stock market prediction using evolutionary support vector machines: an application to the ASE20 index. European Journal of Finance, 22(12), pp. 1145-1163. (doi:10.1080/1351847X.2015.1040167)

Sermpinis, G., Stasinakis, C., Theofilatos, K. and Karathanasopoulos, A. (2015) Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms: support vector regression forecast combinations. European Journal of Operational Research, 247(3), pp. 831-846. (doi:10.1016/j.ejor.2015.06.052)

Sermpinis, G., Stasinakis, C., Theofilatos, K. and Karathanasopoulos, A. (2014) Inflation and unemployment forecasting with genetic support vector regression. Journal of Forecasting, 33(6), pp. 471-487. (doi:10.1002/for.2296)

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. (doi:10.1016/j.intfin.2014.01.006)

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. (doi:10.1007/978-3-642-41142-7_51)

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. (doi:10.1016/j.dss.2012.05.039)

Book Sections

Stasinakis, C. and Sermpinis, G. (2014) Financial forecasting and trading strategies: a survey. In: Dunis, C., Likothanassis, S., Karathanasopoulos, A., Sermpinis, G. and Theofilatos, K. (eds.) Computational Intelligence Techniques for Trading and Investment. Routledge: Abindgon, pp. 22-36. ISBN 9780415636803

Sermpinis, G., Dunis, C., Laws, J. and Stasinakis, C. (2012) Kalman filters and neural networks in forecasting and trading. In: Jayne, C., Yue, S. and Iliadis, L. (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)

This list was generated on Thu Oct 19 15:14:45 2017 BST.