Dr Charalampos Stasinakis

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

telephone: 0141 330 7591 / Room 678C
email: Charalampos.Stasinakis@glasgow.ac.uk

Biography

Dr Charalampos Stasinakis is a Senior Lecturer in Accounting and Finance at the Adam Smith Business School. Prior to becoming a lecturer at the University of Glasgow in 2014, 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 of Adam Smith Business School.

Areas of research:

  • Quantitative Finance and Operational Research
  • Artificial Intelligence, Neural Networks, Heuristics 
  • Financial Forecasting and Risk Management
  • Portfolio Optimization, Technical Analysis and Banking Efficiency
  • Corporate Social Responsibility
  • Financial Technology

Supervision

Current PhD students

Interested in supervising students in the above mentioned areas of research.

Current Students

  • Arman Hassanniakalager: PhD in Quantitative Finance 
  • Xiangyu Zong: PhD in Quantitative Finance 
  • Mingzhe Wei: PhD in Finance 
  • Yaofei Xu: PhD in Finance

Teaching

Teaching Interests: Corporate Finance, Financial Investment, Statistics and Econometrics, Portfolio Analysis, Research Methods, FinTech

Current Courses

  • Corporate Finance (PG)
  • Statistical Analysis and Methods (UG)

Previously Taught Courses

  • Issues in Accounting Research (PG)
  • Contemporary Business Issues (PG)
  • International Financial Management (PG)
  • International Investment Management (PG)
  • Management Accounting (UG)
  • Strategic Management Accounting (UG)
  • Quantitative Economic Applications (UG)

Additional information

  • Fellow of Higher Education Academy
  • Guest Editor: Annals of Operations Research
  • External Examiner: Cass Business School (BSc Investment & Financial Risk Management)
  • Member of the Operational Research Society
  • Advisor of studies, UG dissertation convenor

Publications

List by: Type | Date

Jump to: 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012
Number of items: 16.

2019

Zhao, Y., Stasinakis, C., Sermpinis, G. and Da Silva Fernandes, F. (2019) Revisiting Fama-French factors’ predictability with Bayesian modelling and copula-based portfolio optimization. International Journal of Finance and Economics, (Accepted for Publication)

2018

Fernandes, F. D. S., Stasinakis, C. and Bardarova, V. (2018) Two-stage DEA-Truncated Regression: Application in banking efficiency and financial development. Expert Systems with Applications, 96, pp. 284-301. (doi:10.1016/j.eswa.2017.12.010)

Zhao, Y., Stasinakis, C., Sermpinis, G. and Shi, Y. (2018) Neural network copula portfolio optimization for exchange traded funds. Quantitative Finance, 18(5), pp. 761-775. (doi:10.1080/14697688.2017.1414505)

Da Silva Fernandes, F., Stasinakis, C. and Zekaite, Z. (2018) Forecasting government bond spreads with heuristic models: evidence from the Eurozone periphery. Annals of Operations Research, (doi:10.1007/s10479-018-2808-0) (Early Online Publication)

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, 263(2), pp. 540-558. (doi:10.1016/j.ejor.2017.06.019)

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 Aug 22 01:17:27 2019 BST.
Jump to: Articles | Book Sections
Number of items: 16.

Articles

Zhao, Y., Stasinakis, C., Sermpinis, G. and Da Silva Fernandes, F. (2019) Revisiting Fama-French factors’ predictability with Bayesian modelling and copula-based portfolio optimization. International Journal of Finance and Economics, (Accepted for Publication)

Fernandes, F. D. S., Stasinakis, C. and Bardarova, V. (2018) Two-stage DEA-Truncated Regression: Application in banking efficiency and financial development. Expert Systems with Applications, 96, pp. 284-301. (doi:10.1016/j.eswa.2017.12.010)

Zhao, Y., Stasinakis, C., Sermpinis, G. and Shi, Y. (2018) Neural network copula portfolio optimization for exchange traded funds. Quantitative Finance, 18(5), pp. 761-775. (doi:10.1080/14697688.2017.1414505)

Da Silva Fernandes, F., Stasinakis, C. and Zekaite, Z. (2018) Forecasting government bond spreads with heuristic models: evidence from the Eurozone periphery. Annals of Operations Research, (doi:10.1007/s10479-018-2808-0) (Early Online Publication)

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, 263(2), pp. 540-558. (doi:10.1016/j.ejor.2017.06.019)

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 Aug 22 01:17:27 2019 BST.


Dr Charalampos Stasinakis, Lecturer in Accounting and Finance (April 2016)

Adam Smith Business School, Accounting and Finance, Room 678C,