Dr Charalampos Stasinakis

  • Reader (Accounting & Finance)

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

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

ORCID iDhttps://orcid.org/0000-0003-1017-5173

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 School's Finance research cluster.

Areas of research:

  • Quantitative finance and operational research
  • Artificial intelligence, neural networks, heuristics 
  • Financial forecasting and risk management
  • Portfolio optimisation, technical analysis and banking efficiency
  • Corporate social responsibility
  • Financial technology

Publications

List by: Type | Date

Jump to: 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012
Number of items: 17.

2020

Hassanniakalager, A. , Sermpinis, G. , Stasinakis, C. and Verousis, T. (2020) A conditional fuzzy inference approach in forecasting. European Journal of Operational Research, 283(1), pp. 196-216. (doi: 10.1016/j.ejor.2019.11.006)

2019

Da Silva Fernandes, F. , Stasinakis, C. and Zekaite, Z. (2019) Forecasting government bond spreads with heuristic models: evidence from the Eurozone periphery. Annals of Operations Research, 282(1-2), pp. 87-118. (doi: 10.1007/s10479-018-2808-0)

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, 24(42), pp. 1443-1463. (doi: 10.1002/ijfe.1742)

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)

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 Sat Sep 26 09:52:47 2020 BST.
Number of items: 17.

Articles

Hassanniakalager, A. , Sermpinis, G. , Stasinakis, C. and Verousis, T. (2020) A conditional fuzzy inference approach in forecasting. European Journal of Operational Research, 283(1), pp. 196-216. (doi: 10.1016/j.ejor.2019.11.006)

Da Silva Fernandes, F. , Stasinakis, C. and Zekaite, Z. (2019) Forecasting government bond spreads with heuristic models: evidence from the Eurozone periphery. Annals of Operations Research, 282(1-2), pp. 87-118. (doi: 10.1007/s10479-018-2808-0)

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, 24(42), pp. 1443-1463. (doi: 10.1002/ijfe.1742)

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)

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 Sat Sep 26 09:52:47 2020 BST.

Supervision

Charalampos is interested in supervising students in the above mentioned areas of research.

Current doctoral supervision

  • Adamu, Muhammed
    Bridging the Gap between Islamic Financial Principles and Regulation; and that of Conventional Finance; In view of the 2007 Financial Crisis, The Principles and Regulations for Derivative and Financial Markets adopted.
  • Adedokun, Adebisi
    Innovation Engine: AI, ML, and Big Data
  • WEI, MINGZHE
    Testing the Cross-sectional Profitability of Technical Analysis between Emerging Markets and Developed Markets
  • Xu, Yaofei
    Credit risk based Asset Pricing

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