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.
