Items where Author is "Sermpinis, Georgios"

Article

Hassanniakalager, Arman and Sermpinis, Georgios and Stasinakis, Charalampos and Verousis, Thanos (2020) A Conditional Fuzzy Inference Approach in Forecasting. European Journal of Operational Research, 283 (1). pp. 196-216. DOI https://doi.org/10.1016/j.ejor.2019.11.006

Verousis, Thanos and Perotti, Pietro and Sermpinis, Georgios (2018) One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations. Review of Quantitative Finance and Accounting, 50 (2). pp. 353-392. DOI https://doi.org/10.1007/s11156-017-0632-2

Stasinakis, Charalampos and Sermpinis, Georgios and Psaradellis, Ioannis and Verousis, Thanos (2016) Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities. Quantitative Finance, 16 (12). pp. 1901-1915. DOI https://doi.org/10.1080/14697688.2016.1211800

Sermpinis, Georgios and Verousis, Thanos and Theofilatos, Konstantinos (2016) Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data-Snooping Bias. Journal of Forecasting, 35 (1). pp. 1-12. DOI https://doi.org/10.1002/for.2338