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Gonzalez-Nunez, Enrique and Trejo, Luis A and Kampouridis, Michail (2024) Expanding a Machine Learning Class Towards its Application to the Stock Market Forecast. Applied Intelligence. (In Press)

González-Núñez, Enrique and Kampouridis, Michail and Trejo, Luis A (2024) A Comparative Study for Stock Market Forecast Based on a New Machine Learning Model. Big Data and Cognitive Computing, 8 (4). p. 34. DOI https://doi.org/10.3390/bdcc8040034

Habbab, Fatim Zahra and Kampouridis, Michail (2024) An in-depth investigation of five machine learning algorithms for optimizing mixed-asset portfolios including REITs. Expert Systems with Applications, 235. p. 121102. DOI https://doi.org/10.1016/j.eswa.2023.121102

Adegboye, Adesola and Kampouridis, Michael and Otero, Fernando (2022) Algorithmic trading with directional changes. Artificial Intelligence Review, 56 (6). pp. 5619-5644. DOI https://doi.org/10.1007/s10462-022-10307-0

Kampouridis, Michael and Kanellopoulos, Panagiotis and Kyropoulou, Maria and Melissourgos, Themistoklis and Voudouris, Alexandros (2022) Multi-Agent Systems for Computational Economics and Finance. AI Communications: the European journal on artificial intelligence, 35 (4). pp. 369-380. DOI https://doi.org/10.3233/aic-220117

Adegboye, Adesola and Kampouridis, Michail and Otero, Fernando (2021) Improving trend reversal estimation in Forex markets under a directional changes paradigm with classification algorithms. International Journal of Intelligent Systems, 36 (12). pp. 7609-7640. DOI https://doi.org/10.1002/int.22601

Adegbgoye, Adesola and Kampouridis, Michail (2021) Machine Learning Classification and Regression Models for Predicting Directional Changes Trend Reversal in FX Markets. Expert Systems with Applications, 173. p. 114645. DOI https://doi.org/10.1016/j.eswa.2021.114645

Brabazon, Anthony and Kampouridis, Michael and O’Neill, Michael (2020) Applications of genetic programming to finance and economics: past, present, future. Genetic Programming and Evolvable Machines, 21 (1-2). pp. 33-53. DOI https://doi.org/10.1007/s10710-019-09359-z

Cramer, Sam and Kampouridis, Michael and Freitas, Alex A and Alexandridis, Antonis (2019) Stochastic model genetic programming: Deriving pricing equations for rainfall weather derivatives. Swarm and Evolutionary Computation, 46. pp. 184-200. DOI https://doi.org/10.1016/j.swevo.2019.01.008

Cramer, Sam and Kampouridis, Michael and Freitas, Alex A (2018) Decomposition genetic programming: An extensive evaluation on rainfall prediction in the context of weather derivatives. Applied Soft Computing, 70. pp. 208-224. DOI https://doi.org/10.1016/j.asoc.2018.05.016

Cramer, Sam and Kampouridis, Michael and Freitas, Alex A and Alexandridis, Antonis K (2017) An extensive evaluation of seven machine learning methods for rainfall prediction in weather derivatives. Expert Systems with Applications, 85. pp. 169-181. DOI https://doi.org/10.1016/j.eswa.2017.05.029

Kampouridis, Michael and Otero, Fernando EB (2017) Evolving trading strategies using directional changes. Expert Systems with Applications, 73. pp. 145-160. DOI https://doi.org/10.1016/j.eswa.2016.12.032

Alexandridis, Antonis K and Kampouridis, Michael and Cramer, Sam (2017) A comparison of wavelet networks and genetic programming in the context of temperature derivatives. International Journal of Forecasting, 33 (1). pp. 21-47. DOI https://doi.org/10.1016/j.ijforecast.2016.07.002

Kampouridis, Michael and Otero, Fernando EB (2017) Heuristic procedures for improving the predictability of a genetic programming financial forecasting algorithm. Soft Computing, 21 (2). pp. 295-310. DOI https://doi.org/10.1007/s00500-015-1614-8

Vastardis, Nikolaos and Kampouridis, Michael and Yang, Kun (2016) A user behaviour-driven smart-home gateway for energy management. Journal of Ambient Intelligence and Smart Environments, 8 (6). pp. 583-602. DOI https://doi.org/10.3233/AIS-160403

Conference or Workshop Item

Rayment, George and Kampouridis, Michael (2024) Enhancing High-Frequency Trading with Deep Reinforcement Learning using Advanced Positional Awareness Under a Directional Changes Paradigm. In: International Conference on Machine Learning and Applications, 2024-12-18 - 2024-12-20, Miami, USA. (In Press)

Long, Xinpeng and Kampouridis, Michael (2024) α-dominance two-objective Optimization Genetic Programming for Algorithmic Trading under a Directional Changes Environment. In: IEEE Symposium on Computational Intelligence for Financial Engineering & Risk (CIFEr), 2024-10-22 - 2024-10-23, New Jersey, USA. (In Press)

Christodoulaki, Eva and Kampouridis, Michael (2024) Combining Technical and Sentiment Analysis under a Genetic Programming algorithm. In: The 21st UK Workshop on Computational Intelligence, 2022-09-07 - 2022-09-09, Sheffield, UK. (In Press)

Habbab, Fatim Z and Kampouridis, Michael (2024) Machine Learning for Real Estate Time Series Prediction. In: The 21st UK Workshop on Computational Intelligence, 2022-09-07 - 2022-09-09, Sheffield, UK. (In Press)

Habbab, Fatima and Kampouridis, Michael and Papastylianou, Tasos (2023) Improving REITs Time Series Prediction Using ML and Technical Analysis Indicators. In: International Joint Conference on Neural Networks (IJCNN), 2023-06-18 - 2023-06-23, Queensland, Australia.

Christodoulaki, Evangelia and Kampouridis, Michael and Kyropoulou, Maria (2023) Enhanced Strongly typed Genetic Programming for Algorithmic Trading. In: Genetic and Evolutionary Computation (GECCO'23), 2023-07-15 - 2023-07-19, Lisbon, Portugal.

Long, Xinpeng and Kampouridis, Michael and Kanellopoulos, Panagiotis (2023) Multi-objective optimisation and genetic programming for trading by combining directional changes and technical indicators. In: IEEE 2023 Congress on Evolutionary Computation, 2023-07-01 - 2023-07-05, Chicago. (In Press)

Salman, Ozgur and Melissourgos, Themistoklis and Kampouridis, Michail (2023) Optimization of Trading Strategies using a Genetic Algorithm under the Directional Changes Paradigm with Multiple Thresholds. In: IEEE Congress on Evolutionary Computation (CEC), 2023-07-01 - 2023-07-05, Chicago, USA. (In Press)

Long, Xinpeng and Kampouridis, Michail and Kanellopoulos, Panagiotis (2022) Genetic programming for combining directional changes indicators in international stock markets. In: Parallel Problem Solving from Nature (PPSN), 2022-09-10 - 2022-09-14, Dortmund, Germany.

Habbab, Fatim Z and Kampouridis, Michael (2022) Optimizing Mixed-Asset Portfolio With Real Estate: Why Price Predictions? In: IEEE Congress on Evolutionary Computation, 2022-07-18 - 2022-07-23, Padua, Italy. (In Press)

Salman, Ozgur and Kampouridis, Michael and Jarchi, Delaram (2022) Trading Strategies Optimization by Genetic Algorithm under the Directional Changes Paradigm. In: IEEE Congress on Evolutionary Computation, 2022-07-18 - 2022-07-23, Padua, Italy. (In Press)

Christodoulaki, Eva and Kampouridis, Michael (2022) Using strongly typed genetic programming to combine technical and sentiment analysis for algorithmic trading. In: IEEE Congress on Evolutionary Computation 2022, 2022-07-18 - 2022-07-23, Padova, Italy. (In Press)

Long, Xinpeng and Kampouridis, Michael and Jarchi, Delaram (2022) An in-depth investigation of genetic programming and nine other machine learning algorithms in a financial forecasting problem. In: IEEE Congress on Evolutionary Computation, 2022-07-18 - 2022-07-23, Padua, Italy. (In Press)

Habbab, Fatim and Kampouridis, Michail and Voudouris, Alexandros (2022) Optimizing Mixed-Asset Portfolios Involving REITs. In: IEEE Symposium on Computational Intelligence for Financial Engineering & Economics (CIFEr) 2022, 2022-05-04 - 2022-05-05, Helsinki, Finland/Online. (In Press)

Christodoulaki, Eva and Kampouridis, Michail and Kanellopoulos, Panagiotis (2022) Technical and Sentiment Analysis in Financial Forecasting with Genetic Programming. In: IEEE Symposium on Computational Intelligence for Financial Engineering and Economics (CIFEr), 2022-05-04 - 2022-05-05, Helsinki, Finland/Online. (In Press)

Aluko, Babatunde and Smonou, Dafni and Kampouridis, Michael and Tsang, Edward (2014) Combining different meta-heuristics to improve the predictability of a Financial Forecasting algorithm. In: 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr), 2014-03-27 - 2014-03-28.

Shao, Ming and Smonou, Dafni and Kampouridis, Michael and Tsang, Edward (2014) Guided Fast Local Search for speeding up a financial forecasting algorithm. In: 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr), 2014-03-27 - 2014-03-28.

Smonou, Dafni and Kampouridis, Michael and Tsang, Edward (2013) Metaheuristics application on a financial forecasting problem. In: 2013 IEEE Congress on Evolutionary Computation (CEC), 2013-06-20 - 2013-06-23.