Georgios Sermpinis
Georgios Sermpinis
Unknown affiliation
Verified email at glasgow.ac.uk
TitleCited byYear
Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and particle swarm optimization
G Sermpinis, K Theofilatos, A Karathanasopoulos, EF Georgopoulos, ...
European Journal of Operational Research 225 (3), 528-540, 2013
1062013
Forecasting and trading the EUR/USD exchange rate with stochastic Neural Network combination and time-varying leverage
G Sermpinis, C Dunis, J Laws, C Stasinakis
Decision Support Systems 54 (1), 316-329, 2012
712012
Higher order and recurrent neural architectures for trading the EUR/USD exchange rate
CL Dunis, J Laws, G Sermpinis
Quantitative Finance 11 (4), 615-629, 2011
552011
Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms—Support vector regression forecast combinations
G Sermpinis, C Stasinakis, K Theofilatos, A Karathanasopoulos
European Journal of Operational Research 247 (3), 831-846, 2015
512015
Forecasting and trading the EUR/USD exchange rate with Gene Expression and Psi Sigma Neural Networks
G Sermpinis, J Laws, A Karathanasopoulos, CL Dunis
Expert systems with applications 39 (10), 8865-8877, 2012
462012
Operational risk: Emerging markets, sectors and measurement
S Mitra, A Karathanasopoulos, G Sermpinis, C Dunis, J Hood
European Journal of Operational Research 241 (1), 122-132, 2015
312015
Modelling and trading the EUR/USD exchange rate at the ECB fixing
CL Dunis, J Laws, G Sermpinis
The European Journal of Finance 16 (6), 541-560, 2010
302010
Forecasting US unemployment with radial basis neural networks, Kalman filters and support vector regressions
C Stasinakis, G Sermpinis, K Theofilatos, A Karathanasopoulos
Computational Economics 47 (4), 569-587, 2016
232016
Modelling commodity value at risk with higher order neural networks
CL Dunis, J Laws, G Sermpinis
Applied Financial Economics 20 (7), 585-600, 2010
192010
Modelling and trading the US implied volatility indices. Evidence from the VIX, VXN and VXD indices
I Psaradellis, G Sermpinis
International Journal of Forecasting 32 (4), 1268-1283, 2016
182016
A hybrid genetic algorithm–support vector machine approach in the task of forecasting and trading
CL Dunis, SD Likothanassis, AS Karathanasopoulos, GS Sermpinis, ...
Journal of Asset Management 14 (1), 52-71, 2013
182013
Stock market prediction using evolutionary support vector machines: an application to the ASE20 index
A Karathanasopoulos, KA Theofilatos, G Sermpinis, C Dunis, S Mitra, ...
The European Journal of Finance 22 (12), 1145-1163, 2016
172016
Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects
G Sermpinis, C Stasinakis, C Dunis
Journal of International Financial Markets, Institutions and Money 30, 21-54, 2014
172014
Modelling and trading the Greek stock market with gene expression and genetic programing algorithms
A Karatahansopoulos, G Sermpinis, J Laws, C Dunis
Journal of forecasting 33 (8), 596-610, 2014
132014
Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks
G Sermpinis, J Laws, CL Dunis
The European Journal of Finance 19 (3), 165-179, 2013
122013
Inflation and unemployment forecasting with genetic support vector regression
G Sermpinis, C Stasinakis, K Theofilatos, A Karathanasopoulos
Journal of Forecasting 33 (6), 471-487, 2014
112014
Stock market linkages among new EMU members and the euro area: Implications for financial integration and portfolio diversification
C Dunis, G Sermpinis, M Ferenia Karampelia
Studies in Economics and Finance 30 (4), 370-388, 2013
112013
The robustness of neural networks for modelling and trading the EUR/USD exchange rate at the ECB fixing
CL Dunis, J Laws, G Sermpinis
Journal of Derivatives & Hedge Funds 15 (3), 186-205, 2009
102009
Computational intelligence techniques for trading and investment
C Dunis, S Likothanassis, A Karathanasopoulos, G Sermpinis, ...
Routledge, 2014
92014
Modelling and Trading the DJIA Financial Index using neural networks optimized with adaptive evolutionary algorithms
K Theofilatos, A Karathanasopoulos, G Sermpinis, T Amorgianiotis, ...
International Conference on Engineering Applications of Neural Networks, 453-462, 2012
92012
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Articles 1–20