Two-stage DEA-Truncated Regression: Application in banking efficiency and financial development FDS Fernandes, C Stasinakis, V Bardarova Expert Systems with Applications 96, 284-301, 2018 | 161 | 2018 |
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 | 139 | 2015 |
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 | 122 | 2012 |
Big data, artificial intelligence and machine learning: A transformative symbiosis in favour of financial technology DK Nguyen, G Sermpinis, C Stasinakis European Financial Management 29 (2), 517-548, 2023 | 117 | 2023 |
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 | 62 | 2014 |
Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls X Sun, C Stasinakis, G Sermpinis Journal of Financial Stability, 2024 | 55* | 2024 |
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, 569-587, 2016 | 55 | 2016 |
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 | 37 | 2016 |
A hybrid XGBoost-MLP model for credit risk assessment on digital supply chain finance Y Li, C Stasinakis, WM Yeo Forecasting 4 (1), 184-207, 2022 | 36 | 2022 |
European exchange trading funds trading with locally weighted support vector regression G Sermpinis, C Stasinakis, R Rosillo, D de la Fuente European Journal of Operational Research 258 (1), 372-384, 2017 | 32 | 2017 |
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 | 27 | 2014 |
A conditional fuzzy inference approach in forecasting A Hassanniakalager, G Sermpinis, C Stasinakis, T Verousis European Journal of Operational Research 283 (1), 196-216, 2020 | 21 | 2020 |
Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds G Sermpinis, C Stasinakis, A Hassanniakalager European Journal of Operational Research 263 (2), 540-558, 2017 | 21 | 2017 |
Neural network copula portfolio optimization for exchange traded funds Y Zhao, C Stasinakis, G Sermpinis, Y Shi Quantitative Finance 18 (5), 761-775, 2018 | 19 | 2018 |
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities C Stasinakis, G Sermpinis, I Psaradellis, T Verousis Quantitative Finance 16 (12), 1901-1915, 2016 | 17 | 2016 |
Trading the foreign exchange market with technical analysis and Bayesian Statistics A Hassanniakalager, G Sermpinis, C Stasinakis Journal of Empirical Finance 63, 230-251, 2021 | 16 | 2021 |
Revisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimization Y Zhao, C Stasinakis, G Sermpinis, FDS Fernandes International Journal of Finance & Economics 24 (4), 1443-1463, 2019 | 15 | 2019 |
Liquidity risks in lending protocols: Evidence from aave protocol X Sun, C Stasinakis, G Sermpinis arXiv preprint arXiv:2206.11973, 2022 | 11 | 2022 |
Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices G Sermpinis, A Hassanniakalager, C Stasinakis, I Psaradellis Journal of International Financial Markets, Institutions and Money 73, 101353, 2021 | 11 | 2021 |
Multiparty democracy in decentralized autonomous organization (DAO): Evidence from MakerDAO X Sun, X Chen, C Stasinakis, G Sermpinis arXiv preprint arXiv:2210.11203, 2022 | 10 | 2022 |