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Giovanis, Eleftherios's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
7,193 |
Total
Citations
2 |
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1.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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21 Sep 08
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Last Revised:
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06 Dec 09
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1,137
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GARCH, wavelets, forecasting, Monte-Carlo, wavelet discrete transformation
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2.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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794
(13,305)
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MATLAB, moving average, MACD, trading rules, technical analysis, GARCH, wavelets, Monte-Carlo
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3.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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599
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Capital asset pricing model, Arbitrage pricing theory, ARCH, principal components, neural networks, particle swarm optimization algorithm
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4.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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333
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CAPM- GARCH- feed forward neural networks and Bayesian regularization
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5.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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270
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GARCH, recursive GARCH, asymmetric beta model, Generalized regression neural networks, bootstrap and random resampling
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6.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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262
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1
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day of the week and month effect, recursive OLS and GARCH, Radial basis function, neural networks, bootstrap
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7.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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223
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Radial Basis Function, Neural Networks, Time-Series, Forecasting, Stock Returns, MATLAB, Error Backpropagation Algorithm
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8.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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222
(67,237)
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ARIMA, Radial basis function, Multilayer perceptron, Generalized regression neural networks, stationarity, unit root
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9.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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221
(67,550)
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Logit regression, Discriminant analysis, neural networks, wavelets, Monte Carlo, opinion polls
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10.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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192
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moving median, MATLAB
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11.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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190
(78,622)
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LMS, Least Mean Square Algorithm, MATLAB, Time-Series, Stock Returns, Gross Domestic Product, Forecast
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12.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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184
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Feed-Forward Neural Networks, Genetic Algorithms, Time-Series, stock returns, inflation rate, gross domestic product, Forecasting, MATLAB
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13.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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183
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Seasonality, Stock Returns, Calendar Effects, Month of the Year Effect, Asymmetric GARCH Models, Asymmetry Tests, January Effect
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14.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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183
(81,523)
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calendar effects/anomalies, MATLAB, stock returns
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15.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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179
(83,197)
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basic econometrics, moving average, moving median, forecasting, Arima, Armed-autoregressive moving median model
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16.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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17 Apr 11
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Last Revised:
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29 Apr 11
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172
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Forecasting, MACD, MATLAB, Moving Average, Stock Returns, Random Walk
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17.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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152
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Feed-Forward Neural Networks, Error Backpropagation Algorithm, Non-Linear Methods, Time-Series, Inflation Rate, Treasury Bills, Forecast, MATLAB
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18.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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08 Mar 07
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Last Revised:
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15 Feb 08
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151
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1
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basic econometrics, moving median, forecasting, trend, seasonality
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19.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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142
(102,695)
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Stock Returns, Day of the Week Effect, Calendar Effects/Anomalies, GARCH Regression, Fuzzy Logic, Fuzzy Rules, Fuzzy Regression, Bootstrapping Regression, MATLAB
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20.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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18 Mar 09
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Last Revised:
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24 May 10
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130
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bootstrap, cointegration, regression, health expenditures, cluster
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21.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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129
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Keywords: Markowitz portfolio theory, bootstrap simulation, stocks, efficient frontier
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22.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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127
(113,480)
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ANFIS, Discrete Choice Models, Genetics Algorithms, Financial Crisis, US Economy
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23.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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110
(126,259)
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smoothing transition,spot exchange rate,forecasting
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24.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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28 Aug 10
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Last Revised:
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31 Aug 10
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105
(130,615)
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Financial Distress, ANFIS, Neuro-Fuzzy, Fuzzy Rules, Fuzzy Membership Functions, Triangle, Gaussian, MALTAB
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25.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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102
(133,336)
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Basic econometrics, moving median, autocorrelation solution, method of Durbin in two steps, repetitive method of Cochrane-Orcutt
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26.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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89
(146,236)
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Smoothing Transition, Exponential, Logistic, Gaussian, Generalized Bell Function, Tangent Hyperbolic, Stock Returns, Unemployment Rate, Forecast, Genetic Algorithms, MATLAB
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27.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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86
(149,436)
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discrete choice models, cluster analysis, principal components, furniture market, market research
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28.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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85
(150,538)
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basic econometrics, mean propensity to consumption, Cobb-Douglas model, Solow theory
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29.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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26 Sep 10
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Last Revised:
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09 Nov 10
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82
(153,958)
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ANFIS, Binary Logistic Regression, Financial Distress, Panel Data
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30.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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28 Aug 10
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Last Revised:
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31 Aug 10
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51
(198,646)
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Economic Crisis, ANFIS, Neuro-Fuzzy, Fuzzy Rules, Triangle Function, Gaussian Function, Generalized Bell Function Forecasting, Discrete Choice Models, Logit, Probit, Economy of USA, MATLAB
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31.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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17 Apr 11
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Last Revised:
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29 Apr 11
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49
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Genetic Algorithms, MATLAB, Membership Functions, Smoothing Transition Autoregressive
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32.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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45
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basic statistics and econometrics, forecasting
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33.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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45
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basic econometrics, simultaneous equations, Koyck model
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34.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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44
(211,727)
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hunting, basic econometrics with dummy variables
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35.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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39
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discrete choice models, economic crisis, economy of United Kingdom, Markov Switching Regime, Stationary Wavelets Transform, Support Vector Machines
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36.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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| Posted: |
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17 Apr 11
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Last Revised:
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29 Apr 11
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39
(221,887)
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Discrete choice models, Feed-Forward Neural Networks, Neuro-Fuzzy, Fuzzy rules, Membership functions, Financial crisis, US economy
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37.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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34
(233,177)
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Smoothing Transition, Exponential, Logistic, Gaussian, Generalized Bell Function, Tangent Hyperbolic, Stock Returns, Unemployment Rate, Forecast, MATLAB
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38.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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13
(300,084)
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Decision Trees, Discrete choice models, Economic crisis, Economy of USA, Forecasting, Logit, Probit , Recessions
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39.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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Air pollution, Economic growth, Environmental quality, Environmental Kuznets curve, Logit
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40.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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air quality, air pollution, environmental Kuznets curve, environmental sustainability, income, smoothing transition functions
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41.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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Artificial Intelligence, Discrete Choice Models, Financial Crisis, Neuro-Fuzzy, US Economy
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42.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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Autoregressive Moving Average, Forecasting, GARCH, Generalized Regression Neural Networks, MATLAB, Stock Returns
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43.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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ANFIS, Interest rates, Stock returns
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44.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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Stock Returns, Day of the Week, GARCH, Asymmetric
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45.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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Autoregressive model, Forecasting, Gross Domestic Product, Neuro-Fuzzy
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46.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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Autoregressive model, Error back-propagation Feed- Forward neural networks,, Gross Domestic Product
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47.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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Autoregressive model, Feed-Forward neural networks, Genetic Algorithms, Gross Domestic Product
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48.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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Linear models, Macroeconomics, Neuro-Fuzzy, Non-Linear models
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49.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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Forecasting, Neuro-Fuzzy, Smoothing transition, Time-series
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50.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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Forecast , Fuzzy Membership Functions, Smoothing Transition, Time-Series
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51.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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Binary logic, Error analysis, National economy, Neural net devices, Pattern recognition, United States of America
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52.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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ANFIS, discrete choice models, financial crisis, US economy
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53.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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Fuzzy, Logit, US economy, Financial crisis
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54.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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Feed-Forward Neural Networks, Smoothing Transition Autoregressive Models, Stock Returns, Forecasting
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55.
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Giovanis, Eleftherios University of London, Royal Holloway College - Department of Economics
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Calendar Effects/Anomalies, Bootstrapping, Stock Returns
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