Periklis Gogas

Democritus University of Thrace - Department of Economics

Professor

Komotini, 69100

Greece

http://econ.duth.gr/en/professors/gogas-periklis-en/

SCHOLARLY PAPERS

55

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SSRN CITATIONS
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Top 37,678

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23

CROSSREF CITATIONS

3

Ideas:
“  Artificial Intelligence in Economics and Finance, Complex Economics and Financial Networks  ”

Scholarly Papers (55)

1.

Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques

Number of pages: 14 Posted: 22 Jun 2017 Last Revised: 28 Jun 2017
Democritus University of Thrace, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 1,243 (31,763)
Citation 2

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Exchange rate forecasting, Support Vector Regression, Multivariate Adaptive Regression Splines, variable selection, Ensemble Empirical Mode Decomposition, time series forecasting

2.

Bitcoin, Sentiment Analysis and the Efficient Market Hypothesis: A Machine Learning Approach

Number of pages: 14 Posted: 09 Nov 2023
Georgios Toulias, Emmanouil Sofianos and Periklis Gogas
International Hellenic University (IHU), Democritus University of Thrace - Department of Economics and Democritus University of Thrace - Department of Economics
Downloads 808 (57,905)

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Machine Learning, Cryptocurrency, Bitcoin, Google Trends, Efficient Market Hypothesis

3.

Directional Forecasting in Financial Time Series Using Support Vector Machines: The USD/EURO Exchange Rate

Number of pages: 15 Posted: 31 Jan 2014
Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Department of Economics, Democritus University of Thrace
Downloads 640 (78,441)
Citation 1

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4.

Market Sentiment and Exchange Rate Directional Forecasting

Algorithmic Finance (2015), 4:1-2, 69-79
Number of pages: 12 Posted: 28 Jul 2015
Democritus University of Thrace, Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Alexander Technological Educational Institute of Thessaloniki
Downloads 338 (166,979)
Citation 2

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5.

Credit Rating Agencies: Evolution or Extinction?

Number of pages: 27 Posted: 05 Oct 2021
University of Derby, Democritus University of Thrace - Department of Economics, Democritus University of Thrace - Department of Economics and Department of Economics, Democritus University of Thrace
Downloads 297 (191,532)

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Credit rating agencies, banking, forecasting, support vector machines, artificial intelligence

6.

Forecasting the U.S. Real House Price Index

Number of pages: 27 Posted: 02 May 2014
Democritus University of Thrace, University of Pretoria - Department of Economics, Democritus University of Thrace - Department of Economics and Department of Economics, Democritus University of Thrace
Downloads 234 (243,111)
Citation 3

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house prices, forecasting, machine learning, Support Vector Regression

7.

Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques

Number of pages: 17 Posted: 31 Jan 2014
Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace
Downloads 200 (281,368)

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International Financial Markets, Foreign Exchange, Support Vector Regression, Monetary Exchange Rate Models

8.

Asymmetric Effects of Monetary Policy in the U.S. and Brazil

Number of pages: 27 Posted: 09 Dec 2013
Ioannis Pragidis, Periklis Gogas and Benjamin M. Tabak
Democritus University of Thrace, Democritus University of Thrace - Department of Economics and FGV/EPPG
Downloads 184 (303,153)
Citation 2

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Taylor rule, monetary policy, nonlinear effects, LSTAR

9.

Oil Market Efficiency Under a Machine Learning Perspective

Forecasting, Forthcoming
Number of pages: 18 Posted: 26 Nov 2018
Democritus University of Thrace, Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace
Downloads 175 (317,078)

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Oil Prices, Forecasting, Machine Learning, Support Vector Machines

10.

Forecasting Electricity Price Spikes Using Support Vector Machines

Number of pages: 27 Posted: 22 Jun 2017 Last Revised: 19 Jul 2018
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 156 (349,884)
Citation 2

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electricity prices, extreme value theory, exponential GARCH, multiclass, support vector machines

11.

Income Inequality: A State-by-State Complex Network Analysis

Physica A: Statistical Mechanics and its Applications, October 2017
Number of pages: 27 Posted: 28 Jun 2015 Last Revised: 27 Jul 2020
Democritus University of Thrace - Department of Economics, University of Pretoria - Department of Economics, University of Nevada, Las Vegas - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 152 (357,486)
Citation 2

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Income inequality, graph theory, US states

12.

Fiscal Shocks and Asymmetric Effects: A Comparative Analysis

DUTH Research papers in Economics, Forthcoming
Number of pages: 21 Posted: 09 Dec 2013
Democritus University of Thrace, Democritus University of Thrace - Department of Economics, Democritus University of Thrace and Department of Economics, Democritus University of Thrace
Downloads 150 (361,329)

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Fiscal Policy; Asymmetric Effects; VAR

13.

A Network Analysis of the United Kingdom's Consumer Price Index

Computational Economics, 2015
Number of pages: 22 Posted: 08 Dec 2016
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 122 (424,296)

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Network Analysis, Threshold-Minimum Dominating Set, community detection, core inflation, consumer price index

14.

Convergence of European Business Cycles: Evidence from a Graph Theory-Based Model

Number of pages: 20 Posted: 29 Jan 2014
Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace - Department of Economics
Downloads 109 (461,484)

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Business cycles, synchronization, convergence, Graph Theory, Network Analysis, complex economic networks, rolling window, Minimum Dominating Set

15.

Analysis of Network Topology Using the Threshold-Minimum Dominating Set

Number of pages: 21 Posted: 12 May 2014
Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics, Democritus University of Thrace - Department of Economics and Democritus University of Thrace - Department of Economics
Downloads 95 (507,138)
Citation 2

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Networks, Graph Theory, Optimization, Threshold-Minimum Dominating Set, Minimum Spanning Tree, Bank Supervision

16.

A Novel Banking Supervision Method Using a Threshold-Minimum Dominating Set

Number of pages: 24 Posted: 31 Jan 2014
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 95 (507,138)

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Complex networks, Minimum Dominating Set, Banking supervision, Interbank loans

17.

Episodic Nonlinearity in Leading Global Currencies

Number of pages: 27 Posted: 08 Dec 2011
Loyola University Chicago, University of Calgary - Department of Economics, University of Texas at Austin - Applied Research Laboratories and Democritus University of Thrace - Department of Economics
Downloads 84 (547,546)

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Global Fi…nancial markets, Currencies, Episodic nonlinearity, Conditional heteroskedasticity

18.

Asynchronous Business Cycles in the E.U.: The Effect of the Common Currency

Number of pages: 21 Posted: 12 Apr 2012
Periklis Gogas
Democritus University of Thrace - Department of Economics
Downloads 79 (567,919)

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Business Cycle, Synchronisation, Eurozone

19.

Testing Exchange Rate Models in a Small Open Economy: An SVR Approach

P. Gogas, T. Papadimitriou and V. Plakandaras, "Testing Exchange Rate Models in a Small Open Economy: an SVR Approach", Bulletin of Applied Economics, 2016, 3(2), 9-29, December 15, 2016
Number of pages: 21 Posted: 22 Jun 2017
Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace
Downloads 75 (585,153)

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Exchange Rate, Forecasting, Foreign Exchange Market, Support Vector Regression, Monetary exchange rate models

20.

A Novel Banking Supervision Method Using the Minimum Dominating Set

Number of pages: 14 Posted: 29 Jan 2014
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 75 (585,153)
Citation 1

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Complex networks, Minimum Dominating Set, Bank supervision, Deposits, Banking

21.

The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach

Number of pages: 25 Posted: 22 Jun 2017
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace, Democritus University of Thrace and University of Pretoria - Department of Economics
Downloads 70 (607,693)

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U.S. Inflation, forecasting, Support Vector Regression, LASSO

22.

Common Stochastic Trends and the Ricardian Equivalence in the OECD

Number of pages: 30 Posted: 03 Feb 2014
Democritus University of Thrace - Department of Economics, Democritus University of Thrace and Department of Economics, Democritus University of Thrace
Downloads 69 (612,399)

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Ricardian equivalence, private consumption, public debt, VAR, VECM, panel cointegration tests, multivariate Johansen cointegration test

23.

A Re-Evaluation of the Feldstein-Horioka Puzzle in the Eurozone

Number of pages: 23 Posted: 26 Nov 2018
Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Department of Economics, Democritus University of Thrace
Downloads 64 (636,931)

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Feldstein-Horioka Puzzle, Investment, Savings, International Economics

24.

Machine Learning in Economics and Finance

Gogas, P., Papadimitriou, T. Machine Learning in Economics and Finance. Comput Econ 57, 1–4 (2021). https://doi.org/10.1007/s10614-021-10094-w
Number of pages: 6 Posted: 12 Dec 2023
Periklis Gogas and Theophilos Papadimitriou
Democritus University of Thrace - Department of Economics and Department of Economics, Democritus University of Thrace
Downloads 60 (657,747)

Abstract:

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machine learning, artificial intelligence, forecasting, finance

25.

US Inflation Dynamics on Long Range Data

Number of pages: 26 Posted: 02 Jul 2015
Democritus University of Thrace, Democritus University of Thrace - Department of Economics, University of Pretoria - Department of Economics and Department of Economics, Democritus University of Thrace
Downloads 59 (663,073)

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Inflation, Persistence, Hurst exponent, Detrended Fluctuation Analysis, Lyapunov exponent

26.

International Business Cycle Synchronization Since the 1870s: Evidence from a Novel Network Approach

Number of pages: 18 Posted: 06 Dec 2015
Vienna University of Economics and Business, Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 58 (668,557)

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Business cycle synchronization, Globalisation, Complex networks

27.

Forecasting Inflation Spikes with Machine Learning

Encyclopedia of Monetary Policy, Forthcoming
Number of pages: 9 Posted: 09 Nov 2023
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 56 (679,689)

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Inflation, Spikes, US, Machine Learning, SVM, Decision Trees, Random Forest, Forecasting

28.

Testing Purchasing Power Parity Theory with the Hurst Exponent: The Case of 23 OECD Countries

Applied Financial Economics, 23 (17), p.1399-1046, 2013
Number of pages: 12 Posted: 06 Dec 2015
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 56 (679,689)

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Purchasing Power Parity, Real Exchange Rates, Hurst Exponent, Rolling Window, DFA

29.

Cryptocurrencies and Long-Range Trends

Number of pages: 17 Posted: 09 Nov 2023
Department of Economics, Democritus University of Thrace, Greece, Democritus University of Thrace - Department of Economics, Democritus University of Thrace - Department of Economics and Department of Economics, Democritus University of Thrace
Downloads 54 (691,121)

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Cryptocurrencies time series autocorrelation, Hurst exponent, Rescaled Range Analysis, Detrended Fluctuation Analysis

30.

Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach

Number of pages: 12 Posted: 12 Oct 2017
Democritus University of Thrace, University of Pretoria - Department of Economics, Democritus University of Thrace - Department of Economics and Department of Economics, Democritus University of Thrace
Downloads 54 (691,121)

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output growth, inflation, uncertainty, causality

31.

Business Cycle Convergence: A Survey of Methods and Models

Number of pages: 25 Posted: 06 Dec 2015
Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace - Department of Economics
Downloads 53 (696,934)

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Business Cycle, Convergence, Synchronization

32.

Are There Asymmetries in Fiscal Policy Shocks?

“Are there Asymmetries in Fiscal Policy Shocks”, with I. Pragidis, Journal of Economic Studies, Vol. 42(2), pp. 303-321, 2015.
Number of pages: 24 Posted: 22 Jun 2017
Periklis Gogas and Ioannis Pragidis
Democritus University of Thrace - Department of Economics and Democritus University of Thrace
Downloads 48 (728,120)
Citation 1

Abstract:

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Fiscal Policy, Asymmetric Effects, VAR, TVAR

33.

Analyzing the Co-Movements of the US Gross State Product Growth with the Use of the Minimum Dominating Set

Number of pages: 11 Posted: 29 Jan 2014
Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace - Department of Economics
Downloads 47 (734,523)

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Graph Theory, Economic Networks, Minimum Dominating Set, Gross State Product

34.

Machine Learning in Forecasting Motor Insurance Claims

Number of pages: 19 Posted: 09 Nov 2023
Democritus University of Thrace - Department of Economics, Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Department of Economics, Democritus University of Thrace, Greece
Downloads 37 (805,514)
Citation 3

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Insurance, claims, forecasting, machine learning

35.

Gold Against the Machine

Comput Econ 57, 5–28 (2021). https://doi.org/10.1007/s10614-020-10019-z
Number of pages: 25 Posted: 15 Nov 2023
Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Department of Economics, Democritus University of Thrace
Downloads 31 (853,927)

Abstract:

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Gold prices, Forecasting, Machine learning, Support vector machine

36.

On the Construction of Personal, Corporate and Effective Overall Marginal Tax Rates for Canada (1977-1992)

Number of pages: 10 Posted: 26 Aug 2019
Periklis Gogas
Democritus University of Thrace - Department of Economics
Downloads 30 (862,630)

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tax, Laffer curve, public economics

37.

The Effects of Geopolitical Uncertainty in Forecasting Financial Markets: A Machine Learning Approach

Number of pages: 17 Posted: 09 Nov 2023
Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Department of Economics, Democritus University of Thrace
Downloads 27 (889,199)

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Machine learning, Support Vector Regression, Geopolitical Uncertainty

38.

Forecasting S&P 500 Spikes: An SVM Approach

Digital Finance 2, 241–258 (2020) https://doi.org/10.1007/s42521-020-00024-0
Number of pages: 28 Posted: 12 Dec 2023
Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace - Department of Economics
Downloads 22 (936,482)

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Forecast, Machine learning, Support vector machines, Spikes, S&P 500, GARCH

39.

Forecasting Transportation Demand for the U.S. Market

Transportation Research Part A: Policy and Practice Volume 126, August 2019, Pages 195-214
Number of pages: 38 Posted: 15 Nov 2023
Democritus University of Thrace, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 21 (946,396)

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Transportation, Transportation demand, Forecasting, Machine learning, Support Vector Regression, LASSO

40.

Banking Sector Resilience to Major Crises

Number of pages: 13 Posted: 26 Oct 2023
Theano Lefkou, Emmanouil Sofianos and Periklis Gogas
National Bank of Greece, Democritus University of Thrace - Department of Economics and Democritus University of Thrace - Department of Economics
Downloads 21 (977,046)

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Covid-19, global financial crisis, banking institutions, bank shares, multiple regression

41.

Forecasting Hospital Readmissions with Machine Learning

Number of pages: 14 Posted: 31 Oct 2023
Department of Economics, Democritus University of Thrace, Greece, University of Derby, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 20 (956,604)

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machine learning, forecasting, readmissions

42.

Forecasting Credit Ratings of EU Banks

Number of pages: 15 Posted: 09 Nov 2023
Democritus University of Thrace, Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace, International Hellenic University (IHU) and International Hellenic University (IHU)
Downloads 15 (1,008,342)

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Credit ratings, machine learning, Support Vector Machines, banks

43.

An AutoML Application to Forecasting Bank Failures

Applied Economics Letters, 28:1, 5-9, 2021. DOI: 10.1080/13504851.2020.1725230
Number of pages: 8 Posted: 15 Nov 2023
Democritus University of Thrace - Department of Economics, Gnosis Data Analysis PC, Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Gnosis Data Analysis PC - JADBio
Downloads 13 (1,028,991)

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Bank failures, performance estimation, feature selection, machine learning

44.

The Evolution of the Cryptocurrencies Market: A Complex Networks Approach

Journal of Computational and Applied Mathematics, Volume 376, 1 October 2020, 112831
Number of pages: 29 Posted: 15 Nov 2023
Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Department of Economics, Democritus University of Thrace, Greece
Downloads 11 (1,048,877)

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Cryptocurrencies, Synchronization, Bitcoin, Complex networks, Correlations

45.

The Resilience of the U.S. Banking System

Int J Fin Econ, Volume 27, Issue 3, July 2022, Pages 2819-2835. https://doi.org/10.1002/ijfe.2300
Posted: 17 Nov 2023
Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace - Department of Economics

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consensus algorithm, reputation-based consensus algorithm, permissionless blockchain

46.

Yield Curve Point Triplets in Recession Forecasting

International Finance, 18: 207-226, 2015. https://doi.org/10.1111/infi.12067
Posted: 17 Nov 2023
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics

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yield curve, SVM, recession

47.

Optimum Currency Areas within the US and Canada: A Data Analysis Approach

Journal of Computational Optimization in Economics and Finance, 2013, 5.1: 41.
Posted: 19 Sep 2019
Democritus University of Thrace - Department of Economics, Democritus University of Thrace - Department of Economics and Department of Economics, Democritus University of Thrace

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Optimum Currency areas; Correspondence Analysis; Hierarchical Cluster Analysi

48.

A Re-Evaluation of the Term Spread as a Leading Indicator

International Review of Economics & Finance, Forthcoming
Posted: 14 Sep 2019
Democritus University of Thrace, Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and University of Pretoria - Department of Economics

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Inflation, GDP, Forecasting, Support Vector Machines, Term Premium

49.

Public Debt and Private Consumption in OECD Countries

The Journal of Economic Asymmetries, Volume 11, June 2014, Pages 1-7
Posted: 14 Sep 2019
Democritus University of Thrace - Department of Economics, Democritus University of Thrace and Department of Economics, Democritus University of Thrace

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50.

Money Neutrality, Monetary Aggregates and Machine Learning

Algorithms 2019, 12(7), p.137
Posted: 21 Aug 2019
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics

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Eurocoin, simple sum, Divisia, SVM, machine learning, forecasting, money neutrality

51.

Forecasting Bank Failures and Stress Testing: A Machine Learning Approach

Posted: 21 Sep 2017
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics

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machine learning, bank failures, stress testing, forecasting

52.

The Slope and the Curvature of the Yield Curve in Recession Forecasting

Posted: 15 Mar 2014
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics

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support vector machines, yield curve, recession forecasting, GDP, machine learning

53.

Forecasting Bank Credit Ratings

Posted: 15 Feb 2014
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics

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54.

Yield Curve and Recession Forecasting in a Machine Learning Framework

Computational Economics, 2015, 45(4), 635-645.
Posted: 02 Feb 2014 Last Revised: 11 Sep 2019
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace - Department of Economics

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Yield Curve, Recession Forecasting, SVM

55.

Forecasting the Insolvency of U.S. Banks Using Support Vector Machines (SVM) Based on Local Learning Feature Selection

International Journal of Computational Economics and Econometrics, 2013 Vol.3 No.1/2, pp.83 - 90
Posted: 28 Jan 2014 Last Revised: 06 Sep 2019
Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics

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Bank insolvency, SVM, local learning, feature selection