Periklis Gogas

Democritus University of Thrace - Department of Economics

Associate Professor

Komotini, 69100

Greece

http://www.econ.duth.gr/personel/dep/gkogkas/index.en.shtml

SCHOLARLY PAPERS

24

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Top 20,108

in Total Papers Downloads

1,832

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Scholarly Papers (24)

1.

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 Democritus University of Thrace
Downloads 261 (55,895)

Abstract:

2.

Yield Curve and Recession Forecasting in a Machine Learning Framework

Number of pages: 9 Posted: 02 Feb 2014
Democritus University of Thrace, Democritus University of Thrace - Department of Economics, Democritus University of Thrace - Department of Ecnomics and Democritus University of Thrace - Department of Ecnomics
Downloads 112 (126,712)

Abstract:

Yield Curve, Recession Forecasting, SVM

3.

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 Democritus University of Thrace
Downloads 96 (162,652)

Abstract:

house prices, forecasting, machine learning, Support Vector Regression

4.

Forecasting Bank Credit Ratings

Number of pages: 21 Posted: 15 Feb 2014
Democritus University of Thrace - Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Ecnomics
Downloads 91 (184,229)

Abstract:

5.

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 Democritus University of Thrace
Downloads 87 (211,291)

Abstract:

Fiscal Policy; Asymmetric Effects; VAR

6.

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

Number of pages: 27 Posted: 09 Dec 2013
Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Catholic University of Brazil (UCB)
Downloads 79 (224,856)

Abstract:

Taylor rule, monetary policy, nonlinear effects, LSTAR

7.

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

Number of pages: 21 Posted: 15 Mar 2014
Democritus University of Thrace - Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Ecnomics
Downloads 52 (280,323)

Abstract:

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

8.

Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques

Number of pages: 17 Posted: 31 Jan 2014
Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace
Downloads 51 (228,082)

Abstract:

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

9.

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

Number of pages: 20 Posted: 29 Jan 2014
Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace - Department of Ecnomics
Downloads 42 (285,052)

Abstract:

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

10.

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, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Alexander Technological Educational Institute of Thessaloniki
Downloads 40 (175,357)

Abstract:

11.

Episodic Nonlinearity in Leading Global Currencies

Number of pages: 27 Posted: 08 Dec 2011
Loyola University of Chicago - Department of Economics, University of Calgary - Department of Economics, University of Texas at Austin - Applied Research Laboratories and Democritus University of Thrace - Department of Economics
Downloads 40 (336,505)

Abstract:

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

12.

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, Democritus University of Thrace and Democritus University of Thrace - Department of Ecnomics
Downloads 36 (299,622)

Abstract:

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

13.

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 33 (342,794)

Abstract:

Business Cycle, Synchronisation, Eurozone

14.

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, vol. 3(1/2),
Number of pages: 11 Posted: 28 Jan 2014
Democritus University of Thrace, Democritus University of Thrace - Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 28 (289,679)

Abstract:

Bank insolvency, SVM, local learning, feature selection

15.

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, Democritus University of Thrace and Democritus University of Thrace - Department of Ecnomics
Downloads 25 (374,346)

Abstract:

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

16.

Analysis of Network Topology Using the Threshold-Minimum Dominating Set

Number of pages: 21 Posted: 12 May 2014
Democritus University of Thrace, Democritus University of Thrace - Department of Economics, Democritus University of Thrace - Department of Ecnomics and Democritus University of Thrace - Department of Ecnomics
Downloads 19 (359,733)

Abstract:

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

17.

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
Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace - Department of Ecnomics
Downloads 15 (419,459)

Abstract:

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

18.

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 Democritus University of Thrace
Downloads 12 (399,989)

Abstract:

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

19.

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

Number of pages: 27 Posted: 28 Jun 2015
Democritus University of Thrace - Department of Economics, University of Pretoria - Department of Economics, University of Nevada, Las Vegas - Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Ecnomics
Downloads 10 (342,794)

Abstract:

Income inequality, graph theory, US states

20.

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 Democritus University of Thrace
Downloads 6 (470,611)

Abstract:

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

21.

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 Ecnomics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 0 (460,360)

Abstract:

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

22.

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, Democritus University of Thrace and Democritus University of Thrace - Department of Ecnomics
Downloads 0 (460,360)

Abstract:

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

23.

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, Democritus University of Thrace and Democritus University of Thrace - Department of Ecnomics
Downloads 0 (434,936)

Abstract:

Business cycle synchronization, Globalisation, Complex networks

24.

Business Cycle Convergence: A Survey of Methods and Models

Number of pages: 25 Posted: 06 Dec 2015
Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace - Department of Ecnomics
Downloads 0 (499,790)

Abstract:

Business Cycle, Convergence, Synchronization