Periklis Gogas

Democritus University of Thrace - Department of Economics

SCHOLARLY PAPERS

39

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9

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3

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

Scholarly Papers (39)

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 916 (38,047)
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.

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 593 (67,702)

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3.

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 303 (146,961)
Citation 2

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4.

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 202 (218,369)
Citation 3

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house prices, forecasting, machine learning, Support Vector Regression

5.

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 168 (256,070)

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

6.

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 147 (285,763)

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Oil Prices, Forecasting, Machine Learning, Support Vector Machines

7.

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 130 (314,366)

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Fiscal Policy; Asymmetric Effects; VAR

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 129 (316,182)
Citation 1

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Taylor rule, monetary policy, nonlinear effects, LSTAR

9.

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 119 (335,298)
Citation 2

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

10.

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 116 (341,339)
Citation 2

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Income inequality, graph theory, US states

11.

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 109 (356,439)

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

12.

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 90 (403,505)

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

13.

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 79 (436,065)

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

14.

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 73 (455,668)

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

15.

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 68 (473,222)

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

16.

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 61 (499,907)

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Business Cycle, Synchronisation, Eurozone

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 56 (520,378)

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

18.

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 52 (537,828)
Citation 1

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

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 48 (556,346)

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

20.

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 47 (561,060)

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

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 40 (597,460)

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

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, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 39 (602,953)

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

23.

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 37 (614,190)

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output growth, inflation, uncertainty, causality

24.

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 36 (620,041)

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Business cycle synchronization, Globalisation, Complex networks

25.

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 31 (650,936)
Citation 1

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Fiscal Policy, Asymmetric Effects, VAR, TVAR

26.

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 31 (650,936)

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

27.

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 30 (657,658)

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Feldstein-Horioka Puzzle, Investment, Savings, International Economics

28.

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 25 (693,829)

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

29.

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 24 (701,648)

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Business Cycle, Convergence, Synchronization

30.

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 12 (807,653)

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tax, Laffer curve, public economics

31.

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

32.

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

33.

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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34.

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

35.

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

36.

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

37.

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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38.

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

39.

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