Charalampos Stasinakis

University of Glasgow, Department of Economics

PhD and Graduate Teaching Assistant

Adam Smith Business School

Glasgow, Scotland G12 8LE

United Kingdom

  • University of Glasgow, Department of Economics

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Neural Network Copula Portfolio Optimization for Exchange Traded Funds

Quantitative Finance, forthcoming
Number of pages: 26 Posted: 01 Dec 2016 Last Revised: 05 Jan 2018
Yang Zhao, Charalampos Stasinakis, Georgios Sermpinis and Yukun Shi
Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development, University of Glasgow, Department of Economics, University of Glasgow and University of Glasgow
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Copulas, Neural Networks, Portfolio Optimization, ETF

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Forecasting and Trading the EUR/USD Exchange Rate with Stochastic Neural Network Combination and Time-Varying Leverage

Decision Support Systems, Volume 54, Issue 1, December 2012, pp. 316-329
Posted: 17 Apr 2013 Last Revised: 21 Apr 2013
Georgios Sermpinis, Christian Dunis, Jason Laws and Charalampos Stasinakis
University of Glasgow, John Moores University - Business School, University of Liverpool - Accounting and Finance Division and University of Glasgow, Department of Economics

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Psi Sigma network, Recurrent Network, Forecast combinations, Kalman Filter, LASSO, Leverage