Georgios Sermpinis

University of Glasgow

Lecturer

Adam Smith Business School

Glasgow, Scotland G12 8LE

United Kingdom

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 29,403

SSRN RANKINGS

Top 29,403

in Total Papers Downloads

1,787

SSRN CITATIONS

4

CROSSREF CITATIONS

5

Scholarly Papers (8)

1.

Technical Analysis, Spread Trading and Data Snooping Control

Number of pages: 70 Posted: 08 Mar 2018 Last Revised: 21 Sep 2020
University of St Andrews School of Economics and Finance, University of Liverpool - Accounting and Finance Division, Monash University - Department of Econometrics & Business Statistics and University of Glasgow
Downloads 768 (35,749)
Citation 3

Abstract:

Loading...

Technical Trading Rules; Spread Trading Predictability; False Discovery Rate; Bootstrap Test; Portfolio Performance

2.

Performance of Technical Trading Rules: Evidence from the Crude Oil Market

The European Journal of Finance, Volume 25, Issue 17, pp. 1793-1815, September 2019, DOI: 10.1080/1351847X.2018.1552172 (Previously, it was entitled "Technical Trading, False Discoveries and Familywise Errors: The Case of Crude Oil")
Number of pages: 54 Posted: 31 Aug 2016 Last Revised: 24 Sep 2019
University of St Andrews School of Economics and Finance, University of Liverpool - Accounting and Finance Division, Monash University - Department of Econometrics & Business Statistics and University of Glasgow
Downloads 293 (116,200)
Citation 3

Abstract:

Loading...

Crude Oil; Technical Trading; Data Snooping; Transaction Costs; Persistence; Market Efficiency

3.

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
Downloads 287 (118,716)
Citation 1

Abstract:

Loading...

Copulas, Neural Networks, Portfolio Optimization, ETF

4.

Trading the Foreign Exchange Market with Technical Analysis and Bayesian Statistics

Number of pages: 37 Posted: 24 Aug 2017 Last Revised: 11 Sep 2020
University of Bath - School of Management, University of Glasgow and University of Glasgow
Downloads 209 (162,597)

Abstract:

Loading...

Trading, Technical Analysis, Foreign Exchange, Bayesian Averaging, Relevance Vector Machines

5.

One Size Fits All? High Frequency Trading, Tick Size Changes and the Implications for Exchanges: Market Quality and Market Structure Considerations

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 44 Posted: 20 Mar 2017 Last Revised: 21 Mar 2017
Thanos Verousis, Pietro Perotti and Georgios Sermpinis
Essex Business School, University of Bath - School of Management and University of Glasgow
Downloads 114 (269,058)
Citation 2

Abstract:

Loading...

tick size, market quality, microstructure, high frequency trading, trading costs, minimum trading unit

6.

Big Data, Artificial Intelligence and Machine Learning: A Transformative Symbiosis in Favour of Financial Technology

Number of pages: 45 Posted: 09 Sep 2020
Charalampos Stasinakis and Georgios Sermpinis
University of Glasgow and University of Glasgow
Downloads 74 (359,688)

Abstract:

Loading...

FinTech, Artificial Intelligence, Machine Learning, Big Data, Digital Finance, RegTech, Smart Data

7.

Is Technical Analysis Still Profitable? Evidence from MSCI Indices, Cross-Validation and Discrete False Discovery Rate

Number of pages: 61 Posted: 02 Dec 2018 Last Revised: 22 Sep 2020
University of Glasgow, University of Bath - School of Management, University of Glasgow and University of St Andrews School of Economics and Finance
Downloads 42 (461,633)

Abstract:

Loading...

financial economics, false discovery rate, multiple hypothesis testing, stock index, portfolio management

8.

A Conditional Fuzzy Inference Approach in Forecasting

European Journal of Operational Research, Forthcoming
Posted: 25 Mar 2017 Last Revised: 22 Sep 2020
University of Bath - School of Management, University of Glasgow, University of Glasgow and Essex Business School

Abstract:

Loading...

Forecasting; Conditional Fuzzy Inference; Fuzzy Rules; Classification

Other Papers (1)

Total Downloads: 0
1.

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
University of Glasgow, John Moores University - Business School, University of Liverpool - Accounting and Finance Division and University of Glasgow, Department of Economics

Abstract:

Loading...

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