Vasilios Plakandaras

Democritus University of Thrace

University Campus

Komotini, 69100

Greece

SCHOLARLY PAPERS

8

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Scholarly Papers (8)

1.

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

Number of pages: 15 Posted: 31 Jan 2014
Vasilios Plakandaras, Periklis Gogas and Theophilos Papadimitriou
Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace
Downloads 261 (56,147)

Abstract:

2.

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 (162,281)

Abstract:

house prices, forecasting, machine learning, Support Vector Regression

3.

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 (211,909)

Abstract:

Fiscal Policy; Asymmetric Effects; VAR

4.

Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques

Number of pages: 17 Posted: 31 Jan 2014
Theophilos Papadimitriou, Periklis Gogas and Vasilios Plakandaras
Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace
Downloads 51 (230,291)

Abstract:

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

5.

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 (167,953)

Abstract:

6.

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 (290,085)

Abstract:

Bank insolvency, SVM, local learning, feature selection

7.

Common Stochastic Trends and the Ricardian Equivalence in the OECD

Number of pages: 30 Posted: 03 Feb 2014
Periklis Gogas, Vasilios Plakandaras and Theophilos Papadimitriou
Democritus University of Thrace - Department of Economics, Democritus University of Thrace and Democritus University of Thrace
Downloads 12 (403,871)

Abstract:

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

8.

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 (469,808)

Abstract:

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