Theophilos Papadimitriou

Department of Economics, Democritus University of Thrace

Professor

University Campus

Komotini, 69100

Greece

http://econ.duth.gr/author/papadimi/

SCHOLARLY PAPERS

30

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3,359

CITATIONS
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11

Scholarly Papers (30)

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 Department of Economics, Democritus University of Thrace
Downloads 530 (51,117)

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2.

Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques

Number of pages: 14 Posted: 22 Jun 2017 Last Revised: 28 Jun 2017
Vasilios Plakandaras, Theophilos Papadimitriou and Periklis Gogas
Democritus University of Thrace, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 446 (63,437)

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Exchange rate forecasting, Support Vector Regression, Multivariate Adaptive Regression Splines, variable selection, Ensemble Empirical Mode Decomposition, time series forecasting

3.

Forecasting Bank Failures and Stress Testing: A Machine Learning Approach

Number of pages: 31 Posted: 21 Sep 2017
Periklis Gogas, Theophilos Papadimitriou and Anna Agrapetidou
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 364 (80,696)
Citation 2

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machine learning, bank failures, stress testing, forecasting

4.

Yield Curve and Recession Forecasting in a Machine Learning Framework

Number of pages: 9 Posted: 02 Feb 2014
Theophilos Papadimitriou, Periklis Gogas, Maria Matthaiou and Efthymia Chrysanthidou
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 290 (103,951)
Citation 2

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Yield Curve, Recession Forecasting, SVM

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, Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Alexander Technological Educational Institute of Thessaloniki
Downloads 231 (132,041)

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6.

Forecasting the U.S. Real House Price Index

Number of pages: 27 Posted: 02 May 2014
Vasilios Plakandaras, Rangan Gupta, Periklis Gogas and Theophilos Papadimitriou
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 172 (172,985)

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house prices, forecasting, machine learning, Support Vector Regression

7.

Forecasting Bank Credit Ratings

Number of pages: 21 Posted: 15 Feb 2014
Periklis Gogas, Theophilos Papadimitriou and Anna Agrapetidou
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 150 (194,346)

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8.

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
Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace
Downloads 121 (230,302)

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

9.

Fiscal Shocks and Asymmetric Effects: A Comparative Analysis

DUTH Research papers in Economics, Forthcoming
Number of pages: 21 Posted: 09 Dec 2013
Ioannis Pragidis, Periklis Gogas, Vasilios Plakandaras and Theophilos Papadimitriou
Democritus University of Thrace, Democritus University of Thrace - Department of Economics, Democritus University of Thrace and Department of Economics, Democritus University of Thrace
Downloads 112 (243,594)

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Fiscal Policy; Asymmetric Effects; VAR

10.

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 110 (246,743)

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Oil Prices, Forecasting, Machine Learning, Support Vector Machines

11.

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

Number of pages: 21 Posted: 15 Mar 2014
Periklis Gogas, Theophilos Papadimitriou and Efthymia Chrysanthidou
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 98 (267,110)

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

12.

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
Theophilos Papadimitriou, Periklis Gogas, Vasilios Plakandaras and John Mourmouris
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
Downloads 93 (276,369)

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Bank insolvency, SVM, local learning, feature selection

13.

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

Number of pages: 20 Posted: 29 Jan 2014
Theophilos Papadimitriou, Periklis Gogas and Georgios Sarantitis
Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace - Department of Economics
Downloads 73 (319,929)

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

14.

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

Physica A: Statistical Mechanics and its Applications, September 2017
Number of pages: 27 Posted: 28 Jun 2015 Last Revised: 26 Nov 2017
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 71 (324,875)
Citation 1

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Income inequality, graph theory, US states

15.

A Novel Banking Supervision Method Using a Threshold-Minimum Dominating Set

Number of pages: 24 Posted: 31 Jan 2014
Periklis Gogas, Theophilos Papadimitriou and Maria Matthaiou
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 64 (343,383)

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

16.

Forecasting Electricity Price Spikes Using Support Vector Machines

Number of pages: 27 Posted: 22 Jun 2017 Last Revised: 19 Jul 2018
Efthymios Stathakis, Theophilos Papadimitriou and Periklis Gogas
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 56 (366,807)

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

17.

Analysis of Network Topology Using the Threshold-Minimum Dominating Set

Number of pages: 21 Posted: 12 May 2014
Theophilos Papadimitriou, Periklis Gogas, Georgios Sarantitis and Maria Matthaiou
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 49 (389,491)

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

18.

A Network Analysis of the United Kingdom's Consumer Price Index

Computational Economics, 2015
Number of pages: 22 Posted: 08 Dec 2016
Georgios Sarantitis, Theophilos Papadimitriou and Periklis Gogas
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 41 (418,191)

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

19.

A Novel Banking Supervision Method Using the Minimum Dominating Set

Number of pages: 14 Posted: 29 Jan 2014
Periklis Gogas, Theophilos Papadimitriou and Maria Matthaiou
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 41 (418,191)

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

20.

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 Department of Economics, Democritus University of Thrace
Downloads 38 (430,148)

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

21.

Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach

Number of pages: 12 Posted: 12 Oct 2017
Vasilios Plakandaras, Rangan Gupta, Periklis Gogas and Theophilos Papadimitriou
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 31 (460,050)

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output growth, inflation, uncertainty, causality

22.

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 27 (479,710)

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Business cycle synchronization, Globalisation, Complex networks

23.

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
Theophilos Papadimitriou, Periklis Gogas and Georgios Sarantitis
Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace - Department of Economics
Downloads 26 (485,046)

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

24.

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
Periklis Gogas, Theophilos Papadimitriou and Georgios Sarantitis
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 25 (490,509)

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

25.

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
Theophilos Papadimitriou, Periklis Gogas and Vasilios Plakandaras
Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace
Downloads 23 (501,538)

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

26.

US Inflation Dynamics on Long Range Data

Number of pages: 26 Posted: 02 Jul 2015
Vasilios Plakandaras, Periklis Gogas, Rangan Gupta and Theophilos Papadimitriou
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 20 (518,957)

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

27.

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
Periklis Gogas, Theophilos Papadimitriou, Vasilios Plakandaras and Rangan Gupta
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 19 (524,858)

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

28.

Business Cycle Convergence: A Survey of Methods and Models

Number of pages: 25 Posted: 06 Dec 2015
Theophilos Papadimitriou, Periklis Gogas and Georgios Sarantitis
Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace - Department of Economics
Downloads 19 (524,858)

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Business Cycle, Convergence, Synchronization

29.

A Re-Evaluation of the Feldstein-Horioka Puzzle in the Eurozone

Number of pages: 23 Posted: 26 Nov 2018
Vasilios Plakandaras, Periklis Gogas and Theophilos Papadimitriou
Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Department of Economics, Democritus University of Thrace
Downloads 10 (578,845)

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Feldstein-Horioka Puzzle, Investment, Savings, International Economics

30.

Money Neutrality, Monetary Aggregates and Machine Learning

Algorithms 2019, 12(7), p.137
Number of pages: 11 Posted: 21 Aug 2019
Periklis Gogas, Theophilos Papadimitriou and Emmanouil Sofianos
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 9

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Eurocoin, simple sum, Divisia, SVM, machine learning, forecasting, money neutrality