Theophilos Papadimitriou

Department of Economics, Democritus University of Thrace

Associate Professor

University Campus

Komotini, 69100

Greece

http://www.econ.duth.gr/personel/dep/papadimitriou/index.en.shtml

SCHOLARLY PAPERS

27

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Scholarly Papers (27)

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 496 (51,347)

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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 307 (90,588)

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

3.

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 International Economics and Development and Democritus University of Thrace - Department of International Economics and Development
Downloads 256 (110,101)

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Yield Curve, Recession Forecasting, SVM

4.

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 International Economics and Development
Downloads 238 (118,634)

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machine learning, bank failures, stress testing, forecasting

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 203 (138,377)

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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 162 (169,655)

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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 International Economics and Development
Downloads 138 (193,805)

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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 113 (225,971)

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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 107 (234,913)

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Fiscal Policy; Asymmetric Effects; VAR

10.

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 International Economics and Development
Downloads 90 (263,712)

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

11.

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 72 (301,262)

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Bank insolvency, SVM, local learning, feature selection

12.

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 International Economics and Development
Downloads 70 (305,967)

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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
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 International Economics and Development
Downloads 61 (328,944)

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

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 International Economics and Development
Downloads 59 (334,358)

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Income inequality, graph theory, US states

15.

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 International Economics and Development and Democritus University of Thrace - Department of International Economics and Development
Downloads 45 (377,404)

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

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 International Economics and Development, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 41 (391,308)

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

17.

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 36 (410,341)

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

18.

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 International Economics and Development
Downloads 36 (410,341)

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

19.

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 International Economics and Development, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 32 (426,385)

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

20.

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 International Economics and Development
Downloads 24 (464,752)

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Business cycle synchronization, Globalisation, Complex networks

21.

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 International Economics and Development
Downloads 24 (464,752)

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

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
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 International Economics and Development
Downloads 21 (480,911)

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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
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 20 (486,476)

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output growth, inflation, uncertainty, causality

24.

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 16 (508,141)

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

25.

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 15 (513,669)

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

26.

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 International Economics and Development
Downloads 14 (519,271)

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Business Cycle, Convergence, Synchronization

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 11 (535,889)

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