Fotis Papailias

Quantf Research

Manager

London

United Kingdom

http://www.quantf.com

University of London, King's College London, Department of Management

150 Stamford Street

London, SE1 9NN

United Kingdom

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 5,136

SSRN RANKINGS

Top 5,136

in Total Papers Downloads

6,699

CITATIONS

2

Scholarly Papers (18)

1.

An Improved Moving Average Technical Trading Rule

Quantf Research Working Paper Series No. WP01/2014
Number of pages: 32 Posted: 13 Sep 2011 Last Revised: 02 Jun 2014
Fotis Papailias and Dimitrios D. Thomakos
Quantf Research and University of Peloponnese - School of Management and Economics
Downloads 2,915 (1,967)
Citation 1

Abstract:

Dow Jones, ETF, Exchange Rate, Moving average, Price cross-over, S&P500, Threshold, Trailing stop, Technical analysis, Technical Trading, Trading strategies

2.

An Improved Moving Average Technical Trading Rule II: Can We Obtain Performance Improvements with Short Sales?

Quantf Research Working Paper Series No. WP02/2014
Number of pages: 45 Posted: 14 Nov 2011 Last Revised: 02 Jun 2014
Fotis Papailias and Dimitrios D. Thomakos
Quantf Research and University of Peloponnese - School of Management and Economics
Downloads 1,247 (9,999)

Abstract:

ETF, Exchange Rate, Moving average, Price cross-over, S&P500, Short Sales, Stop and Reverse, Threshold, Trailing stop, Technical analysis, Technical Trading, Trading strategies

3.

The Baltic Dry Index: Cyclicalities, Forecasting and Hedging Strategies

Quantf Research Working Paper Series No. WP10/2014
Number of pages: 38 Posted: 21 Jul 2013 Last Revised: 02 Jun 2014
Fotis Papailias and Dimitrios D. Thomakos
Quantf Research and University of Peloponnese - School of Management and Economics
Downloads 293 (70,176)

Abstract:

Baltic Dry Index, Commodities, Concordance, Cyclical Analysis, Forecasting, Turning Points

4.

Covariance Averaging for Improved Estimation and Portfolio Allocation

Quantf Research Working Paper Series No. WP11/2014
Number of pages: 30 Posted: 15 Jul 2013 Last Revised: 02 Jun 2014
Dimitrios D. Thomakos and Fotis Papailias
University of Peloponnese - School of Management and Economics and Quantf Research
Downloads 162 (121,985)

Abstract:

Averaging, Covariance Estimation, Financial Returns, Multivariate Time Series, Portfolio Allocation, Risk Management, Rolling Window

5.

Improved Moving Average (IMA) Strategies

Market Technician, Journal of the Society of Technical Analysts, Issue 72, May 2012
Number of pages: 6 Posted: 02 Jun 2014
Fotis Papailias and Dimitrios D. Thomakos
Quantf Research and University of Peloponnese - School of Management and Economics
Downloads 122 (112,286)

Abstract:

Moving average, Trading Rules, Stop loss, Trailing stop

An Automatic Leading Indicator, Variable Reduction and Variable Selection Methods Using Small and Large Datasets: Forecasting the Industrial Production Growth for Euro Area Economies

quantf research Working Paper Series: WP09/2014
Number of pages: 23 Posted: 02 Jun 2014
European Central Bank (ECB), University of London - Queen Mary College - Department of Economics, Quantf Research and National Institute of Economic and Social Research (NIESR)
Downloads 42 (356,059)

Abstract:

Bayesian Shrinkage Regression, Dynamic Factor Model, Euro Area, Forecasting, Kalman Filter, Partial Least Squares

An Automatic Leading Indicator, Variable Reduction and Variable Selection Methods Using Small and Large Datasets: Forecasting the Industrial Production Growth for Euro Area Economies

ECB Working Paper No. 1773
Number of pages: 33 Posted: 02 Apr 2015
European Central Bank (ECB), University of London - Queen Mary College - Department of Economics, Quantf Research and National Institute of Economic and Social Research (NIESR)
Downloads 33 (390,123)

Abstract:

Bayesian shrinkage regression, dynamic factor model, euro area, forecasting, Kalman filter, partial least squares

7.

Cross-Validation Based Covariance Shrinkage in Portfolio Selection

quantf research Working Paper Series: WP03/2014
Number of pages: 33 Posted: 02 Jun 2014
Fotis Papailias and George Kapetanios
Quantf Research and University of London - Queen Mary College - Department of Economics
Downloads 44 (302,878)
Citation 1

Abstract:

Covariance Matrix, Shrinkage Methods, Portfolio Optimisation

8.

Variable Reduction and Variable Selection Methods Using Small, Medium and Large Datasets: A Forecast Comparison for the PEEIs

quantf research Working Paper Series: WP08/2014
Number of pages: 36 Posted: 02 Jun 2014
University of London - Queen Mary College - Department of Economics, European University Institute and Quantf Research
Downloads 25 (355,965)

Abstract:

Bayesian Shrinkage Regression, Cross-Sectional Dependence, Cross-Sectional Averages, Euro Area, Forecasting, Genetic Algorithms, Heuristic Optimisation, MC^3, PEEIs, Sequential Testing, Simulated Annealing, Partial Least Squares, Principal Components

9.

Inference for Impulse Response Coefficients from Multivariate Fractionally Integrated Processes

quantf research Working Paper Series: WP13/2014
Number of pages: 41 Posted: 02 Jun 2014
Richard Baillie, George Kapetanios and Fotis Papailias
Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management, University of London - Queen Mary College - Department of Economics and Quantf Research
Downloads 21 (362,778)

Abstract:

ARFIMA Models, Impulse Response, Long Memory

10.

Variable Selection for Large Unbalanced Datasets Using Non-Standard Optimisation of Information Criteria and Variable Reduction Methods

quantf research Working Paper Series: WP04/2014
Number of pages: 21 Posted: 02 Jun 2014
University of London - Queen Mary College - Department of Economics, European University Institute and Quantf Research
Downloads 21 (355,965)

Abstract:

Heuristic optimisation, Information criteria, Unbalanced datasets, Model Reduction, Forecasting, PEEI

11.

Forecasting EU Economic Activity Using Summary Indicators

quantf research Working Paper Series: WP07/2014
Number of pages: 51 Posted: 02 Jun 2014
University of London - Queen Mary College - Department of Economics, European University Institute and Quantf Research
Downloads 16 (436,248)

Abstract:

Bayesian Shrinkage Regression, EU, Forecasting, Partial Least Squares, Summary Indicators

12.

Forecasting EU Economic Activity Using Financial Condition Indexes

quantf research Working Paper Series: WP06/2014
Number of pages: 13 Posted: 02 Jun 2014
University of London - Queen Mary College - Department of Economics, European University Institute and Quantf Research
Downloads 12 (441,451)

Abstract:

Financial Conditions, Forecasting

13.

Business Cycles Dating for EU Economies: An Empirical Search for the Optimal Settings

quantf research Working Paper Series: WP05/2014
Number of pages: 34 Posted: 02 Jun 2014
University of London - Queen Mary College - Department of Economics, European University Institute and Quantf Research
Downloads 12 (462,136)

Abstract:

Business Cycles, Recession

14.

Forecasting Strongly Dependent Macroeconomic and Monetary Series: A Two-Stage Approach and a Direct High-Order Autoregression

quantf research Working Paper Series: WP12/2014
Number of pages: 50 Posted: 02 Jun 2014
Fotis Papailias and Gustavo Fruet Dias
Quantf Research and University of Aarhus
Downloads 9 (436,248)

Abstract:

Forecasting, Infinite Autoregressions, Long Memory, MLE, Local Whittle

15.

Time Series Reversal of Financial Assets

Number of pages: 41 Posted: 22 May 2017
Jiadong Liu and Fotis Papailias
Queen's University Belfast, Queen's Management School and Quantf Research
Downloads 0 (173,996)

Abstract:

Reversal, Trend Following, Market Timing, Time Series Momentum, Returns Signal Momentum

16.

Returns Signal Momentum

Number of pages: 51 Posted: 22 May 2017 Last Revised: 07 Jun 2017
Fotis Papailias, Jiadong Liu and Dimitrios D. Thomakos
Quantf Research, Queen's University Belfast, Queen's Management School and University of Peloponnese - School of Management and Economics
Downloads 0 (58,606)

Abstract:

Returns Signal, Trading Strategies, Market Timing, Time Series Momentum

17.

Volatility Discovery

Number of pages: 50 Posted: 29 Aug 2016 Last Revised: 12 Apr 2017
University of Aarhus, Queen Mary, University of London and Quantf Research
Downloads 0 (264,176)

Abstract:

information processing, volatility persistency, high-frequency data, price discovery, realized volatility, fractionally cointegrated vector autoregressive (FCVAR)

18.

'Out of Sync': The Breakdown of Economic Sentiment Cycles in the EU

Review of International Economics, Vol. 22, Issue 1, pp. 131-150, 2014
Number of pages: 20 Posted: 15 Jan 2014
Dimitrios D. Thomakos and Fotis Papailias
University of Peloponnese and Quantf Research
Downloads 0 (553,825)

Abstract: