Fotis Papailias

King’s College London - King's Business School

150 Stamford Street

London, SE1 9NH

United Kingdom

Knot Analytics Ltd

Lytchett House, 13 Freeland Park

Wareham Road

Poole, BH16 6FA

United Kingdom

SCHOLARLY PAPERS

22

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12,753

SSRN CITATIONS
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Top 47,456

in Total Papers Citations

17

CROSSREF CITATIONS

1

Scholarly Papers (22)

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
King’s College London - King's Business School and University of Athens, Department of Business Administration
Downloads 4,774 (3,740)

Abstract:

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

2.

Return Signal Momentum

Journal of Banking and Finance, Forthcoming, QMS Research Paper 2019/04
Number of pages: 62 Posted: 22 May 2017 Last Revised: 16 Feb 2021
Fotis Papailias, Jiadong Liu and Dimitrios D. Thomakos
King’s College London - King's Business School, Queen's University Belfast - Queen's Management School and University of Athens, Department of Business Administration
Downloads 1,680 (20,124)

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Return Sign, Trading Strategies, Market Timing, Time Series Momentum

3.

Time series reversal in trend-following strategies

Liu, J., Papailias, F. (2021). Time series reversal in trend-following strategies. European Financial Management, 1– 33.
Number of pages: 42 Posted: 22 May 2017 Last Revised: 03 Jan 2022
Jiadong Liu and Fotis Papailias
Queen's University Belfast - Queen's Management School and King’s College London - King's Business School
Downloads 1,675 (20,214)

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

4.

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
King’s College London - King's Business School and University of Athens, Department of Business Administration
Downloads 1,598 (21,684)
Citation 1

Abstract:

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

5.

Big Data Econometrics: Now Casting and Early Estimates

BAFFI CAREFIN Centre Research Paper No. 2018-82
Number of pages: 53 Posted: 02 Jul 2018
Bocconi University - Department of Economics, King’s College London - King's Business School, Eurostat, King's College, London and Eurostat, European CommissionEurostat, European Commission
Downloads 514 (102,943)
Citation 3

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Big Data, Nowcasting, Early Estimates, Econometric Methods

6.

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
King’s College London - King's Business School and University of Athens, Department of Business Administration
Downloads 481 (111,519)

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Moving average, Trading Rules, Stop loss, Trailing stop

7.

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
King’s College London - King's Business School and University of Athens, Department of Business Administration
Downloads 427 (128,346)
Citation 1

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

8.

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 Athens, Department of Business Administration and King’s College London - King's Business School
Downloads 301 (188,317)

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

9.

An Econometric Analysis of Volatility Discovery

Journal of Business & Economic Statistics
Number of pages: 35 Posted: 29 Aug 2016 Last Revised: 11 Dec 2023
University of East Anglia (UEA) - School of Economics, London School of Economics & Political Science (LSE) and King’s College London - King's Business School
Downloads 230 (246,539)

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

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), King's College, London, King’s College London - King's Business School and National Institute of Economic and Social Research (NIESR)
Downloads 88 (536,387)

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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), King's College, London, King’s College London - King's Business School and National Institute of Economic and Social Research (NIESR)
Downloads 56 (692,024)
Citation 2

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

11.

Optimal Entry and Exit Trading Points using Functional Data Analysis

Number of pages: 32 Posted: 20 Dec 2023
Fotis Papailias, Dimitrios D. Thomakos and Tianyu Wu
King’s College London - King's Business School, University of Athens, Department of Business Administration and King's College London
Downloads 136 (389,667)

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Functional Time Series, Functional Data Analysis, Trading Algorithm, Investment Strategies

12.

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
King's College, London, Bocconi University - Department of Economics and King’s College London - King's Business School
Downloads 117 (437,044)
Citation 2

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

13.

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
King’s College London - King's Business School and King's College, London
Downloads 116 (439,760)

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Covariance Matrix, Shrinkage Methods, Portfolio Optimisation

14.

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
King's College, London, Bocconi University - Department of Economics and King’s College London - King's Business School
Downloads 106 (469,842)
Citation 3

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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

15.

Forecasting EU Economic Activity Using Financial Condition Indexes

quantf research Working Paper Series: WP06/2014
Number of pages: 13 Posted: 02 Jun 2014
King's College, London, Bocconi University - Department of Economics and King’s College London - King's Business School
Downloads 84 (546,490)

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Financial Conditions, Forecasting

16.

Forecasting EU Economic Activity Using Summary Indicators

quantf research Working Paper Series: WP07/2014
Number of pages: 51 Posted: 02 Jun 2014
King's College, London, Bocconi University - Department of Economics and King’s College London - King's Business School
Downloads 72 (597,302)

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

17.

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, King's College, London and King’s College London - King's Business School
Downloads 64 (635,641)

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ARFIMA Models, Impulse Response, Long Memory

18.

Investigating the Predictive Ability of ONS Big Data-Based Indicators

Number of pages: 21 Posted: 22 Apr 2021 Last Revised: 28 Apr 2021
George Kapetanios and Fotis Papailias
King's College, London and King’s College London - King's Business School
Downloads 61 (651,141)

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Big Data, Nowcasting, Sparse Regressions, Factor Models

19.

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
King’s College London - King's Business School and University of East Anglia (UEA) - School of Economics
Downloads 58 (667,274)

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

20.

US and EA Yield Curve Persistence during the COVID-19 Pandemic

Number of pages: 25 Posted: 11 Mar 2021 Last Revised: 31 Mar 2021
Fotis Papailias
King’s College London - King's Business School
Downloads 55 (683,998)

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Term Structure, Yield Curve, Nelson-Siegel, Coronavirus, COVID-19, Time-varying coefficient models, Autoregressive processes, US, Euro-Area

21.

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
King's College, London, Bocconi University - Department of Economics and King’s College London - King's Business School
Downloads 40 (781,573)

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Business Cycles, Recession

22.

Can Big Data from Airbnb improve the forecasting of tourism inflow?

Number of pages: 43 Posted: 20 Dec 2023
Fotis Papailias and Chi Zhang
King’s College London - King's Business School and King's College London
Downloads 20 (954,202)

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Big Data analytics, Machine learning, Tourism inflow forecasting, Airbnb