Georgios Sermpinis : Citation Profile

University of Glasgow

10

H index

11

i10 index

373

Citations

RESEARCH PRODUCTION:

47

Articles

7

Papers

RESEARCH ACTIVITY:

   15 years (2010 - 2025). See details.
   Cites by year: 24
   Journals where Georgios Sermpinis has often published
   Relations with other researchers
   Recent citing documents: 73.    Total self citations: 17 (4.36 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pse684
   Updated: 2025-04-26    RAS profile: 2025-02-07    
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Relations with other researchers

Works with:

Castle, Jennifer (2)

Paccagnini, Alessia (2)

Franses, Philip Hans (2)

Guidolin, Massimo (2)

Hendry, David (2)

Martinez, Andrew (2)

Grossi, Luigi (2)

Li, Feng (2)

Reade, J (2)

Fiszeder, Piotr (2)

Shang, Han Lin (2)

Thomakos, Dimitrios (2)

Clements, Michael (2)

Rubaszek, Michał (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Georgios Sermpinis.

Is cited by:

Urquhart, Andrew (6)

Fernandes, Filipa (6)

Zekaite, Zivile (6)

Claveria, Oscar (5)

Shang, Han Lin (4)

Chevallier, Julien (4)

Stevanovic, Dalibor (4)

Kearney, Fearghal (4)

Firoozye, Nikan (4)

Weron, Rafał (3)

Rubesam, Alexandre (3)

Cites to:

Hansen, Peter (13)

Diebold, Francis (13)

Timmermann, Allan (12)

HSU, Po-Hsuan (11)

Neely, Christopher (10)

Mariano, Roberto (10)

Scaillet, Olivier (9)

Huck, Nicolas (9)

Pesaran, Mohammad (8)

Kuan, Chung-Ming (8)

Wolf, Michael (8)

Main data

Where Georgios Sermpinis has published?

Journals with more than one article published# docs
Journal of Forecasting9
European Journal of Operational Research7
Quantitative Finance6
The European Journal of Finance5
International Journal of Forecasting3
International Journal of Finance & Economics3
Journal of Empirical Finance2
Journal of International Financial Markets, Institutions and Money2
Annals of Operations Research2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org6

Recent works citing Georgios Sermpinis (2025 and 2024)

YearTitle of citing document
2024Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2024). Pedersen, Michael. In: Papers. RePEc:arx:papers:2404.04105.

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2025A data-driven merit order: Learning a fundamental electricity price model. (2025). Ghelasi, Paul ; Ziel, Florian. In: Papers. RePEc:arx:papers:2501.02963.

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2025The Role of Deep Learning in Financial Asset Management: A Systematic Review. (2025). Serra, Ana Paula ; Gama, Joao ; Reis, Pedro. In: Papers. RePEc:arx:papers:2503.01591.

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2025Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Uniejewski, Bartosz ; Weron, Rafal ; Chke, Katarzyna. In: Papers. RePEc:arx:papers:2503.02518.

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2025Vote Delegation in DeFi Governance. (2025). Roosenboom, Peter ; Liebau, Daniel ; Bongaerts, Dion ; Lambert, Thomas. In: Papers. RePEc:arx:papers:2503.11940.

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2025.

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2024.

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2024.

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2024Enhancing tourism demand forecasting with a transformer-based framework. (2024). Xu, Yechi ; Li, Xin ; Wang, Shouyang ; Law, Rob. In: Annals of Tourism Research. RePEc:eee:anture:v:107:y:2024:i:c:s0160738324000689.

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2024Forecasting the climate-conflict risk in Africa along climate-related scenarios and multiple socio-economic drivers. (2024). Costantini, Valeria ; Tancredi, Andrea ; Paglialunga, Elena ; Conigliani, Caterina. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002682.

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2024Improving volatility forecasts: Evidence from range-based models. (2024). Fiszeder, Piotr ; Fadziski, Marcin ; Molnar, Peter. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001420.

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2024On the update frequency of univariate forecasting models. (2024). Petropoulos, Fotios ; Spiliotis, Evangelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:111-121.

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2024Combining probabilistic forecasts of intermittent demand. (2024). Petropoulos, Fotios ; Kang, Yanfei ; Wang, Shengjie. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048.

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2024Explainable AI for Operational Research: A defining framework, methods, applications, and a research agenda. (2024). Sowiski, Roman ; Vairetti, Carla ; de Caigny, Arno ; Oskarsdottir, Maria ; Coussement, Kristof ; Martens, David ; de Bock, Koen W ; Maldonado, Sebastian ; Lessmann, Stefan ; Kraus, Mathias ; Delen, Dursun ; Choi, Tsan-Ming ; Boute, Robert N ; Weber, Richard ; Baesens, Bart ; Verbeke, Wouter. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:2:p:249-272.

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Forecasting realized volatility: Does anything beat linear models?. (2024). Rubesam, Alexandre ; Branco, Rafael R ; Zevallos, Mauricio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000598.

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2024Urban?rural disparities in household energy and electricity consumption under the influence of electricity price reform policies. (2024). Su, Bin ; Zhang, Guoxing ; Nie, Yan ; Zhong, Luhao. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004536.

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2024Market timing with moving average distance: International evidence. (2024). Mugerman, Yevgeny ; Kaplanski, Guy ; Abudy, Menachem Meni. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001318.

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2024Forecasting exchange rate volatility: An amalgamation approach. (2024). Souropanis, Ioannis ; Alexandridis, Antonios K ; Panopoulou, Ekaterini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001331.

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2024A market for trading forecasts: A wagering mechanism. (2024). Kazempour, Jalal ; Pinson, Pierre ; Raja, Aitazaz Ali ; Grammatico, Sergio. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:142-159.

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2024Demand forecasting for fashion products: A systematic review. (2024). Venkitasubramony, Rakesh ; Swaminathan, Kritika. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:247-267.

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2024Conflict forecasting using remote sensing data: An application to the Syrian civil war. (2024). Davidson, Brittany I ; Thurner, Paul W ; Racek, Daniel ; Kauermann, Goran ; Zhu, Xiao Xiang. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:373-391.

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2024Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2024). Ziel, Florian ; Ghelasi, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:581-596.

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2024Forecasting seasonal demand for retail: A Fourier time-varying grey model. (2024). Shang, Zhongju ; Xie, Naiming ; Ye, Lili ; Boylan, John E. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1467-1485.

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2024Measuring wholesale electricity price risk from climate change: Evidence from Portugal. (2024). Fuinhas, Jos Alberto ; Entezari, Negin. In: Utilities Policy. RePEc:eee:juipol:v:91:y:2024:i:c:s0957178724001309.

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2024Comparative analysis of profits from Bitcoin and its derivatives using artificial intelligence for hedge. (2024). Liu, Shan ; Che, Jianhua ; Zhu, Qing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s037843712400668x.

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2024The impact of digitalization on operational risk: An organizational information processing perspective. (2024). Lai, Fujun ; Song, Dian ; Wang, Yunfei ; Yin, Qiaoyi ; Guo, Hangfei ; Collins, Brian. In: International Journal of Production Economics. RePEc:eee:proeco:v:276:y:2024:i:c:s0925527324002263.

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2024Optimal planning for hybrid renewable energy systems under limited information based on uncertainty quantification. (2024). Feng, Wei ; Wu, Xia ; Tian, Zhe ; Li, Xiaoyuan ; Niu, Jide. In: Renewable Energy. RePEc:eee:renene:v:237:y:2024:i:pd:s0960148124019347.

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2024A systematic review towards integrative energy management of smart grids and urban energy systems. (2024). Luo, Xiaowei ; Shafique, Muhammad ; Zheng, Zhuang ; Wang, Shengwei. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pb:s136403212300881x.

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2024Social interactions in short squeeze scenarios. (2024). Suchanek, Max. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:898-919.

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2024Technology and automation in financial trading: A bibliometric review. (2024). Cumming, Douglas ; Care, Rosella. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002642.

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2024Financial constraints prediction to lead socio-economic development: An application of neural networks to the Italian market. (2024). Ippoliti, Roberto ; Falavigna, G ; Calabrese, G G. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124001721.

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2024Investigating the diffusion of innovation: A comprehensive study of successive diffusion processes through analysis of search trends, patent records, and academic publications. (2024). Scornavacca, Eusebio ; Bastos, Julio Cesar ; Takahashi, Carlos Kazunari. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006765.

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2024Electrification of Public Urban Transport: Funding Opportunities, Bus Fleet, and Energy Use Forecasts for Poland. (2024). Batg, Barbara ; Pluskota, Przemysaw ; Mojsiewicz, Magdalena. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:23:p:6140-:d:1537660.

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2025.

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2024Chinas business cycle forecasting: a machine learning approach. (2024). Tang, Pan ; Zhang, Yuwei. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10549-w.

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2025Prediction and Allocation of Stocks, Bonds, and REITs in the US Market. (2025). Monteiro, Ana Sofia ; Sebastiao, Helder ; Silva, Nuno. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10589-2.

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2024Enhancing Tourism Demand Forecasting with a Transformer-based Framework. (2024). Wang, Shouyang ; Law, Rob ; Xu, Yechi ; Li, Xin. In: SocArXiv. RePEc:osf:socarx:5ezn3_v1.

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2024On estimation of nonparametric regression models with autoregressive and moving average errors. (2024). Cui, Yunwei ; Wu, Rongning ; Zheng, QI. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:76:y:2024:i:2:d:10.1007_s10463-023-00882-6.

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2024Time-frequency information transmission among financial markets: evidence from implied volatility. (2024). Tiwari, Aviral ; Farid, Saqib ; Elheddad, Mohamed ; Qureshi, Fiza ; Naeem, Muhammad Abubakr. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04266-y.

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2024Unlocking the black box: Non-parametric option pricing before and during COVID-19. (2024). Gradojevic, Nikola ; Kukolj, Dragan. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04578-7.

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2024A multi-criteria approach to evolve sparse neural architectures for stock market forecasting. (2024). Torre, Davide ; Swain, Akshya ; Hafiz, Faizal ; Broekaert, Jan. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-023-05715-6.

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2025Forecasting product sales using text mining: a case study in new energy vehicle. (2025). Zhao, Jie ; Zhou, Ligang ; Ding, YI ; Wu, Peng. In: Electronic Commerce Research. RePEc:spr:elcore:v:25:y:2025:i:1:d:10.1007_s10660-023-09701-9.

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2025An automated adaptive trading system for enhanced performance of emerging market portfolios. (2025). Tudor, Cristiana ; Sova, Robert. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00754-3.

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2024Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148.

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2025.

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2025.

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2025Forecasting of S&P 500 ESG Index by Using CEEMDAN and LSTM Approach. (2025). Banerjee, Sougata ; Aggarwal, Divya. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:339-355.

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Works by Georgios Sermpinis:

YearTitleTypeCited
2019Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices In: Papers.
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2022Forecasting: theory and practice In: Papers.
[Full Text][Citation analysis]		paper79
2022Forecasting: theory and practice.(2022) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 79		article
2021A Data-driven Explainable Case-based Reasoning Approach for Financial Risk Detection In: Papers.
[Full Text][Citation analysis]		paper3
2022A data-driven explainable case-based reasoning approach for financial risk detection.(2022) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2021A data-driven explainable case-based reasoning approach for financial risk detection.(2021) In: IRTG 1792 Discussion Papers.
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This paper has nother version. Agregated cites: 3		paper
2023Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls In: Papers.
[Full Text][Citation analysis]		paper1
2024Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls.(2024) In: Journal of Financial Stability.
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This paper has nother version. Agregated cites: 1		article
2023Liquidity Risks in Lending Protocols: Evidence from Aave Protocol In: Papers.
[Full Text][Citation analysis]		paper0
2023Voter Coalitions and democracy in Decentralized Finance: Evidence from MakerDAO In: Papers.
[Full Text][Citation analysis]		paper0
2013Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization In: European Journal of Operational Research.
[Full Text][Citation analysis]		article38
2015Operational risk: Emerging markets, sectors and measurement In: European Journal of Operational Research.
[Full Text][Citation analysis]		article19
2015Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms—Support vector regression forecast combinations In: European Journal of Operational Research.
[Full Text][Citation analysis]		article27
2017European Exchange Trading Funds Trading with Locally Weighted Support Vector Regression In: European Journal of Operational Research.
[Full Text][Citation analysis]		article11
2017Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds In: European Journal of Operational Research.
[Full Text][Citation analysis]		article5
2020A conditional fuzzy inference approach in forecasting In: European Journal of Operational Research.
[Full Text][Citation analysis]		article1
2025Industry return prediction via interpretable deep learning In: European Journal of Operational Research.
[Full Text][Citation analysis]		article0
2018Modelling market implied ratings using LASSO variable selection techniques In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article14
2021Trading the foreign exchange market with technical analysis and Bayesian Statistics In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article5
2024Money demand stability: New evidence from transfer entropy In: International Economics.
[Full Text][Citation analysis]		article0
2014Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article7
2021Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article1
2016Modelling and trading the U.S. implied volatility indices. Evidence from the VIX, VXN and VXD indices In: International Journal of Forecasting.
[Full Text][Citation analysis]		article25
2023Technical analysis, spread trading, and data snooping control In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2013Stock market linkages among new EMU members and the euro area In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article2
2022Modelling Financial Markets during Times of Extreme Volatility: Evidence from the GameStop Short Squeeze In: Forecasting.
[Full Text][Citation analysis]		article1
2016Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions In: Computational Economics.
[Full Text][Citation analysis]		article10
2018One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article9
2013A hybrid genetic algorithm–support vector machine approach in the task of forecasting and trading In: Journal of Asset Management.
[Full Text][Citation analysis]		article2
2019Preface: application of operations research to financial markets In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
2021Neural networks in financial trading In: Annals of Operations Research.
[Full Text][Citation analysis]		article4
2010Modelling commodity value at risk with higher order neural networks In: Applied Financial Economics.
[Full Text][Citation analysis]		article5
2010Modelling and trading the EUR/USD exchange rate at the ECB fixing In: The European Journal of Finance.
[Full Text][Citation analysis]		article8
2013Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks In: The European Journal of Finance.
[Full Text][Citation analysis]		article4
2015Modelling commodity value at risk with Psi Sigma neural networks using open-high-low-close data In: The European Journal of Finance.
[Full Text][Citation analysis]		article3
2016Stock market prediction using evolutionary support vector machines: an application to the ASE20 index In: The European Journal of Finance.
[Full Text][Citation analysis]		article10
2019Performance of technical trading rules: evidence from the crude oil market In: The European Journal of Finance.
[Full Text][Citation analysis]		article9
2010Higher order and recurrent neural architectures for trading the EUR/USD exchange rate In: Quantitative Finance.
[Full Text][Citation analysis]		article4
2016Special Issue of on ‘Commodity Markets’ In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2016Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities In: Quantitative Finance.
[Full Text][Citation analysis]		article3
2018Special Issue of Quantitative Finance on the ‘23rd Forecasting Financial Markets Conference’ In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2018Neural network copula portfolio optimization for exchange traded funds In: Quantitative Finance.
[Full Text][Citation analysis]		article6
2019Special issue of the International Journal of Finance and Economics innovations in finance, economics, risk management, and policy In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
2019Revisiting Fama–French factors predictability with Bayesian modelling and copula‐based portfolio optimization In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article2
2019What influences a banks decision to go public? In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article3
2014Ultra‐High‐Frequency Algorithmic Arbitrage Across International Index Futures In: Journal of Forecasting.
[Full Text][Citation analysis]		article8
2014Real‐Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks In: Journal of Forecasting.
[Full Text][Citation analysis]		article10
2014The Information Content of Equity Block Trades on the Warsaw Stock Exchange: An Estimation of Shares Returns with the Usage of Simple Linear Regression and Multivariate Adaptive Regression Splines In: Journal of Forecasting.
[Full Text][Citation analysis]		article1
2014Pascals Wager and Information In: Journal of Forecasting.
[Full Text][Citation analysis]		article3
2014Inflation and Unemployment Forecasting with Genetic Support Vector Regression In: Journal of Forecasting.
[Full Text][Citation analysis]		article12
2014Stock Market Simulation Using Support Vector Machines In: Journal of Forecasting.
[Full Text][Citation analysis]		article7
2014Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms In: Journal of Forecasting.
[Full Text][Citation analysis]		article6
2016Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias In: Journal of Forecasting.
[Full Text][Citation analysis]		article5
2023Forecasting and trading Bitcoin with machine learning techniques and a hybrid volatility/sentiment leverage In: Journal of Forecasting.
[Full Text][Citation analysis]		article0

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