Long run and short run test for market efficiency: Evidence for the British Pound, the German Mark and the Japanese Yen. - Dimitris Kenourgios; Aristeidis Samitas; Andreas Christodoulou (Oper. Res., 2006)

Regression tree model versus Markov regime switching: a comparison for electricity spot price modelling and forecasting. - Aristeidis Samitas; Aggelos Armenatzoglou (Oper. Res., 2014)

A novel sigma-Mu multiple criteria decision aiding approach for mutual funds portfolio selection. - Luis C. Dias; Panos Xidonas; Aristeidis Samitas (Eur. J. Oper. Res., 2025)

On the integration of multiple criteria decision aiding and forecasting: Does it create value in portfolio selection? - Panos Xidonas; Dimitrios D. Thomakos; Aristeidis Samitas (Eur. J. Oper. Res., 2025)