Kalman Filters and Neural Networks in Forecasting and Trading. - Georgios Sermpinis; Christian L. Dunis; Jason Laws; Charalampos Stasinakis (EANN, 2012)

A Hybrid Radial Basis Function and Particle Swarm Optimization Neural Network Approach in Forecasting the EUR/GBP Exchange Rates Returns. - Georgios Sermpinis; Konstantinos A. Theofilatos; Andreas S. Karathanasopoulos; Efstratios F. Georgopoulos; Christian L. Dunis (EANN, 2012)

Modelling and Trading the DJIA Financial Index Using Neural Networks Optimized with Adaptive Evolutionary Algorithms. - Konstantinos A. Theofilatos; Andreas S. Karathanasopoulos; Georgios Sermpinis; Thomas Amorgianiotis; Efstratios F. Georgopoulos; Spiros Likothanassis (EANN, 2012)

Forecasting and trading the EUR/USD exchange rate with stochastic Neural Network combination and time-varying leverage. - Georgios Sermpinis; Christian L. Dunis; Jason Laws; Charalampos Stasinakis (Decis. Support Syst., 2012)

Forecasting and trading the EUR/USD exchange rate with Gene Expression and Psi Sigma Neural Networks. - Georgios Sermpinis; Jason Laws; Andreas S. Karathanasopoulos; Christian L. Dunis (Expert Syst. Appl., 2012)

Gene Expression Programming and Trading Strategies. - Georgios Sermpinis; Anastasia Fountouli; Konstantinos A. Theofilatos; Andreas S. Karathanasopoulos (AIAI, 2013)

Kalman Filter and SVR Combinations in Forecasting US Unemployment. - Georgios Sermpinis; Charalampos Stasinakis; Andreas S. Karathanasopoulos (AIAI, 2013)

Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization. - Georgios Sermpinis; Konstantinos A. Theofilatos; Andreas S. Karathanasopoulos; Efstratios F. Georgopoulos; Christian L. Dunis (Eur. J. Oper. Res., 2013)

Operational risk: Emerging markets, sectors and measurement. - Sovan Mitra; Andreas S. Karathanasopoulos; Georgios Sermpinis; Christian L. Dunis; John Hood (Eur. J. Oper. Res., 2015)

Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms - Support vector regression forecast combinations. - Georgios Sermpinis; Charalampos Stasinakis; Konstantinos A. Theofilatos; Andreas S. Karathanasopoulos (Eur. J. Oper. Res., 2015)

Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds. - Georgios Sermpinis; Charalampos Stasinakis; Arman Hassanniakalager (Eur. J. Oper. Res., 2017)

European Exchange Trading Funds Trading with Locally Weighted Support Vector Regression. - Georgios Sermpinis; Charalampos Stasinakis; Rafael Rosillo; David de la Fuente (Eur. J. Oper. Res., 2017)

Preface: application of operations research to financial markets. - Ioannis Kyriakou; Athanasios A. Pantelous; Georgios Sermpinis; Stavros A. Zenios (Ann. Oper. Res., 2019)

A conditional fuzzy inference approach in forecasting. - Arman Hassanniakalager; Georgios Sermpinis; Charalampos Stasinakis; Thanos Verousis (Eur. J. Oper. Res., 2020)

Neural networks in financial trading. - Georgios Sermpinis; Andreas S. Karathanasopoulos; Rafael Rosillo; David de la Fuente (Ann. Oper. Res., 2021)

Decentralization illusion in DeFi: Evidence from MakerDAO. - Xiaotong Sun; Charalampos Stasinakis; Georgios Sermpinis (CoRR, 2022)

Multiparty Democracy in Decentralized Autonomous Organization (DAO): Evidence from MakerDAO. - Xiaotong Sun; Xi Chen; Charalampos Stasinakis; Georgios Sermpinis (CoRR, 2022)

A temporal graph-based contrastive approach for financial time series forecasting. - Iman Barazandeh; Saman Haratizadeh; Georgios Sermpinis (Eng. Appl. Artif. Intell., 2025)

Industry return prediction via interpretable deep learning. - Lazaros Zografopoulos; Maria Chiara Iannino; Ioannis Psaradellis; Georgios Sermpinis (Eur. J. Oper. Res., 2025)