Michael Kampouridis

Orcid: 0000-0003-0047-7565

According to our database1, Michael Kampouridis authored at least 58 papers between 2010 and 2024.

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Bibliography

2024
An in-depth investigation of five machine learning algorithms for optimizing mixed-asset portfolios including REITs.
Expert Syst. Appl., January, 2024

2023
Algorithmic trading with directional changes.
Artif. Intell. Rev., June, 2023

High Frequency Trading with Deep Reinforcement Learning Agents Under a Directional Changes Sampling Framework.
Proceedings of the IEEE Symposium Series on Computational Intelligence, 2023

Fundamental, Technical and Sentiment Analysis for Algorithmic Trading with Genetic Programming.
Proceedings of the IEEE Symposium Series on Computational Intelligence, 2023

Application Of Machine Learning Algorithms to Free Cash Flows Growth Rate Estimation.
Proceedings of the International Neural Network Society Workshop on Deep Learning Innovations and Applications, 2023

Improving REITs Time Series Prediction Using ML and Technical Analysis Indicators.
Proceedings of the International Joint Conference on Neural Networks, 2023

Enhanced Strongly typed Genetic Programming for Algorithmic Trading.
Proceedings of the Genetic and Evolutionary Computation Conference, 2023

Optimization of Trading Strategies Using a Genetic Algorithm Under the Directional Changes Paradigm with Multiple Thresholds.
Proceedings of the IEEE Congress on Evolutionary Computation, 2023

Multi-Objective Optimisation and Genetic Programming for Trading by Combining Directional Changes and Technical Indicators.
Proceedings of the IEEE Congress on Evolutionary Computation, 2023

2022
Multi-agent systems for computational economics and finance.
AI Commun., 2022

Genetic Programming for Combining Directional Changes Indicators in International Stock Markets.
Proceedings of the Parallel Problem Solving from Nature - PPSN XVII, 2022

Optimizing Mixed-Asset Portfolios Involving REITs.
Proceedings of the IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, 2022

Technical and Sentiment Analysis in Financial Forecasting with Genetic Programming.
Proceedings of the IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, 2022

Trading Strategies Optimization by Genetic Algorithm under the Directional Changes Paradigm.
Proceedings of the IEEE Congress on Evolutionary Computation, 2022

An in-depth investigation of genetic programming and nine other machine learning algorithms in a financial forecasting problem.
Proceedings of the IEEE Congress on Evolutionary Computation, 2022

Optimizing Mixed-Asset Portfolios With Real Estate: Why Price Predictions?
Proceedings of the IEEE Congress on Evolutionary Computation, 2022

U sing strongly typed genetic programming to combine technical and sentiment analysis for algorithmic trading.
Proceedings of the IEEE Congress on Evolutionary Computation, 2022

2021
Improving trend reversal estimation in forex markets under a directional changes paradigm with classification algorithms.
Int. J. Intell. Syst., 2021

Machine learning classification and regression models for predicting directional changes trend reversal in FX markets.
Expert Syst. Appl., 2021

2020
Applications of genetic programming to finance and economics: past, present, future.
Genet. Program. Evolvable Mach., 2020

2019
Stochastic model genetic programming: Deriving pricing equations for rainfall weather derivatives.
Swarm Evol. Comput., 2019

2018
Decomposition genetic programming: An extensive evaluation on rainfall prediction in the context of weather derivatives.
Appl. Soft Comput., 2018

2017
Heuristic procedures for improving the predictability of a genetic programming financial forecasting algorithm.
Soft Comput., 2017

Evolving trading strategies using directional changes.
Expert Syst. Appl., 2017

An extensive evaluation of seven machine learning methods for rainfall prediction in weather derivatives.
Expert Syst. Appl., 2017

Regression genetic programming for estimating trend end in foreign exchange market.
Proceedings of the 2017 IEEE Symposium Series on Computational Intelligence, 2017

Evolving Directional Changes Trading Strategies with a New Event-Based Indicator.
Proceedings of the Simulated Evolution and Learning - 11th International Conference, 2017

Pricing Rainfall Based Futures Using Genetic Programming.
Proceedings of the Applications of Evolutionary Computation - 20th European Conference, 2017

2016
A user behaviour-driven smart-home gateway for energy management.
J. Ambient Intell. Smart Environ., 2016

Foreword: special issue on computational finance and economics.
Evol. Intell., 2016

A Genetic Decomposition Algorithm for Predicting Rainfall within Financial Weather Derivatives.
Proceedings of the 2016 on Genetic and Evolutionary Computation Conference, Denver, CO, USA, July 20, 2016

Feature engineering for improving financial derivatives-based rainfall prediction.
Proceedings of the IEEE Congress on Evolutionary Computation, 2016

2015
Predicting Rainfall in the Context of Rainfall Derivatives Using Genetic Programming.
Proceedings of the IEEE Symposium Series on Computational Intelligence, 2015

Generating Directional Change Based Trading Strategies with Genetic Programming.
Proceedings of the Applications of Evolutionary Computation - 18th European Conference, 2015

Optimising the deployment of fibre optics using Guided Local Search.
Proceedings of the IEEE Congress on Evolutionary Computation, 2015

2014
Working with OpenCL to speed up a genetic programming financial forecasting algorithm: initial results.
Proceedings of the Genetic and Evolutionary Computation Conference, 2014

A Comparative Study on the Use of Classification Algorithms in Financial Forecasting.
Proceedings of the Applications of Evolutionary Computation - 17th European Conference, 2014

Generalisation Enhancement via Input Space Transformation: A GP Approach.
Proceedings of the Genetic Programming - 17th European Conference, 2014

Guided Fast Local Search for speeding up a financial forecasting algorithm.
Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014

Combining different meta-heuristics to improve the predictability of a Financial Forecasting algorithm.
Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014

Transformation of input space using statistical moments: EA-based approach.
Proceedings of the IEEE Congress on Evolutionary Computation, 2014

2013
On the investigation of hyper-heuristics on a financial forecasting problem.
Ann. Math. Artif. Intell., 2013

Using Attribute Construction to Improve the Predictability of a GP Financial Forecasting Algorithm.
Proceedings of the Conference on Technologies and Applications of Artificial Intelligence, 2013

Temperature Forecasting in the Concept of Weather Derivatives: A Comparison between Wavelet Networks and Genetic Programming.
Proceedings of the Engineering Applications of Neural Networks, 2013

Metaheuristics application on a financial forecasting problem.
Proceedings of the IEEE Congress on Evolutionary Computation, 2013

A GP approach for price-speed optimizing negotiation.
Proceedings of the IEEE Congress on Evolutionary Computation, 2013

An initial investigation of choice function hyper-heuristics for the problem of financial forecasting.
Proceedings of the IEEE Congress on Evolutionary Computation, 2013

2012
Market Microstructure: A Self-Organizing Map Approach to Investigate Behavior Dynamics under an Evolutionary Environment.
Proceedings of the Natural Computing in Computational Finance - Volume 4, 2012

Investment Opportunities Forecasting: Extending the Grammar of a GP-based Tool.
Int. J. Comput. Intell. Syst., 2012

Using a genetic algorithm as a decision support tool for the deployment of Fiber Optic Networks.
Proceedings of the IEEE Congress on Evolutionary Computation, 2012

Off-line parameter tuning for Guided Local Search using Genetic Programming.
Proceedings of the IEEE Congress on Evolutionary Computation, 2012

2011
Computational intelligence in financial forecasting and agent-based modeling: applications of genetic programming and self-organizing maps.
PhD thesis, 2011

Using Hyperheuristics under a GP Framework for Financial Forecasting.
Proceedings of the Learning and Intelligent Optimization - 5th International Conference, 2011

Market Microstructure: Can Dinosaurs Return? A Self-Organizing Map Approach under an Evolutionary Framework.
Proceedings of the Applications of Evolutionary Computation, 2011

Investigating the effect of different GP algorithms on the non-stationary behavior of financial markets.
Proceedings of the 2011 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, 2011

2010
Testing the Dinosaur Hypothesis under Empirical Datasets.
Proceedings of the Parallel Problem Solving from Nature, 2010

Microstructure Dynamics and Agent-Based Financial Markets.
Proceedings of the Multi-Agent-Based Simulation XI - International Workshop, 2010

EDDIE for investment opportunities forecasting: Extending the search space of the GP.
Proceedings of the IEEE Congress on Evolutionary Computation, 2010


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