Thomas Amorgianiotis

According to our database, Thomas Amorgianiotis authored at least 4 papers between 2012 and 2018.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of five.

2018

Financial Indices Modelling and Trading utilizing Deep Learning Techniques: The ATHENS SE FTSE/ASE Large Cap Use Case.

Marios Mourelatos, Christos Alexakos, Thomas Amorgianiotis, Spiridon D. Likothanassis

Proceedings of the 2018 Innovations in Intelligent Systems and Applications, 2018

2016

ERMIS: Extracting Knowledge from Unstructured Big Data for Supporting Business Decision Making.

Christos Alexakos, Konstantinos Arvanitis, Andreas Papalambrou, Thomas Amorgianiotis, George Raptis, Nikolaos A. Zervos

Proceedings of the Artificial Intelligence Applications and Innovations, 2016

2014

Integrating High Volume Financial Datasets to Achieve Profitable and Interpretable Short Term Trading with the FTSE100 Index.

Thomas Amorgianiotis, Konstantinos A. Theofilatos, Sovan Mitra, Efstratios F. Georgopoulos, Spiros Likothanassis

Proceedings of the Artificial Intelligence Applications and Innovations, 2014

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

Proceedings of the Engineering Applications of Neural Networks, 2012