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Prof. Andreas Karathanasopoulos
Professor
+971 4 5566 905
Overview
PhD - Liverpool John Moores University, Sep 2008 - Jan 2012
Master of Science (MS) - Liverpool John Moores University, Sep 2007 - Sep 2008
Ptuxion - University of Thessaly, 2002 - 2007
Teaching Areas
Investment, quantitative finance, trading strategies, econometrics, forecasting financial markets.
Expertise
Forecasting, Quantitative analysis, econometrics and financial markets.
Research
Modeling and trading financial markets.
Refereed Journals
- Lo, CC., Skindilias, K., and Karathanasopoulos, A. 2016. "Forecasting Latent Volatility through a Markov Chain Approximation Filter", JOURNAL OF FORECASTING, vol.35, no.1, pp-54-69
- Dunis, CL., et al. 2015. "Trading and hedging the corn/ethanol crush spread using time-varying leverage and nonlinear models", EUROPEAN JOURNAL OF FINANCE, vol.21, no.4, pp-352-375
- Mitra, S., et al. 2015. "Operational risk: Emerging markets, sectors and measurement", EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, vol.241, no.1, pp-122-132
- Sermpinis, G., et al. 2015. "Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms-Support vector regression forecast combinations", EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, vol.247, no.3, pp-831-846
- Karathanasopoulos, A., et al. 2015. "Stock market prediction using evolutionary support vector machines: an application to the ASE20 index", European Journal of Finance
- Stasinakis, C., et al. 2014. "Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions", Computational Economics
- Sermpinis, G., et al. 2014. "Inflation and Unemployment Forecasting with Genetic Support Vector Regression", JOURNAL OF FORECASTING, vol.33, no.6, pp-471-487
- Karathanasopoulos, A., et al. 2014. "Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms", JOURNAL OF FORECASTING, vol.33, no.8, pp-596-610
- Theofilatos, K., et al. 2013. "Modeling and Trading FTSE100 Index Using a Novel Sliding Window Approach Which Combines Adaptive Differential Evolution and Support Vector Regression", ARTIFICIAL INTELLIGENCE APPLICATIONS AND INNOVATIONS, AIAI 2013, vol.412, pp-486-496
- Dunis, CL., Laws, J., and Karathanasopoulos, A. 2013. "GP algorithm versus hybrid and mixed neural networks", EUROPEAN JOURNAL OF FINANCE, vol.19, no.3, pp-180-205
- Sermpinis, G., et al. 2013. "Gene Expression Programming and Trading Strategies", ARTIFICIAL INTELLIGENCE APPLICATIONS AND INNOVATIONS, AIAI 2013, vol.412, pp-497-505
- Sermpinis, G., et al. 2013. "Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization", EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, vol.225, no.3, pp-528-540
- Sermpinis, G., et al. 2013. "Kalman Filter and SVR Combinations in Forecasting US Unemployment", ARTIFICIAL INTELLIGENCE APPLICATIONS AND INNOVATIONS, AIAI 2013, vol.412, pp-506-515
- Vasilakis, G.A., et al. 2013. "A Genetic Programming Approach for EUR/USD Exchange Rate Forecasting and Trading", Computational Economics, vol.42, no.4, pp-415-431
- Dunis, C.L., et al. 2013. "A hybrid genetic algorithm-support vector machine approach in the task of forecasting and trading", Journal of Asset Management, vol.14, no.1, pp-52-71
- Sermpinis, G., et al. 2012. "A Hybrid Radial Basis Function and Particle Swarm Optimization Neural Network Approach in Forecasting the EUR/GBP Exchange Rates Returns", ENGINEERING APPLICATIONS OF NEURAL NETWORKS, vol.311, pp-413-422 Sermpinis, G., et al. 2012. "Forecasting and trading the EUR/USD exchange rate with Gene Expression and Psi Sigma Neural Networks", EXPERT SYSTEMS WITH APPLICATIONS, vol.39, no.10, pp-8865-8877
- Theofilatos, K., et al. 2012. "Modelling and Trading the DJIA Financial Index Using Neural Networks Optimized with Adaptive Evolutionary Algorithms", ENGINEERING APPLICATIONS OF NEURAL NETWORKS, vol.311, pp-453-462
- Karathanasopoulos, AS., et al. 2010. "Modeling the Ase 20 Greek Index Using Artificial Neural Nerworks Combined with Genetic Algorithms", ARTIFICIAL NEURAL NETWORKS-ICANN 2010, PT I, vol.6352, pp-428-435
Books and Book Chapters
- Karathanasopoulos, A., et al. "Artificial Intelligence in Financial Markets. Cutting Edge Applications for Risk Management, Portfolio Optimization and Economics"2016
- Theofilatos, K., et al. "Advanced short-term forecasting and trading deploying neural networks optimized with an adaptive evolutionary algorithm", Computational Intelligence Techniques for Trading and Investment2014
- Dunis, C., et al. "Computational intelligence techniques for trading and investment", Computational Intelligence Techniques for Trading and Investment2014
- Dunis, C.L., et al. "Modelling and trading the corn-ethanol crush spread with neural networks", Computational Intelligence Techniques for Trading and Investment2014
- Dimitrakopoulos, C., et al. "Adaptive filtering on forecasting financial derivatives indices", Computational Intelligence Techniques for Trading and Investment2014
