Dimitrios Thomakos

About Dimitrios Thomakos

Dimitrios Thomakos, With an exceptional h-index of 22 and a recent h-index of 14 (since 2020), a distinguished researcher at National and Kapodistrian University of Athens, specializes in the field of Econometrics, Time Series Analysis, Forecasting, Applied Economics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Introducing the GVAR-GARCH model: Evidence from financial markets

On functional log portfolios

The development and evolution of mean-variance efficient portfolios in the US and Japan: 30 years after the Markowitz and Ziemba applications

Optimal Entry and Exit Trading Points using Functional Data Analysis

Insights into the accuracy of social scientists’ forecasts of societal change

Climate change economics and the determinants of carbon emissions’ futures returns: A regime-driven ARDL model

ShoTS Forecasting: Short Time Series Forecasting for Management Research

Supply Chain Planning in Defence Operations: a Review from Great Alexander Time to the Present

Dimitrios Thomakos Information

University

Position

Professor in Applied Econometrics

Citations(all)

2329

Citations(since 2020)

1126

Cited By

1521

hIndex(all)

22

hIndex(since 2020)

14

i10Index(all)

47

i10Index(since 2020)

19

Email

University Profile Page

National and Kapodistrian University of Athens

Google Scholar

View Google Scholar Profile

Dimitrios Thomakos Skills & Research Interests

Econometrics

Time Series Analysis

Forecasting

Applied Economics

Top articles of Dimitrios Thomakos

Title

Journal

Author(s)

Publication Date

Introducing the GVAR-GARCH model: Evidence from financial markets

Journal of International Financial Markets, Institutions and Money

Arsenios-Georgios N Prelorentzos

Konstantinos N Konstantakis

Panayotis G Michaelides

Panos Xidonas

Stephane Goutte

...

2024/3/1

On functional log portfolios

International Journal of Portfolio Analysis and Management

Dimitrios D Thomakos

Rafael Yahlomi

Dimitrios Karaoulanis

2024

The development and evolution of mean-variance efficient portfolios in the US and Japan: 30 years after the Markowitz and Ziemba applications

Available at SSRN 4406953

John Guerard

Dimitrios D Thomakos

Foteini Kyriazi

Bijan Beheshti

2023/4/3

Optimal Entry and Exit Trading Points using Functional Data Analysis

Available at SSRN

Fotis Papailias

Dimitrios D Thomakos

Tianyu Wu

2023/12/8

Insights into the accuracy of social scientists’ forecasts of societal change

Nature human behaviour

2023/4

Climate change economics and the determinants of carbon emissions’ futures returns: A regime-driven ARDL model

Finance Research Letters

Giorgos Kotsompolis

Konstantinos N Konstantakis

Panos Xidonas

Panayotis G Michaelides

Dimitrios D Thomakos

2023/12/1

ShoTS Forecasting: Short Time Series Forecasting for Management Research

British Journal of Management

Dimitrios Thomakos

Geoffrey Wood

Marilou Ioakimidis

Giorgos Papagiannakis

2023/4

Supply Chain Planning in Defence Operations: a Review from Great Alexander Time to the Present

Lazaros K Rizopoulos

Dimitrios D Thomakos

2023/9/5

Forecasting Tourism Demand for Medical Services

The Journal of Developing Areas

Dimitrios D Thomakos

Marilou Ioakimidis

Konstantinos Eleftheriou

2023

The origins of forward-looking decision making: Cybernetics, operational research, and the foundations of forecasting

Decision Analytics Journal

Dimitrios Thomakos

Panos Xidonas

2023/9/1

Median-adaptive portfolios: a minimum criteria approach to asset allocation

Annals of Operations Research

Foteini Kyriazi

Sophia Tarani

Dimitrios D Thomakos

2023/7/15

Subsidies, Land Size and Agricultural Output

Review of Economic Analysis

Foteini Kyriazi

Dimitrios D Thomakos

Antonis Rezitis

2023/12/27

Foteini Kyriazi, Konstantinos Mamais November 20, 2022

John B Guerard

Dimitrios D Thomakos

2022/11/20

Forecasting: theory and practice

Fotios Petropoulos

Daniele Apiletti

Vassilios Assimakopoulos

Mohamed Zied Babai

Devon K Barrow

...

2022/7/1

Nearest neighbor forecasting using sparse data representation

Dimitrios Vlachos

Dimitrios Thomakos

2022/3/11

'On the Predictability of the DJIA and S&P500 Indices'

Available at SSRN 4311555

John Guerard

Dimitrios D Thomakos

Foteini Kyriazi

Konstantinos Mamais

2022/12/24

Return signal momentum

Journal of Banking & Finance

Fotis Papailias

Jiadong Liu

Dimitrios D Thomakos

2021/3/1

Superforecasting reality check: Evidence from a small pool of experts and expedited identification

European journal of operational research

Ilias Katsagounos

Dimitrios D Thomakos

Konstantia Litsiou

Konstantinos Nikolopoulos

2021/2/16

4th INTERNATIONAL SESSION AGRICULTURAL POLICY

7-8October

Foteini Kyriazi

Dimitrios Thomakos

Anthony Rezitis

2021

“Taps”: A trading approach based on deterministic sign patterns

Expert Systems with Applications

Xi Liu

Dimitrios D Thomakos

2021/8/1

See List of Professors in Dimitrios Thomakos University(National and Kapodistrian University of Athens)

Co-Authors

H-index: 51
Dimitris N. Politis

Dimitris N. Politis

University of California, San Diego

H-index: 35
Dr Konstantinos (Kostas/Gus) Nikolopoulos, Dipl. Eng. & D.Eng. (ΕΜΠ), ITP(Northwestern)

Dr Konstantinos (Kostas/Gus) Nikolopoulos, Dipl. Eng. & D.Eng. (ΕΜΠ), ITP(Northwestern)

Durham University

H-index: 32
Devashish Mitra

Devashish Mitra

Syracuse University

H-index: 27
Luc Wille

Luc Wille

Florida Atlantic University

H-index: 27
Marina Papanastassiou

Marina Papanastassiou

University of Leeds

H-index: 26
Gikas Hardouvelis

Gikas Hardouvelis

University of Piraeus

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