Georgios Sermpinis

Georgios Sermpinis

University of Glasgow

H-index: 21

Europe-United Kingdom

About Georgios Sermpinis

Georgios Sermpinis, With an exceptional h-index of 21 and a recent h-index of 18 (since 2020), a distinguished researcher at University of Glasgow, specializes in the field of Machine Learning, Forecasting, Quantitative Finance, Operations Research, Econometrics.

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

Corporate social responsibility and firm survival: evidence from Chinese listed firms

Conditional Tests for the Profitability of Technical Analysis in Currency Trading and its Economic Fundamentals

Mutual Funds’ Conditional Performance Free of Data Snooping Bias

Cryptocurrencies and Lucky Factors: The value of technical and fundamental analysis

Forecasting and trading Bitcoin with machine learning techniques and a hybrid volatility/sentiment leverage

Modelling failure rates with machine‐learning models: Evidence from a panel of UK firms

Big data, artificial intelligence and machine learning: A transformative symbiosis in favour of financial technology

Corporate cash policy and double machine learning

Georgios Sermpinis Information

University

Position

Professor of Quantitative Finance

Citations(all)

1889

Citations(since 2020)

1322

Cited By

964

hIndex(all)

21

hIndex(since 2020)

18

i10Index(all)

35

i10Index(since 2020)

30

Email

University Profile Page

Google Scholar

Georgios Sermpinis Skills & Research Interests

Machine Learning

Forecasting

Quantitative Finance

Operations Research

Econometrics

Top articles of Georgios Sermpinis

Corporate social responsibility and firm survival: evidence from Chinese listed firms

British Journal of Management

2023/7/16

Conditional Tests for the Profitability of Technical Analysis in Currency Trading and its Economic Fundamentals

Available at SSRN

2024/2/4

Mutual Funds’ Conditional Performance Free of Data Snooping Bias

Journal of Financial and Quantitative Analysis

2023/12/22

Cryptocurrencies and Lucky Factors: The value of technical and fundamental analysis

International Journal of Finance & Economics

2023/7/25

Ioannis Kyriakou
Ioannis Kyriakou

H-Index: 13

Georgios Sermpinis
Georgios Sermpinis

H-Index: 16

Forecasting and trading Bitcoin with machine learning techniques and a hybrid volatility/sentiment leverage

Journal of Forecasting

2023/7

Georgios Sermpinis
Georgios Sermpinis

H-Index: 16

Modelling failure rates with machine‐learning models: Evidence from a panel of UK firms

European Financial Management

2023/6

Big data, artificial intelligence and machine learning: A transformative symbiosis in favour of financial technology

2022/3/16

Corporate cash policy and double machine learning

Available at SSRN 4390554

2023

Technical analysis, spread trading, and data snooping control

International Journal of Forecasting

2023/1/1

A data-driven explainable case-based reasoning approach for financial risk detection

Quantitative Finance

2022/12/2

Voter coalitions and democracy in decentralized finance: Evidence from MakerDAO

arXiv preprint arXiv:2210.11203

2022/10/20

Xiaotong Sun
Xiaotong Sun

H-Index: 3

Xi Chen
Xi Chen

H-Index: 13

Georgios Sermpinis
Georgios Sermpinis

H-Index: 16

Modelling Financial Markets during Times of Extreme Volatility: Evidence from the GameStop Short Squeeze

Forecasting

2022/7/19

Georgios Sermpinis
Georgios Sermpinis

H-Index: 16

Liquidity risks in lending protocols: Evidence from aave protocol

arXiv preprint arXiv:2206.11973

2022/6/23

Xiaotong Sun
Xiaotong Sun

H-Index: 3

Georgios Sermpinis
Georgios Sermpinis

H-Index: 16

Decentralization illusion in DeFi: evidence from MakerDAO

arXiv preprint arXiv:2203.16612

2022/3/30

Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls

arXiv preprint arXiv:2203.16612

2022/3/30

Voter coalitions in Decentralized Autonomous Organization (DAO): Evidence from MakerDAO1 2

2022

Xiaotong Sun
Xiaotong Sun

H-Index: 3

Xi Chen
Xi Chen

H-Index: 13

Georgios Sermpinis
Georgios Sermpinis

H-Index: 16

Trading the foreign exchange market with technical analysis and Bayesian Statistics

Journal of Empirical Finance

2021/9/30

Arman Hassanniakalager
Arman Hassanniakalager

H-Index: 3

Georgios Sermpinis
Georgios Sermpinis

H-Index: 16

Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices

Journal of International Financial Markets, Institutions and Money

2021/7/1

Neural networks in financial trading

Annals of Operations Research

2021/2

See List of Professors in Georgios Sermpinis University(University of Glasgow)