Research

Methodologies

  • Time Series Analysis and Econometrics
  • Machine Learning: Support Vector Machines for Classification and Regression
  • Complex Networks

Areas of Interest

  • Asymmetric effects of Monetary and Fiscal policy
  • Banking supervision mechanisms
  • Forecasting bank failures
  • Forecasting recessions
  • Forecasting exchange rates
  • Forecasting energy prices 

New Methodologies

  • We introduce the use of the Threshold - Minimum Dominating Set (T-MDS)
    Papadimitriou, Gogas, Sarantitis, Matthaiou (2014)
  • Applications of the T-MDS include:
    • Banking supervision
    • Business cycle convergence internationally and intra-nationally
    • Identification of contagion paths in banking and economies
    • Identification of contagion paths in financial and fiscal crises


Figure 1. The Threshold - Minimum Dominating Set (T-MDS) applied to a U.S.
banking network identifies possible contagion paths.
                 


Ċ
Periklis Gogas,
Oct 21, 2015, 12:36 PM
Comments