Revisiting Markowitz stochastic dominance in international markets (2025), with Argyro Kofina and Nikolas Topaloglou
The European Journal of Finance, September 2025, 1-24
Industry return prediction via interpretable deep learning (2025), with Maria Chiara Iannino, Georgios Sermpinis and Lazaros Zografopoulos
European Journal of Operational Research, February 2025, Vol. 321, 1, 257-268
Technical analysis, spread trading, and data snooping control (2023), with Jason Laws, Athanasios Pantelous, Georgios Sermpinis
International Journal of Forecasting, March 2023, Vol. 39, 1, 178-191
Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices (2021), with Arman Hassanniakalager, Georgios Sermpinis, Charalambos Stasinakis
Journal of International Financial Markets, Institutions and Money, July 2021, Vol. 73, 101353
Performance of technical trading rules: Evidence from the crude oil market (2019), with Jason Laws, Athanasios Pantelous, Georgios Sermpinis
European Journal of Finance, Vol. 25, 1793-1815
Modelling and trading the US implied volatility indices. Evidence from the VIX, VXN and VXD indices (2016), with Georgios Sermpinis
International Journal of Forecasting, Vol. 32, 4, 1268-1283
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities (2016) with Georgios Sermpinis, Charalambos Stasinakis, Thanos Verousis
Quantitative Finance, Vol. 16 (12) 1901-1915
Pairs Trading, Technical Analysis and Data Snooping: Mean Reversion vs Momentum (2018) with Jason Laws, Athanasios Pantelous, Georgios Sermpinis
J. P. Morgan Centre for Commodities University of Colorado (GCARD), Denver Business School, Vol. 3 (1) 78-81.