Research

Methodologies

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

Areas of Interest

  • Banking supervision mechanisms
  • Forecasting bank failures
  • Forecasting recessions
  • Asymmetric effects of monetary and fiscal policy
  • Forecasting economics and finance time series

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

Emerging Methodologies in Economics and Finance: a non-technical description of our research and the methodologies involved

1. Methodologies and Applications.pdf