Research

Methodologies

• Time Series Analysis and Econometrics

• Artificial Intelligence and 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

• Macroeconomic forecasting

• 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

• We introduce the use of the mutivariate T-MDS (mT-MDS)

  • Gogas, Papadimitriou, Matthaiou, 2021