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
Representation of the multivariate T-MDS
Forecasting Bank Failures with Machine Learning
International Journal of Finance
Emerging Methodologies in Economics and Finance: a non-technical description of our research and the methodologies involved