30 citations · 59 across the 8 of their papers we have counts for
5 papers · 1 filter
The Shape of Markets: Machine learning modeling and Prediction Using 2-Manifold Geometries
Panagiotis G. Papaioannou, Athanassios N. Yannacopoulos
We introduce a Geometry Informed Model for financial forecasting by embedding high dimensional market data onto constant curvature 2manifolds. Guided by the uniformization theorem,…
Using nonlinear stochastic and deterministic (chaotic tools) to test the EMH of two Electricity Markets the case of Italy and Greece
George P Papaioannou, Christos Dikaiakos, Anargyros Dramountanis +2
Utilization of non-linear tools to characterize the state of development of the electricity markets in Italy and Greece. This is equivalent to testing the Efficient Market Hypothes…
Dynamic Conditional Correlation between Electricity and Stock markets during the Financial Crisis in Greece
Panagiotis G. Papaioannou, George P. Papaioannou, Kostas Siettos +2
Liberalization of electricity markets has increasingly created the need for understanding the volatility and correlation structure between electricity and financial markets. This w…
S&P500 Forecasting and Trading using Convolution Analysis of Major Asset Classes
Panagiotis Papaioannou, Thomas Dionysopoulos, Dietmar Janetzko +1
By monitoring the time evolution of the most liquid Futures contracts traded globally as acquired using the Bloomberg API from 03 January 2000 until 15 December 2014 we were able t…
Modeling the stylized facts of wholesale system marginal price (SMP) and the impacts of regulatory reforms on the Greek Electricity Market
G. Papaioannou, P. Papaioannou, N. Parliaris
This work presents the results of an empirical research with the target of modeling the stylized facts of the daily expost System Marginal Price (SMP) of the Greek wholesale electr…