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1

Intelligent forecasting with machine learning trading systems in chaotic intraday Bitcoin market

Lahmiri, Salim, Bekiros, Stelios

Journal:

Chaos, Solitons & Fractals

Year:

2020

Language:

english

File:

PDF, 1.70 MB

english, 2020

2

Cryptocurrency forecasting with deep learning chaotic neural networks

Lahmiri, Salim, Bekiros, Stelios

Journal:

Chaos, Solitons & Fractals

Year:

2019

Language:

english

File:

PDF, 443 KB

english, 2019

3

On the pricing of exotic options: A new closed-form valuation approach

Bekiros, Stelios, Kouloumpou, Dimitra

Journal:

Chaos, Solitons & Fractals

Year:

2019

Language:

english

File:

PDF, 457 KB

english, 2019

4

Multi-fluctuation nonlinear patterns of European financial markets based on adaptive filtering with application to family business, green, Islamic, common stocks, and comparison with Bitcoin, NASDAQ, and VIX

Lahmiri, Salim, Bekiros, Stelios, Bezzina, Frank

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2020

Language:

english

File:

PDF, 423 KB

english, 2020

5

Performance assessment of ensemble learning systems in financial data classification

Lahmiri, Salim, Bekiros, Stelios, Giakoumelou, Anastasia, Bezzina, Frank

Journal:

Intelligent Systems in Accounting, Finance and Management

Year:

2020

Language:

english

File:

PDF, 643 KB

english, 2020

6

Nonlinear analysis of Casablanca Stock Exchange, Dow Jones and S&P500 industrial sectors with a comparison

Lahmiri, Salim, Bekiros, Stelios

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2020

Language:

english

File:

PDF, 386 KB

english, 2020

7

Heterogeneous trading strategies with adaptive fuzzy Actor–Critic reinforcement learning: A behavioral approach

Stelios D. Bekiros

Journal:

Journal of Economic Dynamics and Control

Year:

2010

Language:

english

File:

PDF, 412 KB

english, 2010

8

Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques

Altan, Aytaç, Karasu, Seçkin, Bekiros, Stelios

Journal:

Chaos, Solitons & Fractals

Year:

2019

Language:

english

File:

PDF, 4.28 MB

english, 2019

9

King algorithm: A novel optimization approach based on variable-order fractional calculus with application in chaotic financial systems

Soradi-Zeid, Samaneh, Jahanshahi, Hadi, Yousefpour, Amin, Bekiros, Stelios

Journal:

Chaos, Solitons & Fractals

Year:

2020

Language:

english

File:

PDF, 949 KB

english, 2020

10

Policy-Oriented Macroeconomic Forecasting with Hybrid DGSE and Time-Varying Parameter VAR Models

Bekiros, Stelios D., Paccagnini, Alessia

Journal:

Journal of Forecasting

Year:

2016

Language:

english

File:

PDF, 250 KB

english, 2016

11

Is Anti-herding Behavior Spurious?

Stavroyiannis, Stavros, Babalos, Vassilios, Bekiros, Stelios, Lahmiri, Salim

Journal:

Finance Research Letters

Year:

2018

Language:

english

File:

PDF, 861 KB

english, 2018

12

A Systemic Risk Analysis of Islamic Equity Markets using Vine Copula and Delta CoVaR Modeling

Shahzad, Syed Jawad Hussain, Hernandez, Jose Arreola, Bekiros, Stelios, Shahbaz, Muhammad, Kayani, Ghulam Mujtaba

Journal:

Journal of International Financial Markets, Institutions and Money

Year:

2018

Language:

english

File:

PDF, 2.02 MB

english, 2018

13

Nonlinear dynamics of equity, currency and commodity markets in the aftermath of the global financial crisis

Lahmiri, Salim, Uddin, Gazi Salah, Bekiros, Stelios

Journal:

Chaos, Solitons & Fractals

Year:

2017

Language:

english

File:

PDF, 425 KB

english, 2017

14

The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets

Lahmiri, Salim, Bekiros, Stelios

Journal:

Chaos, Solitons & Fractals

Year:

2020

File:

PDF, 448 KB

2020

15

Impact of speculation and economic uncertainty on commodity markets

Andreasson, Pierre, Bekiros, Stelios, Nguyen, Duc Khuong, Uddin, Gazi Salah

Journal:

International Review of Financial Analysis

Year:

2015

Language:

english

File:

PDF, 1.01 MB

english, 2015

16

Heuristic learning in intraday trading under uncertainty

Bekiros, Stelios D.

Journal:

Journal of Empirical Finance

Year:

2015

Language:

english

File:

PDF, 1000 KB

english, 2015

17

A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices

Bekiros, Stelios, Gupta, Rangan, Kyei, Clement

Journal:

Applied Economics

Year:

2016

Language:

english

File:

PDF, 616 KB

english, 2016

18

Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates

Bekiros, Stelios, Avdoulas, Christos, Hassapis, Christis

Journal:

International Review of Financial Analysis

Year:

2018

Language:

english

File:

PDF, 1.64 MB

english, 2018

19

Portfolio Optimization With Investor Utility Preference of Higher-Order Moments: A Behavioral Approach

Bekiros, Stelios, Loukeris, Nikolaos, Eleftheriadis, Iordanis

Journal:

Review of Behavioral Economics

Year:

2017

Language:

english

File:

PDF, 491 KB

english, 2017

20

Randomness, Informational Entropy, and Volatility Interdependencies among the Major World Markets: The Role of the COVID-19 Pandemic

Lahmiri, Salim, Bekiros, Stelios

Journal:

Year:

2020

File:

PDF, 2.06 MB

2020

21

On economic uncertainty, stock market predictability and nonlinear spillover effects

Bekiros, Stelios, Gupta, Rangan, Kyei, Clement

Journal:

The North American Journal of Economics and Finance

Year:

2016

Language:

english

File:

PDF, 295 KB

english, 2016

22

Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach

Bekiros, Stelios, Gupta, Rangan

Journal:

Economics Letters

Year:

2015

Language:

english

File:

PDF, 332 KB

english, 2015

23

Renyi entropy and mutual information measurement of market expectations and investor fear during the COVID-19 pandemic

Lahmiri, Salim, Bekiros, Stelios

Journal:

Chaos, Solitons & Fractals

Year:

2020

File:

PDF, 1016 KB

2020

24

On the predictability of time-varying VAR and DSGE models

Stelios Bekiros, Alessia Paccagnini

Journal:

Empirical Economics

Year:

2013

Language:

english

File:

PDF, 338 KB

english, 2013

25

Multivariate time-varying parameter modelling for stock markets

Neslihanoglu, Serdar, Bekiros, Stelios, McColl, John, Lee, Duncan

Journal:

Empirical Economics

Year:

2020

File:

PDF, 2.28 MB

2020

26

Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics

Bekiros, Stelios D.

Journal:

Journal of Banking & Finance

Year:

2014

Language:

english

File:

PDF, 442 KB

english, 2014

27

Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs

Bekiros, Stelios, Cardani, Roberta, Paccagnini, Alessia, Villa, Stefania

Journal:

Journal of Financial Stability

Year:

2016

Language:

english

File:

PDF, 470 KB

english, 2016

28

Big data analytics using multi-fractal wavelet leaders in high-frequency Bitcoin markets

Lahmiri, Salim, Bekiros, Stelios

Journal:

Chaos, Solitons & Fractals

Year:

2019

Language:

english

File:

PDF, 782 KB

english, 2019

29

Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis

Bekiros, Stelios, Gupta, Rangan, Majumdar, Anandamayee

Journal:

Finance Research Letters

Year:

2016

Language:

english

File:

PDF, 388 KB

english, 2016

30

The high frequency multifractal properties of Bitcoin

Stavroyiannis, Stavros, Babalos, Vassilios, Bekiros, Stelios, Lahmiri, Salim, Uddin, Gazi Salah

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2019

Language:

english

File:

PDF, 1.77 MB

english, 2019

31

The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality

Stelios D. Bekiros, Cees G.H. Diks

Journal:

Energy Economics

Year:

2008

Language:

english

File:

PDF, 644 KB

english, 2008

32

Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets

Bekiros, Stelios D.

Journal:

International Review of Financial Analysis

Year:

2014

Language:

english

File:

PDF, 384 KB

english, 2014

33

The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method

Balcilar, Mehmet, Bekiros, Stelios, Gupta, Rangan

Journal:

Empirical Economics

Year:

2016

Language:

english

File:

PDF, 639 KB

english, 2016

34

Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models

Bekiros, Stelios D., Paccagnini, Alessia

Journal:

Computational Statistics & Data Analysis

Year:

2014

Language:

english

File:

PDF, 504 KB

english, 2014

35

Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area

Bekiros, Stelios, Nguyen, Duc Khuong, Uddin, Gazi Salah, Sjö, Bo

Journal:

Studies in Nonlinear Dynamics and Econometrics

Year:

2015

Language:

english

File:

PDF, 2.50 MB

english, 2015

36

Disturbances and complexity in volatility time series

Lahmiri, Salim, Bekiros, Stelios

Journal:

Chaos, Solitons & Fractals

Year:

2017

Language:

english

File:

PDF, 429 KB

english, 2017

37

Forecasting volatility in bitcoin market

Segnon, Mawuli, Bekiros, Stelios

Journal:

Annals of Finance

Year:

2020

File:

PDF, 807 KB

2020

38

Chaos, randomness and multi-fractality in Bitcoin market

Lahmiri, Salim, Bekiros, Stelios

Journal:

Chaos, Solitons & Fractals

Year:

2018

Language:

english

File:

PDF, 654 KB

english, 2018

39

Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets

Kang, Sang Hoon, Yoon, Seong-Min, Bekiros, Stelios, Uddin, Gazi S.

Journal:

Computational Economics

Year:

2019

Language:

english

File:

PDF, 1.64 MB

english, 2019

40

Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance

Stelios D. Bekiros, Dimitris A. Georgoutsos

Journal:

Journal of International Financial Markets, Institutions and Money

Year:

2005

Language:

english

File:

PDF, 630 KB

english, 2005

41

Long-range memory, distributional variation and randomness of bitcoin volatility

Lahmiri, Salim, Bekiros, Stelios, Salvi, Antonio

Journal:

Chaos, Solitons & Fractals

Year:

2018

Language:

english

File:

PDF, 620 KB

english, 2018

42

Time-dependent complexity measurement of causality in international equity markets: A spatial approach

Lahmiri, Salim, Bekiros, Stelios, Avdoulas, Christos

Journal:

Chaos, Solitons & Fractals

Year:

2018

Language:

english

File:

PDF, 717 KB

english, 2018

43

Clustering of short and long-term co-movements in international financial and commodity markets in wavelet domain

Lahmiri, Salim, Uddin, Gazi Salah, Bekiros, Stelios

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2017

Language:

english

File:

PDF, 347 KB

english, 2017

44

The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis

Uddin, Gazi Salah, Bekiros, Stelios, Ahmed, Ali

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2018

Language:

english

File:

PDF, 1.40 MB

english, 2018

45

Optimal policies for control of the novel coronavirus disease (COVID-19) outbreak

Yousefpour, Amin, Jahanshahi, Hadi, Bekiros, Stelios

Journal:

Chaos, Solitons & Fractals

Year:

2020

File:

PDF, 3.07 MB

2020

46

Directional predictability and time-varying spillovers between stock markets and economic cycles

Bekiros, Stelios, Shahzad, Syed Jawad Hussain, Arreola-Hernandez, Jose, Ur Rehman, Mobeen

Journal:

Economic Modelling

Year:

2017

Language:

english

File:

PDF, 2.53 MB

english, 2017

47

Modelling volatility persistence under stochasticity assumptions: evidence from common and alternative investments

Lahmiri, Salim, Bekiros, Stelios, Stavroyiannis, Stavros, Babalos, Vassilios

Journal:

Chaos, Solitons & Fractals

Year:

2018

Language:

english

File:

PDF, 644 KB

english, 2018

48

A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series

Karasu, SeÃ§kin, Altan, AytaÃ§, Bekiros, Stelios, Ahmad, Wasim

Journal:

Year:

2020

File:

PDF, 3.28 MB

2020

49

Extreme returns and the contagion effect between the foreign exchange and the stock market: evidence from Cyprus

Bekiros, Stelios D., Georgoutsos, Dimitris A.

Journal:

Applied Financial Economics

Year:

2008

Language:

english

File:

PDF, 370 KB

english, 2008

50

Nonlinear causality testing with stepwise multivariate filtering: Evidence from stock and currency markets

Bekiros, Stelios

Journal:

The North American Journal of Economics and Finance

Year:

2014

Language:

english

File:

PDF, 566 KB

english, 2014

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