Details about Theophilos Papadimitriou
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Last updated 2024-09-11. Update your information in the RePEc Author Service.
Short-id: ppa782
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Working Papers
2023
- Forecasting the Stability and Growth Pact compliance using Machine Learning
Post-Print, HAL 
Also in Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2021) View citations (3) Working Papers, International Network for Economic Research - INFER (2022)
2021
- Credit Rating Agencies: Evolution or Extinction?
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics
2019
- Money Neutrality, Monetary Aggregates and Machine Learning
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (4)
- On the Stability and Growth Pact compliance: what is predictable with machine learning?
Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg View citations (1)
- The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics 
Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (1)
See also Journal Article The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach, Journal of Forecasting, John Wiley & Sons, Ltd. (2017) View citations (6) (2017)
2018
- The Fama 3 and Fama 5 factor models under a machine learning framework
Working Paper series, Rimini Centre for Economic Analysis View citations (2)
2017
- Forecasting the U.S. Real House Price Index
Papers, arXiv.org 
Also in Working Paper series, Rimini Centre for Economic Analysis (2014) View citations (15) Working Papers, University of Pretoria, Department of Economics (2014) View citations (1) DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2014) View citations (11)
See also Journal Article Forecasting the U.S. real house price index, Economic Modelling, Elsevier (2015) View citations (8) (2015)
- Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach
Working Papers, University of Pretoria, Department of Economics
See also Journal Article Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach, Applied Economics Letters, Taylor & Francis Journals (2018) (2018)
2016
- Income Inequality: A State-by-State Complex Network Analysis
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (1)
Also in Working papers, University of Connecticut, Department of Economics (2016) View citations (1) Working Papers, University of Pretoria, Department of Economics (2015) View citations (3)
- The Term Premium as a Leading Macroeconomic Indicator
Working Papers, University of Pretoria, Department of Economics View citations (3)
2015
- A Network Analysis of the United Kingdom’s Consumer Price Index
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics 
See also Journal Article A Network Analysis of the United Kingdom’s Consumer Price Index, Computational Economics, Springer (2018) View citations (5) (2018)
- Forecasting daily and monthly exchange rates with machine learning techniques
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (1)
See also Journal Article Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques, Journal of Forecasting, John Wiley & Sons, Ltd. (2015) View citations (24) (2015)
- International Business Cycle Synchronization Since the 1870s: Evidence from a Novel Network Approach
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics 
Also in MPRA Paper, University Library of Munich, Germany (2015) 
See also Journal Article International business cycle synchronization since the 1870s: Evidence from a novel network approach, Physica A: Statistical Mechanics and its Applications, Elsevier (2016) View citations (7) (2016)
- US inflation dynamics on long range data
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (6)
Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (2)
See also Journal Article US inflation dynamics on long-range data, Applied Economics, Taylor & Francis Journals (2015) View citations (8) (2015)
2014
- A Novel Banking Supervision Method using a Threshold-Minimum Dominating Set
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics
- A Novel Banking Supervision Method using the Minimum Dominating Set
Working Paper series, Rimini Centre for Economic Analysis 
Also in DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2014) 
See also Chapter A Novel Banking Supervision Method Using the Minimum Dominating Set, Springer Optimization and Its Applications, Springer (2014) (2014)
- Analyzing the co-movements of the US Gross State Product Growth with the use of the Minimum Dominating Set
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics
- Convergence of European Business Cycles: A Complex Networks Approach
Working Paper series, Rimini Centre for Economic Analysis View citations (3)
See also Journal Article Convergence of European Business Cycles: A Complex Networks Approach, Computational Economics, Springer (2016) View citations (6) (2016)
- Convergence of European Business Cycles: Evidence from a Graph Theory-based Model
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics
- European Business Cycle Synchronization: a Complex Network Perspective
Working Paper series, Rimini Centre for Economic Analysis View citations (1)
See also Chapter European Business Cycle Synchronization: A Complex Network Perspective, Springer Optimization and Its Applications, Springer (2014) View citations (1) (2014)
- Forecasting Bank Credit Ratings
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (11)
Also in Working Paper series, Rimini Centre for Economic Analysis (2013) View citations (2)
See also Journal Article Forecasting bank credit ratings, Journal of Risk Finance, Emerald Group Publishing Limited (2014) View citations (1) (2014)
- Market Sentiment and Exchange Rate Directional Forecasting
Working Paper series, Rimini Centre for Economic Analysis View citations (4)
See also Journal Article Market sentiment and exchange rate directional forecasting, Algorithmic Finance, IOS Press (2015) View citations (7) (2015)
- Public Debt and Private Consumption in OECD countries
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (5)
See also Journal Article Public debt and private consumption in OECD countries, The Journal of Economic Asymmetries, Elsevier (2014) View citations (6) (2014)
- Yield Curve and Recession Forecasting in a Machine Learning Framework
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (14)
Also in Working Paper series, Rimini Centre for Economic Analysis (2014) View citations (7)
See also Journal Article Yield Curve and Recession Forecasting in a Machine Learning Framework, Computational Economics, Springer (2015) View citations (17) (2015)
2013
- Asymmetric Fiscal Policy Shocks
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics
- Comparison of Simple Sum and Divisia Monetary Aggregates in GDP Forecasting: A Support Vector Machines Approach
Working Paper series, Rimini Centre for Economic Analysis View citations (15)
See also Journal Article Comparison of simple sum and Divisia monetary aggregates in GDP forecasting: a support vector machines approach, Economics Bulletin, AccessEcon (2013) View citations (13) (2013)
- Complex Networks and Banking Systems Supervision
Working Papers Series, Central Bank of Brazil, Research Department View citations (22)
See also Journal Article Complex networks and banking systems supervision, Physica A: Statistical Mechanics and its Applications, Elsevier (2013) View citations (24) (2013)
- Fiscal shocks and asymmetric effects: a comparative analysis
Papers, arXiv.org View citations (1)
See also Journal Article Fiscal shocks and asymmetric effects: A comparative analysis, The Journal of Economic Asymmetries, Elsevier (2015) View citations (3) (2015)
- Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics 
Also in Working Paper series, Rimini Centre for Economic Analysis (2013) View citations (4)
- Forecasting the insolvency of U.S. banks using Support Vector Machines (SVM) based on Local Learning Feature Selection
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (5)
See also Journal Article Forecasting the insolvency of US banks using support vector machines (SVMs) based on local learning feature selection, International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd (2013) View citations (5) (2013)
2012
- Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (5)
- Economic Viability And Macroeconomic Impact Of The Burgas - Alexandroupolis Pipeline
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics
- Optimum Currency Areas within the US and Canada a Data Analysis Approach
DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics
Journal Articles
2024
- Forecasting East and West Coast Gasoline Prices with Tree-Based Machine Learning Algorithms
Energies, 2024, 17, (6), 1-14
- Fuel Price Networks in the EU
Economies, 2024, 12, (5), 1-24
2023
- Cryptocurrencies and Long-Range Trends
IJFS, 2023, 11, (1), 1-17
- Machine Learning in Forecasting Motor Insurance Claims
Risks, 2023, 11, (9), 1-19 View citations (1)
- Machine Learning in Renewable Energy
Energies, 2023, 16, (5), 1-3
2022
- Emerging Trends in Energy Economics
Energies, 2022, 15, (14), 1-2 View citations (2)
- Forecasting Bitcoin Spikes: A GARCH-SVM Approach
Forecasting, 2022, 4, (4), 1-15
- Forecasting unemployment in the euro area with machine learning
Journal of Forecasting, 2022, 41, (3), 551-566 View citations (12)
- Mind the gap: forecasting euro-area output gaps with machine learning
Applied Economics Letters, 2022, 29, (19), 1824-1828 View citations (2)
- Supervision of Banking Networks Using the Multivariate Threshold-Minimum Dominating Set (mT-MDS)
JRFM, 2022, 15, (6), 1-13
- The Convergence Evolution in Europe from a Complex Networks Perspective
JRFM, 2022, 15, (10), 1-14
- The resilience of the U.S. banking system
International Journal of Finance & Economics, 2022, 27, (3), 2819-2835
2021
- An AutoML application to forecasting bank failures
Applied Economics Letters, 2021, 28, (1), 5-9 View citations (2)
- Forecasting Natural Gas Spot Prices with Machine Learning
Energies, 2021, 14, (18), 1-13 View citations (6)
- Gold Against the Machine
Computational Economics, 2021, 57, (1), 5-28 View citations (2)
- Machine Learning in Economics and Finance
Computational Economics, 2021, 57, (1), 1-4 View citations (16)
2020
- Forecasting Credit Ratings of EU Banks
IJFS, 2020, 8, (3), 1-15 View citations (1)
- Forecasting S&P 500 spikes: an SVM approach
Digital Finance, 2020, 2, (3), 241-258 View citations (1)
2019
- A re-evaluation of the Feldstein-Horioka puzzle in the Eurozone
Journal of Risk & Control, 2019, 6, (1), 19-35
- A re-evaluation of the term spread as a leading indicator
International Review of Economics & Finance, 2019, 64, (C), 476-492 View citations (4)
- Forecasting transportation demand for the U.S. market
Transportation Research Part A: Policy and Practice, 2019, 126, (C), 195-214 View citations (3)
2018
- A Network Analysis of the United Kingdom’s Consumer Price Index
Computational Economics, 2018, 51, (2), 173-193 View citations (5)
See also Working Paper A Network Analysis of the United Kingdom’s Consumer Price Index, DUTH Research Papers in Economics (2015) (2015)
- Forecasting bank failures and stress testing: A machine learning approach
International Journal of Forecasting, 2018, 34, (3), 440-455 View citations (30)
- Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach
Applied Economics Letters, 2018, 25, (14), 1029-1033 
See also Working Paper Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach, Working Papers (2017) (2017)
- Oil Market Efficiency under a Machine Learning Perspective
Forecasting, 2018, 1, (1), 1-12 View citations (2)
2017
- Income inequality: A complex network analysis of US states
Physica A: Statistical Mechanics and its Applications, 2017, 483, (C), 423-437 View citations (1)
- The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach
Journal of Forecasting, 2017, 36, (2), 109-121 View citations (6)
See also Working Paper The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach, DUTH Research Papers in Economics (2019) (2019)
2016
- Bank supervision using the Threshold-Minimum Dominating Set
Physica A: Statistical Mechanics and its Applications, 2016, 451, (C), 23-35 View citations (2)
- Convergence of European Business Cycles: A Complex Networks Approach
Computational Economics, 2016, 47, (2), 97-119 View citations (6)
See also Working Paper Convergence of European Business Cycles: A Complex Networks Approach, Working Paper series (2014) View citations (3) (2014)
- International business cycle synchronization since the 1870s: Evidence from a novel network approach
Physica A: Statistical Mechanics and its Applications, 2016, 447, (C), 286-296 View citations (7)
See also Working Paper International Business Cycle Synchronization Since the 1870s: Evidence from a Novel Network Approach, DUTH Research Papers in Economics (2015) (2015)
- Testing Exchange Rate Models in a Small Open Economy: an SVR Approach
Bulletin of Applied Economics, 2016, 3, (2), 9-29 View citations (3)
2015
- Fiscal shocks and asymmetric effects: A comparative analysis
The Journal of Economic Asymmetries, 2015, 12, (1), 22-33 View citations (3)
See also Working Paper Fiscal shocks and asymmetric effects: a comparative analysis, Papers (2013) View citations (1) (2013)
- Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques
Journal of Forecasting, 2015, 34, (7), 560-573 View citations (24)
See also Working Paper Forecasting daily and monthly exchange rates with machine learning techniques, DUTH Research Papers in Economics (2015) View citations (1) (2015)
- Forecasting the U.S. real house price index
Economic Modelling, 2015, 45, (C), 259-267 View citations (8)
See also Working Paper Forecasting the U.S. Real House Price Index, Papers (2017) (2017)
- Market sentiment and exchange rate directional forecasting
Algorithmic Finance, 2015, 4, (1-2), 69-79 View citations (7)
See also Working Paper Market Sentiment and Exchange Rate Directional Forecasting, Working Paper series (2014) View citations (4) (2014)
- US inflation dynamics on long-range data
Applied Economics, 2015, 47, (36), 3874-3890 View citations (8)
See also Working Paper US inflation dynamics on long range data, DUTH Research Papers in Economics (2015) View citations (6) (2015)
- Yield Curve Point Triplets in Recession Forecasting
International Finance, 2015, 18, (2), 207-226 View citations (8)
- Yield Curve and Recession Forecasting in a Machine Learning Framework
Computational Economics, 2015, 45, (4), 635-645 View citations (17)
See also Working Paper Yield Curve and Recession Forecasting in a Machine Learning Framework, DUTH Research Papers in Economics (2014) View citations (14) (2014)
2014
- Forecasting bank credit ratings
Journal of Risk Finance, 2014, 15, (2), 195-209 View citations (1)
See also Working Paper Forecasting Bank Credit Ratings, DUTH Research Papers in Economics (2014) View citations (11) (2014)
- Forecasting energy markets using support vector machines
Energy Economics, 2014, 44, (C), 135-142 View citations (34)
- Public debt and private consumption in OECD countries
The Journal of Economic Asymmetries, 2014, 11, (C), 1-7 View citations (6)
See also Working Paper Public Debt and Private Consumption in OECD countries, DUTH Research Papers in Economics (2014) View citations (5) (2014)
2013
- Comparison of simple sum and Divisia monetary aggregates in GDP forecasting: a support vector machines approach
Economics Bulletin, 2013, 33, (2), 1101-1115 View citations (13)
See also Working Paper Comparison of Simple Sum and Divisia Monetary Aggregates in GDP Forecasting: A Support Vector Machines Approach, Working Paper series (2013) View citations (15) (2013)
- Complex networks and banking systems supervision
Physica A: Statistical Mechanics and its Applications, 2013, 392, (19), 4429-4434 View citations (24)
See also Working Paper Complex Networks and Banking Systems Supervision, Working Papers Series (2013) View citations (22) (2013)
- Forecasting the insolvency of US banks using support vector machines (SVMs) based on local learning feature selection
International Journal of Computational Economics and Econometrics, 2013, 3, (1/2), 83-90 View citations (5)
See also Working Paper Forecasting the insolvency of U.S. banks using Support Vector Machines (SVM) based on Local Learning Feature Selection, DUTH Research Papers in Economics (2013) View citations (5) (2013)
- Testing purchasing power parity in a DFA rolling Hurst framework: the case of 23 OECD countries
Applied Financial Economics, 2013, 23, (17), 1399-1406 View citations (3)
Chapters
2014
- A Novel Banking Supervision Method Using the Minimum Dominating Set
Springer
See also Working Paper A Novel Banking Supervision Method using the Minimum Dominating Set, Rimini Centre for Economic Analysis (2014) (2014)
- European Business Cycle Synchronization: A Complex Network Perspective
Springer View citations (1)
See also Working Paper European Business Cycle Synchronization: a Complex Network Perspective, Rimini Centre for Economic Analysis (2014) View citations (1) (2014)
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