Details about Theophilos Papadimitriou

Access statistics for papers by Theophilos Papadimitriou.

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Short-id: ppa782

Working Papers

2023

1. 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

2. Credit Rating Agencies: Evolution or Extinction?
   DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics

2019

3. Money Neutrality, Monetary Aggregates and Machine Learning
   DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (5)
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)
5. 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

6. 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

7. Forecasting the U.S. Real House Price Index
   Papers, arXiv.org
   Also in DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2014) View citations (11)
   Working Paper series, Rimini Centre for Economic Analysis (2014) View citations (15)
   Working Papers, University of Pretoria, Department of Economics (2014) View citations (1)
   See also Journal Article Forecasting the U.S. real house price index, Economic Modelling, Elsevier (2015) View citations (8) (2015)
8. 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

9. 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)
10. The Term Premium as a Leading Macroeconomic Indicator
    Working Papers, University of Pretoria, Department of Economics View citations (3)

2015

11. 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)
12. 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)
13. 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)
14. 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

15. A Novel Banking Supervision Method using a Threshold-Minimum Dominating Set
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics
16. 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)
17. 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
18. 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)
19. Convergence of European Business Cycles: Evidence from a Graph Theory-based Model
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics
20. 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)
21. 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)
22. 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)
23. 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)
24. Yield Curve and Recession Forecasting in a Machine Learning Framework
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (15)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2014) View citations (8)
    See also Journal Article Yield Curve and Recession Forecasting in a Machine Learning Framework, Computational Economics, Springer (2015) View citations (17) (2015)

2013

25. Asymmetric Fiscal Policy Shocks
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics
26. 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)
27. 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)
28. 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)
29. Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques
    Working Paper series, Rimini Centre for Economic Analysis View citations (4)
    Also in DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2013)
30. 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

31. 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)
32. Economic Viability And Macroeconomic Impact Of The Burgas - Alexandroupolis Pipeline
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics
33. 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

1. Forecasting East and West Coast Gasoline Prices with Tree-Based Machine Learning Algorithms
   Energies, 2024, 17, (6), 1-14 View citations (1)
2. Fuel Price Networks in the EU
   Economies, 2024, 12, (5), 1-24

2023

3. Cryptocurrencies and Long-Range Trends
   IJFS, 2023, 11, (1), 1-17
4. Machine Learning in Forecasting Motor Insurance Claims
   Risks, 2023, 11, (9), 1-19 View citations (2)
5. Machine Learning in Renewable Energy
   Energies, 2023, 16, (5), 1-3

2022

6. Emerging Trends in Energy Economics
   Energies, 2022, 15, (14), 1-2 View citations (2)
7. Forecasting Bitcoin Spikes: A GARCH-SVM Approach
   Forecasting, 2022, 4, (4), 1-15
8. Forecasting unemployment in the euro area with machine learning
   Journal of Forecasting, 2022, 41, (3), 551-566 View citations (12)
9. Mind the gap: forecasting euro-area output gaps with machine learning
   Applied Economics Letters, 2022, 29, (19), 1824-1828 View citations (2)
10. Supervision of Banking Networks Using the Multivariate Threshold-Minimum Dominating Set (mT-MDS)
    JRFM, 2022, 15, (6), 1-13
11. The Convergence Evolution in Europe from a Complex Networks Perspective
    JRFM, 2022, 15, (10), 1-14
12. The resilience of the U.S. banking system
    International Journal of Finance & Economics, 2022, 27, (3), 2819-2835

2021

13. An AutoML application to forecasting bank failures
    Applied Economics Letters, 2021, 28, (1), 5-9 View citations (2)
14. Forecasting Natural Gas Spot Prices with Machine Learning
    Energies, 2021, 14, (18), 1-13 View citations (7)
15. Gold Against the Machine
    Computational Economics, 2021, 57, (1), 5-28 View citations (2)
16. Machine Learning in Economics and Finance
    Computational Economics, 2021, 57, (1), 1-4 View citations (16)

2020

17. Forecasting Credit Ratings of EU Banks
    IJFS, 2020, 8, (3), 1-15 View citations (1)
18. Forecasting S&P 500 spikes: an SVM approach
    Digital Finance, 2020, 2, (3), 241-258 View citations (1)

2019

19. A re-evaluation of the Feldstein-Horioka puzzle in the Eurozone
    Journal of Risk & Control, 2019, 6, (1), 19-35
20. A re-evaluation of the term spread as a leading indicator
    International Review of Economics & Finance, 2019, 64, (C), 476-492 View citations (4)
21. Forecasting transportation demand for the U.S. market
    Transportation Research Part A: Policy and Practice, 2019, 126, (C), 195-214 View citations (3)

2018

22. 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)
23. Forecasting bank failures and stress testing: A machine learning approach
    International Journal of Forecasting, 2018, 34, (3), 440-455 View citations (30)
24. 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)
25. Oil Market Efficiency under a Machine Learning Perspective
    Forecasting, 2018, 1, (1), 1-12 View citations (2)

2017

26. Income inequality: A complex network analysis of US states
    Physica A: Statistical Mechanics and its Applications, 2017, 483, (C), 423-437 View citations (1)
27. 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

28. Bank supervision using the Threshold-Minimum Dominating Set
    Physica A: Statistical Mechanics and its Applications, 2016, 451, (C), 23-35 View citations (2)
29. 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)
30. 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)
31. 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

32. 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)
33. 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)
34. 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)
35. 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)
36. 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)
37. Yield Curve Point Triplets in Recession Forecasting
    International Finance, 2015, 18, (2), 207-226 View citations (9)
38. 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 (15) (2014)

2014

39. 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)
40. Forecasting energy markets using support vector machines
    Energy Economics, 2014, 44, (C), 135-142 View citations (34)
41. 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

42. 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)
43. 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)
44. 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)
45. 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

1. 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)
2. 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)