Publications

Publications.

The list is not exhaustive. For further information on current papers, books, citations, working papers etc, please use any of the email adresses provided in my contact page. The following list includes the most significant publications.
Google scholar for updates: https://scholar.google.gr/citations?hl=en&user=zZCxPpAAAAAJ&view_op=list_works&sortby=pubdate

 

Academic Journals 

(List of most significant)



 – WANG H, JAHANSHAHI H, WANG M-K, BEKIROS S, LIU J, ALY A-A (2021). A Caputo-Fabrizio fractional-order model of HIV/AIDS with treatment compartment: Sensitivity analysis and optimal control strategies. ENTROPY, doi.org/10.3390/e23050610

- LI Y-X, JAHANSHAHI H, BEKIROS S, HE S, SUN Y-L, GOMEZ F, ALY A-A (2021). A Chaotic Hydraulic generator regulating system: Dynamic analysis and Control using Chebyshev Neural Network-based Non-singular fast terminal sliding mode method. Under review COMPUTATIONAL AND APPLIED MATHEMATICS

– BAGHERI E, EBRAHIMI S-B, MOHAMMADI A, MIRI M, BEKIROS S (2021). The dynamic volatility connectedness structure of energy futures and global financial markets: Evidence from a novel time-frequency domain approach. COMPUTATIONAL ECONOMICS, DOI.ORG/10.1007/S10614-021-10120-X

– LAHMIRI S, BEKIROS S, GIAKOUMELOU A (2021). Multi-Scale Analysis Reveals Different Patterns in Technical Indicators of Blockchain. Forthcoming FRACTALS

– LAHMIRI S, GIAKOUMELOU A, BEKIROS S (2021). An Adaptive Sequential-Filtering Learning System for Credit Risk Modeling. SOFT COMPUTING, doi.org/10.1007/s00500-021-05833-y

– LAHMIRI S, BEKIROS S, AVDOULAS C (2021). Optimal Predictive Systems for House Price Evaluation: A Comparison of Three Models. Forthcoming INTELLIGENT SYSTEMS IN ACCOUNTING, FINANCE AND MANAGEMENT

– JAHANSHAHI H, ZAMBRANO-SERRANO E, BEKIROS S, WEI Z, VOLOS C, CASTILLO O, ALY A-A (2021). On the dynamical investigation and synchronization of variable-order fractional neural networks: The Hopfield-like neural network model. Forthcoming THE EUROPEAN PHYSICAL JOURNAL SPECIAL TOPICS

– JAHANSHAHI H, DUTTA H, ZAMBRANO-SERRANO E, GREBENYUK V, BEKIROS S, ALY A-A (2021). Incorporating fast and intelligent control technique into ecology: A Chebyshev neural network-based terminal sliding mode approach for fractional chaotic ecological systems. Forthcoming ECOLOGICAL COMPLEXITY

– JAHANSHAHI H, BEKIROS S, GRITLI H, CHU Y-M, GÓMEZ AGUILAR J-F, ALY A-A (2021). Tracking Control and Stabilization of a Fractional Financial Risk system using novel Active Finite‐time Fault‐tolerant controls. Forthcoming FRACTALS

- WANG Y-L, JAHANSHAHI H, BEKIROS S, BEZZINA F, CHU Y-M, ALY A-A (2021). Deep Recurrent Neural Networks with Finite-Time Terminal Sliding Mode Control for a Chaotic Fractional-Order Financial System with Market Confidence. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2021.110881

- BEKIROS S, JAHANSHAHI H, BEZZINA F, ALY A-A (2021). A Novel Fuzzy Mixed H2/H∞ Optimal Controller for Hyperchaotic Financial Systems. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2021.110878

–YAHYA M, UDDIN S, BEKIROS S, JAYASEKERA R, GLING K (2021). Weak Financial Returns and the “Valley of Death” Effect: Investing in the Biopharmaceutical Sector. under revisions ANNALS OF OPERATIONS RESEARCH

–CHU Y-M, BEKIROS S, SERRANO-ZAMBRANO E, OROSCO-LOPEZ O, LAHMIRI S, JAHANSHAHI H, ALY A-A (2021). Artificial Macro-Economics: A Chaotic Discrete-Time Fractional-Order Laboratory Model. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2021.110776

–JAHANSHAHI H, SAJJADI S, BEKIROS S, ALY A (2021).On the development of variable-order fractional hyperchaotic economic system with a nonlinear model predictive controller. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2021.110698

–LAHMIRI S, BEKIROS S (2021). Deep Learning Forecasting in Cryptocurrency High-Frequency Trading. COGNITIVE COMPUTATION, Springer-NATURE, 10.1007/s12559-021-09841-w

–YASAMI, A; YOUSEFPOUR A; JAHANSHAHI H; BEKIROS S; CHU Y-M; GÓMEZ AGUILAR J-F (2021). Cancer chemotherapy treatment using a novel fuzzy-reinforcement learning based optimal control method. Forthcoming THE EUROPEAN PHYSICAL JOURNAL PLUS

–BEKIROS S, JAHANSHAHI H, CHU J-M, GOMEZ-AGUILAR J.F, MUNOZ-PACHECO J-M, ALSAAHADI F. E, ALASSAFI M. O (2021). Use of evolutionary algorithms in a fractional framework to prevent the spread of coronavirus. Forthcoming CHAOS, SOLITONS AND FRACTALS

–LAHMIRI S, TADJ C, GARGOUR C, BEKIROS S (2021). Characterization of Infant Healthy and Pathological Cry Signals in Cepstrum Domain Based on Approximate Entropy and Correlation Dimension. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2020.110639

–JAHANSHAHI H, MUNOZ-PACHECO J-M, BEKIROS S, ALOTAIBI N.D (2021). A fractional-order SIRD model with time-dependent memory indexes for encompassing the multi-fractional characteristics of the COVID-19. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2020.110632

–CHEN S-B, RAJAEE F, YOUSEFPOUR A, ALCARAZ R, CHU Y-M, GÓMEZ-AGUILAR J.F, BEKIROS S, ALY A-A. JAHANSHAHI H (2020). Antiretroviral therapy of HIV infection using a novel optimal type-2 fuzzy control strategy. ALEXANDRIA ENGINEERING JOURNAL, doi.org/10.1016/J.AEJ.2020.11.009

–LAHMIRI S, SENSOY A, BEKIROS S, ERDINC A (2020). Statistical Analysis of Wavelet Leaders Reveals Differences in Multi-Fractal Characteristics of Stock Price and Return Series: Evidence from Turkish High Frequency Data. Forthcoming FRACTALS

–LAHMIRI S, BEKIROS S (2020). The Effect of COVID-19 on Long Memory in Returns and Volatility of Cryptocurrency and Stock Markets. Forthcoming FRACTALS

–AHMAD W, BEKIROS S (2020). Understanding the Business Cycle and Credit Cycle Dynamics in India. Forthcoming INTERNATIONAL REVIEW OF ECONOMICS AND FINANCE, revise and resubmit

–AHMAD W, BEKIROS S (2020). Understanding the Indian banking Crisis and its Twin-Balance Sheet Characteristics. Forthcoming INTERNATIONAL REVIEW OF ECONOMICS AND FINANCE, revise and resubmit

–ZHOU S-S, JAHANSHAHI H, DIN Q, BEKIROS S, ALCARAZ R, ALASSAFI M-O, ALSAADI F-E, CHU Y-M (2020). Discrete-time macroeconomic system: Bifurcation analysis and synchronization using fuzzy-based activation feedback control. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2020.110378

–CHEN S-B, SORADI-ZEID S, BEKIROS S, JAHANSHAHI H, ALCAZAR R, GOMEZ-AGUILAR J.F, BEKIROS S, CHU Y-M (2020). Optimal Control of Time-Delay Fractional Equations via a Joint Application of Radial Basis Functions and Collocation Method. ENTROPY, doi:10.3390/e22100000

–JAHANSHAHI H, BEKIROS S, LAHMIRI S, GREBENYUK V, CHU Y-M (2020). Optimal chaotic control of dynamic macroeconomic models using reinforcement learning. Under revisions FRACTALS

–ZHENG C, RAJAIE F, CHEN S, ALCARAZ R, JAHANSHAHI H, BEKIROS S, ALIREZA B, CHU Y-M (2020). Recurrent neural network-based robust nonsingular sliding mode control with input saturation for a non-holonomic spherical robot. IEEE ACCESS doi10.1109/ACCESS.2020.3030775

–BEKIROS S, HEDSTRÖM A, JAYASEKERA E, MISHRA T, UDDIN S (2020). Correlated at the Tail: Implications of Asymmetric Tail-Dependence across Bitcoin Markets. COMPUTATIONAL ECONOMICS  doi.org10.1007/S10614-020-10058-6

–YOUSEFPOUR A, DERBELI M, BARAMBONES O, JAHANSHAHI H, BEKIROS S, CHU Y-M (2020). On SISO and MIMO disturbance-observer-based adaptive terminal sliding mode control subject to control input limitations: Experimental implementation and application to chaotic systems. Fothcoming JOURNAL OF ADVANCED RESEARCH

–CHEN S-B, ABBA O-A, SOLÍS-PÉREZ J.E. BEKIROS S, GÓMEZ-AGUILAR J.F., YOUSEFPOUR A, JAHANSHAH H, CHU Y-M (2020). The effect of market confidence on a financial system from the perspective of fractional calculus: Numerical investigation and circuit realization. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2020.110223

–LAHMIRI S, BEKIROS S (2020). Randomness, Informational Entropy and Volatility Interdependencies among the major world markets: The role of the Covid-19 Pandemic. ENTROPY, doi.org/10.3390/e22080833

–LAHMIRI S, BEKIROS S (2020). Renyi entropy and mutual information measurement of market expectations and investor fear during the COVID-19 pandemic. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2020.110084

–BEKIROS S, SAHOO M, MALLICK H, MAHALIK M K (2020). Factors Influencing India’s Current Account Balance: Implication for Achieving Its External Sector Sustainability. JOURNAL OF PUBLIC AFFAIRS, dx.doi.org/10.1002/pa.2311

–LAHMIRI S, BEKIROS S (2020). The Impact of COVID-19 Pandemic upon Stability and Sequential Irregularity of Equity and Cryptocurrency Markets. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2020.109936

–NESLIHANOGLU S, BEKIROS S, MCCOLL J, LEE D (2020). Multivariate Time-Varying Parameter Modeling for Stock Markets. EMPIRICAL ECONOMICS doi.org/10.1007/s00181-020-01896-2

–AVDOULAS C, BEKIROS S (2020). Revisiting the Dynamic Linkages of Treasury Bond Yields for the BRICS: A Forecasting Analysis. FORECASTING, doi.org/10.3390/forecast2020006

–BEKIROS S, JAHANSHAHI H, YOUSEFPOUR A (2020). Optimal policies for control of the novel coronavirus (COVID-19). CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2020.109883 

–LAHMIRI S, BEKIROS S, GIAKOUMELOU A (2020). Multi-Scale Analysis Reveals Different Patterns in Technical Indicators of Blockchain. Forthcoming FRACTALS

–BEKIROS S, KOULOUMPOU D (2020).SBDiEM: A new Mathematical model of Infectious Disease Dynamics. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2020.109828

–SEGNON M, BEKIROS S (2020). Forecasting Volatility in Bitcoin Market. ANNALS OF FINANCE, 10.1007/s10436-020-00368-y

–WANG S, BEKIROS S, YOUSEFPOUR A, HE S,  CASTILLO O, JAHANSHAHI H (2020). Synchronization of fractional delay financial system using a novel type-2 fuzzy active control method. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2020.109768

–ALTAN A, KARASU S, BEKIROS S, AHMAD W (2020). A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series. ENERGY (The International Journal)  doi.org/10.1016/j.energy.2020.118750

–BEKIROS SHAHZAD H, JAMMAZI R, ALOUI C (2020). Spillovers across European sovereign credit markets and role of surprise and uncertainty. APPLIED ECONOMICS, doi.org/10.1080/00036846.2019.1659930

–LAHMIRI S, BEKIROS S (2020). Intelligent forecasting with machine learning trading systems in chaotic intraday Bitcoin market. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2020.109641

–LAHMIRI S, BEKIROS S, AVDOULAS C (2020). Optimal Predictive Systems for House Price Evaluation: A Comparison of Three Models. Forthcoming INTELLIGENT SYSTEMS IN ACCOUNTING, FINANCE AND MANAGEMENT

–BEKIROS S, JAHANSHAHI H, SORADI-ZEID S, YOUSEFPOUR A (2020). King algorithm: a novel optimization approach based on variable-order fractional calculus with application in chaotic financial systems. CHAOS, SOLITONS AND FRACTALS doi.org/10.1016/j.chaos.2019.109569 

–BEKIROS S, LAHMIRI S, BEZZINA F, GIAKOUMELOU A (2020). Performance Assessment of Ensemble Learning Systems in Financial Data Classification. INTELLIGENT SYSTEMS IN ACCOUNTING, FINANCE AND MANAGEMENT, doi.org/10.1002/isaf.1460

–BEKIROS S, AVDOULAS C, LUCEY B (2019). The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach. STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS  doi.org/10.1515/snde-2018-0105

–BEKIROS S, SANG H, KANG, SEONG-MIN YOON, UDDIN G (2019). Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets. COMPUTATIONAL ECONOMICS, doi.org/10.1007/s10614-019-09935-6

–LAHMIRI S, BEKIROS S (2019). Big Data Analytics using Multi-Fractal Wavelet Leaders in High-Frequency Bitcoin Markets. CHAOS, SOLITONS AND FRACTALS doi.org/10.1016/j.chaos.2019.109472

–LAHMIRI S, BEKIROS S (2019). Can Machine Learning Approaches Predict Corporate Bankruptcy? Evidence from a Qualitative Experimental Design. QUANTITATIVE FINANCE  doi.org/10.1080/14697688.2019.1588468

–ALTAN A, KARASU S, BEKIROS S (2019). Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2019.07.011

–LAHMIRI S, BEKIROS S (2019). Nonlinear analysis of Casablanca Stock Exchange, Dow Jones and S&P500 industrial sectors with a comparison. PHYSICA A doi.org/10.1016/j.physa.2019.122923 

–LAHMIRI S, BEKIROS S (2019). 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. PHYSICA A  doi.org/10.1016/j.physa.2019.122858

–UDDIN G, GENÇAY R, BEKIROS S, SAHAMKHADAM M (2019). Enhancing the Predictability of Crude Oil Markets with Hybrid Wavelet approaches. ECONOMICS LETTERS, doi.org/10.1016/j.econlet.2019.05.041

–BEKIROS S, KOULOUMPOU D (2019). On the Pricing of Exotic Options: a New Closed-Form Valuation Approach. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2018.09.030

–JAHANSHAHI H, YOUSEFPOUR A, WEI Z, ALCARAZ R, BEKIROS S (2019). A financial hyperchaotic system with coexisting attractors: dynamic investigation, entropy analysis, control and synchronization. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2019.05.023

–LAHMIRI S, BEKIROS S (2019). Decomposing the persistence structure of Islamic and green crypto-currencies with nonlinear stepwise filtering. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2019.07.012

–TIWARI A, GUPTA R, BEKIROS S, (2019). Chaos in G7 stock markets using over one century of data: A note. RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE. doi.org/10.1016/j.ribaf.2018.08.005

–AHMAD W, VERMA R, BEKIROS S, UDDIN G (2019). Analysing the Systemic Risk of Indian Banks. ECONOMICS LETTERS doi.org/10.1016/j.econlet.2019.01.003

–ΒEKIROS S, NILAVONGSE R, UDDIN G (2020). Expectation-Driven House Prices and Debt Defaults: the Effectiveness of Monetary and Macroprudential Policies. JOURNAL OF FINANCIAL STABILITY. doi.org/10.1016/j.jfs.2020.100760  

–LAHMIRI S, BEKIROS S (2018). Cryptocurrency Forecasting with Deep Learning Chaotic Neural Networks. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2018.11.014 

–LAHMIRI S, BEKIROS S, AVDOULAS C (2018). Time-Dependent Complexity Measurement of Causality in International Equity Markets: A Spatial Approach. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2018.09.030

–LAHMIRI S, BEKIROS S (2018). The Informational Dynamics of Mean-Variance Relationships in Fertilizer Markets: An Entropic Investigation. ENTROPY, doi.org/10.3390/e20090677

–STAVROYIANNIS S, BABALOS V, BEKIROS S, LAHMIRI S, UDDIN G (2018). The High Frequency Multifractal Properties of Bitcoin. PHYSICA A doi.org/10.1016/j.physa.2018.12.037

–LAHMIRI S, BEKIROS S, STAVROYIANNIS S, BABALOS V (2018). Modelling Volatility Persistence under Stochasticity Assumptions: Evidence from Common and Alternative Investments. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2018.06.025

–UDDIN G, BEKIROS S, NY Y-L, DAHLEN O (2019). The Dynamic Dependence Structure of Commodity and Equity Markets. Forthcoming JOURNAL OF FORECASTING

–JAMMAZI R, NGUYEN S, BEKIROS S, ALOUI C (2018). Time-Varying Nonlinear Causality Nexus between European CDS Markets: A Complex Network Analysis. APPLIED ECONOMICS, doi.org/10.1080/00036846.2018.1470313

–SHAHZAD S, BOURI E, ARREOLA-HERNANDEZ J, BEKIROS S, ROUBAOUD D (2019). Spillover across Eurozone credit market sectors and determinants. APPLIED ECONOMICS, doi.org/10.1080/00036846.2019.1619014

–BEKIROS S, NGUYEN S, JAMMAZI R, SHAWKAT H (2018). Sovereign bond market dependencies and crisis transmission around the Eurozone debt crisis: a dynamic copula approach. APPLIED ECONOMICS, doi.org/10.1080/00036846.2018. 1470313

–BEKIROS S, PHILIPPAS AVDOULAS C (2019). Financial and Retirement Literacy in the Aftermath of the financial crisis: Checks and Balances. RISK ANALYSIS (under review)

–SHAHZAD S, VAN HOANG T.H, ARREOLA-HERNANDEZ J, BEKIROS S (2019). A New Systemic Risk Index: Cross-Quantilogram Analysis of European Banks. JOURNAL OF FINANCE (under review) 

–LAHMIRI S, BEKIROS, S (2018). Time-Varying Self-Similarity in Alternative Investments. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2018.04.004

–BEKIROS S, NILAVONGSE R, UDDIN G (2018). Bank capital shocks and countercyclical requirements: Implications for banking stability and welfare. JOURNAL OF ECONOMIC DYNAMICS AND CONTROL, doi.org/10.1016/j.jedc.2018.01.049  

–BEKIROS S, ARREOLA-HERNANDEZ J, UDDIN G, MUZAFFAR A-T (2019). On the Predictability of Crude Oil Market: A Hybrid Multi-Scale Wavelet Approach. Forthcoming JOURNAL OF FORECASTING

–BEKIROS S, LOUKERIS N, MATSATSINIS N, BEZZINA F (2018). Customer Satisfaction Prediction in the Shipping Industry with Hybrid Meta-Heuristic Approaches. COMPUTATIONAL ECONOMICS, doi: 10.1007/s10614-018-9842-5

–LAHMIRI S, BEKIROS, S, SALVI A (2018). Long-Range Memory, Distributional Variation and Randomness of Bitcoin Volatility. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2017.12.018  

–SEGNON M, BEKIROS S (2018). Forecasting Inflation Uncertainty in the G7 Countries. ECONOMETRICS JOURNAL, doi.org/10.3390/econometrics6020023

–LAHMIRI S, BEKIROS, S (2018). Chaos, randomness and multi-fractality in Bitcoin market. CHAOS, SOLITONS AND FRACTALS, doi: 10.1016/j.chaos.2017.11.005 

–BEKIROS S, SJÖ B, SWEENEY R (2018). Pitfalls in Cross-Section studies with Integrated Regressors: A Survey and New Developments. JOURNAL OF ECONOMIC SURVEYS, doi: dx.doi.org/10.1111/joes.12246

–BEKIROS S, JLASSI M, NAOUI K, UDDIN G (2018). Risk Perception in Financial Markets: On the Flip Side. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, doi.org/10.1016/j.irfa.2018.03.005

–BEKIROS S, STAVROYIANNIS S, BABALOS V, LAHMIRI S (2018). Is Anti-Herding behaviour Spurious?. FINANCE RESEARCH LETTERS, doi.org/10.1016/j.frl.2018.09.003

–SHAHZAD S, ARREOLA-HERNANDEZ J, BEKIROS S, SHAHBAZ M, KAYANI G, M (2018). A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling. JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS AND MONEY, doi.org/10.1016/j.intfin.2018.02.013

–LABIDI C, RAHMAN M-L, HEDSTROM A, UDDIN G, BEKIROS S (2018). Quantile Dependence between Developed and Emerging Stock Market Aftermath of the Global Financial Crisis. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, doi.org/10.1016/j.irfa.2018.08.005

–GKILLAS K, BEKIROS S, SYRIOPOULOS K (2019). Extreme Correlation in Cryptocurrency Markets. JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS AND MONEY (under revisions) 

–STAVROYIANNIS S, BABALOS V, BEKIROS S, LAHMIRI S, UDDIN G (2018). The High Frequency Multifractal properties of Bitcoin. PHYSICA A doi.org/10.1016/j.physa.2018.12.037

–SHAHZAD S-J, ARREOLA HERNANDEZ J, ROUBAUD D, RAZA N, BEKIROS S, (2018). Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit. JOURNAL OF QUANTITATIVE ECONOMICS doi.org/10.1007/s40953-019-00163-1

–BEKIROS S, LOUKERIS N, ELEFTHERIADIS I, SALVI A (2018). Meta-Heuristic Approaches in Optimal Portfolio Selection. JOURNAL OF EVOLUTIONARY ECONOMICS (under review) 

–BEKIROS S, LOUKERIS N, ELEFTHERIADIS I (2018). Portfolio Optimization with investor utility preference of higher-order moments: A behavioral approach. REVIEW OF BEHAVIORAL ECONOMICS, dx.doi.org/10.1561/105.00000060

–BEKIROS S, TSEKERIS T, VOGIATZOGLOU K (2011). Multi-Regional Agent-Based Modeling of Household and Firm Location Choices with Endogenous Transport Costs. ERSA conference papers, No. ersa10p479

–BEKIROS S, LOUKERIS N, ELEFTHERIADIS I (2018). Portfolio Optimization with investor utility preference of higher-order moments: A behavioral approach. REVIEW OF BEHAVIORAL ECONOMICS, dx.doi.org/10.1561/105.00000060

–BEKIROS S, AHMED A, ROSKLINT – LINDVALL E., SALVI A, UDDIN G (2018). The Impact of Energy Consumption and Output on CO2 Emissions In Bangladesh: a time-frequency approach. ENERGY SYSTEMS, doi.org/10.1007/s12667-018-0309-5

–BEKIROS S, AVDOULAS C, HASSAPIS C (2018). Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, doi: 10.1016/j.irfa.2017.11.009

–PASIOURAS F, BOURI E, ROUBAUD D, GALARIOTIS E, BEKIROS S, LUCEY B (2019). National Culture, Trust in Banks and Multiple Firm-Bank Relationships: Cross-Country Evidence. JOURNAL OF FINANCIAL INTERMEDIATION (under review)  

–SHAHBAZ M, SHAFIULLAH M, BEKIROS S, MAHALIK M K (2019). The Dynamics of Financial Development, Globalization, Economic Growth and Life Expectancy in Sub-Saharan Africa. APPLIED ECONOMICS (under revisions)  

–BEKIROS S, AVDOULAS C (2019). The Term Structure of Eurozone Peripheral Bond Yields: A Multivariate Asymmetric Regime-Switching Equilibrium Correction Approach. Forthcoming STUDIES IN NONLINEAR DYNAMICS & ECONOMETRICS  

–BADSHAH I, BEKIROS S, LUCEY B, UDDIN G (2018). Asymmetric Linkages among the Fear Index and Emerging Market Volatility Indices. Forthcoming EMERGING MARKETS REVIEW, doi.org/10.1016/j.ememar.2018.03.002  

–SHAHZAD S, ARREOLA-HERNANDEZ J, BEKIROS S, ROUBAOUD D (2019). Is Gold a Safe Haven? Evidence From G-7 Stock and Bond Markets. JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY

–ARREOLA HERNANDEZ H, ALEXAKIS C, BEKIROS S, SANTILLAN SALGADO R.J (2019). Vine Copulas and Optimal Portfolio Selection: An Application to Australian Retail and Manufacturing Equities. JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY (under revisions)  

–SEGNON M, GUPTA R, BEKIROS S, WOHAR M (2018). Forecasting US GNP Growth: The Role of Uncertainty. JOURNAL OF FORECASTING dx.doi.org/10.1002/for.2517

–BEKIROS S, LOUKERIS N, ELEFTHERIADIS I, UDDIN G (2018). Revisiting the Three Factor Model in Light of Circular Behavioral Simultaneities. REVIEW OF BEHAVIORAL FINANCE, doi.org/10.1108/RBF-08-2017-0079

–BEKIROS S, KANG S. H., YOON S.-M., LUCEY B (2019). Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets. Forthcoming COMPUTATIONAL ECONOMICS

–BEKIROS S, DAHLSTRÖM A, EGE O, UDDIN G, JAYASEKERA R (2019). A Tale of Two Shocks: The Dynamics of International Real Estate Markets. INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, doi: 10.1002/ijfe.1725 

–UDDIN G, BEKIROS S, AHMED A (2018). The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis. PHYSICA A, doi: 10.1016/j.physa.2017.12.025

–BEKIROS S, BOUBAKER S, NGUYEN, D, UDDIN G (2017). Black swan events and safe havens: The role of gold in globally integrated emerging markets. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, doi: 10.1016/j.jimonfin.2017.02.010  

–LAHMIRI S, UDDIN G, BEKIROS, S (2017). Clustering of short and long-term co-movements in international financial and commodity markets in wavelet domain. PHYSICA A, doi: 10.1016/j.physa.2017.06.012

–BEKIROS S, SHAHZAD S, ARREOLA-HERNANDEZ J, REHMAN M (2017). Directional predictability and time-varying spillovers between stock markets and economic cycles. ECONOMIC MODELLING, doi: 10.1016/j.econmod.2017.10.003  

–LAHMIRI S, BEKIROS, S (2017). Disturbances and complexity in volatility time series. CHAOS, SOLITONS AND FRACTALS, doi: 10.1016/j.chaos.2017.10.006  

–BEKIROS S, JLASSI M, LUCEY B, NAOUI K, UDDIN G (2017). Herding behavior, market sentiment and volatility: Will the bubble resume?. NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, doi: 10.1016/j.najef.2017.07.005  

–BEKIROS S, MUZAFFAR A, UDDIN G, VIDAL-GARCÍA J (2017). Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach. STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, doi: 10.1515/snde-2016-0051

–LAHMIRI S, UDDIN G, BEKIROS, S (2017). Nonlinear dynamics of equity, currency and commodity markets in the aftermath of the global financial crisis. CHAOS, SOLITONS AND FRACTALS, doi: 10.1016/j.chaos.2017.06.019  

–AVDOULAS C, BEKIROS S (2017). Nonlinear Forecasting of Euro Area Industrial Production Using Evolutionary Approaches. COMPUTATIONAL ECONOMICS, doi: 10.1007/s10614-017-9695-3

–SHAHZAD S, ARREOLA-HERNANDEZ J, BEKIROS S, REHMAN M (2017). Risk transmitters and receivers in global currency markets. FINANCE RESEARCH LETTERS, doi: 10.1016/j.frl.2017.09.018

–BEKIROS S, LOUKERIS N, ELEFTHERIADIS I, AVDOULAS C (2017). Tail-Related Risk Measurement and Forecasting in Equity Markets. COMPUTATIONAL ECONOMICS, doi: 10.1007/s10614-017-9766-5

–BEKIROS S, JLASSI M, NAOUI K, UDDIN G (2017). The asymmetric relationship between returns and implied volatility: Evidence from global stock markets. JOURNAL OF FINANCIAL STABILITY, doi: 10.1016/j.jfs.2017.05.006 

–BEKIROS S, GUPTA R, KYEI C (2016). A Nonlinear approach for Predicting Stock Returns and Volatility with the use of Investor Sentiment Indices. APPLIED ECONOMICS, doi: 10.1080/00036846.2015.1130793  

–BEKIROS S, CARDANI R, PACCAGNINI A, VILLA S (2016). Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs. JOURNAL OF FINANCIAL STABILITY, doi: 10.1016/j.jfs.2016.07.006  

–BEKIROS S, AVDOULAS C, BOUBAKER S (2016). Detecting Nonlinear dependencies in Eurozone Peripheral Equity Markets: A multistep filtering approach. ECONOMIC MODELLING, doi: 10.1016/j.econmod.2016.02.001  

–BEKIROS S, UDDIN G (2016). Extreme Dependence under Uncertainty: An Application to Stock, Currency and Oil Markets. INTERNATIONAL REVIEW OF FINANCE, doi: 10.1111/irfi.12095

–BEKIROS S, ANDREASSON P, NGUYEN DK, UDDIN G (2016). Impact of Speculation and Economic Uncertainty on Commodity Markets. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, doi: 10.1016/j.irfa.2015.11.005

–BEKIROS S, GUPTA R, MAJUMDAR A (2016). Incorporating Economic Policy Uncertainty in US Equity Premium Models: a Nonlinear Predictability Analysis. FINANCE RESEARCH LETTERS, doi: 10.1016/j.frl.2016.01.012

–BEKIROS S, SANDOVAL L, NGUYEN DK, UDDIN G (2016). Information Diffusion, Cluster Formation & Entropy-Based Network Dynamics in Equity & Commodity Markets. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, doi: 10.1016/j.ejor.2016.06.052  

–BEKIROS S, GUPTA R, KYEI C (2016). On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects. NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, doi: 10.1016/j.najef.2016.01.003  

–BEKIROS S, NGUYEN D, UDDIN G, SJÖ B (2016). On the Time Scale Behavior of Equity-Commodity Links: Implications for Portfolio Management. JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS & MONEY, doi: 10.1016/j.intfin.2015.12.003

–BEKIROS S, PACCAGNINI A (2016). Policy-oriented macroeconomic forecasting with hybrid DGSE and Time-Varying parameter VAR models. JOURNAL OF FORECASTING, doi: 10.1002/for.2401

–BEKIROS S, BALCILAR M, GUPTA R (2016). The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method. EMPIRICAL ECONOMICS, doi: 10.1007/s00181-016-1150-0

–BEKIROS S, AVDOULAS C, BOUBAKER S (2015). Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets. ANNALS OF OPERATIONS RESEARCH, doi: 10.1007/s10479-015-2078-z  

–BEKIROS S, NGUYEN D, UDDIN G, SJÖ B (2015). Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area. STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, doi: 10.1515/snde-2014-0055

–BEKIROS S, PACCAGNINI A (2015). Estimating point and density forecasts for the US Economy with a Factor-Augmented Vector Autoregressive DSGE model. STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, doi: 10.1515/snde-2013-0061

–BEKIROS S (2015). Heuristic Learning in Intraday Trading under Uncertainty. JOURNAL OF EMPIRICAL FINANCE, doi: 10.1016/j.jempfin.2014.11.002  

–BEKIROS S, HAMMOUDEH S, HERNANDEZ JA, NGUYEN D (2015). Multivariate Dependence Risk and Portfolio Optimization: an application to Mining Stock Portfolios. RESOURCES POLICY, doi: 10.1016/j.resourpol.2015.07.003  

–BEKIROS S, GUPTA R, PACCAGNINI A (2015). Oil Price Forecastability and Economic Uncertainty. ECONOMICS LETTERS, doi: 10.1016/j.econlet.2015.04.023  

–BEKIROS S, GUPTA R (2015). Predicting Stock Returns and Volatility using Consumption-Aggregate Wealth Ratios: a Nonlinear approach. ECONOMICS LETTERS, doi: 10.1016/j.econlet.2015.03.019  

–BEKIROS S, PACCAGNINI A (2015). Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs. MACROECONOMIC DYNAMICS, doi: 10.1017/S1365100513000953  

–BEKIROS S, PACCAGNINI A (2014). Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models. COMPUTATIONAL STATISTICS & DATA ANALYSIS, doi: 10.1016/j.csda.2013.09.018  

–BEKIROS S (2014). Contagion, Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, doi: 10.1016/j.irfa.2013.07.007

–BEKIROS S (2014). Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-Run Dynamics. JOURNAL OF BANKING & FINANCE, doi: 10.1016/j.jbankfin.2013.11.007  

–BEKIROS S (2014). Forecasting with A State Space Time-Varying Parameter VAR model: evidence from the Euro Area. ECONOMIC MODELLING, doi: 10.1016/j.econmod.2014.02.015  

–BEKIROS S (2014). Nonlinear Causality testing with Stepwise Multivariate Filtering: Evidence from Stock and Currency Markets. NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, doi: 10.1016/j.najef.2014.06.005  

–BEKIROS S (2014). Timescale Analysis with an Entropy-based Shift-Invariant Discrete Wavelet Transform. COMPUTATIONAL ECONOMICS, doi: 10.1007/s10614-013-9381-z

–BEKIROS S (2013). Irrational fads, Short-term memory emulation & asset predictability. REVIEW OF FINANCIAL ECONOMICS, doi: 10.1016/j.rfe.2013.05.005

–BEKIROS S, PACCAGNINI A (2013). On the predictability of Time-Varying VAR and DSGE models. EMPIRICAL ECONOMICS, doi: 10.1007/s00181-012-0623-z

–BEKIROS S, MARCELLINO M (2013). The multiscale causal dynamics of foreign exchange markets. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, doi: 10.1016/j.jimonfin.2012.11.016 

–BEKIROS S (2010). Sign prediction and volatility dynamics with hybrid neurofuzzy approaches. IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, doi: 10.1109/TNN.2011.2169497  

–BEKIROS S (2010). Heterogeneous Trading Strategies with Adaptive Fuzzy Actor-Critic Reinforcement Learning: a Behavioral Approach. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, doi: 10.1016/j.jedc.2010.01.015  

–BEKIROS S (2009). A Robust algorithm for parameter estimation in Smooth Transition Autoregressive models. ECONOMICS LETTERS, doi: 10.1016/j.econlet.2009.01.020  

–BEKIROS S (2009). Fuzzy Adaptive Decision-Making for Boundedly Rational Traders in Speculative Stock Markets. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, doi: 10.1016/j.ejor.2009.04.015  

–BEKIROS S, GEORGOUTSOS D (2008). Direction-of-change forecasting using a Volatility based Recurrent Neural Network. JOURNAL OF FORECASTING, doi: 10.1002/for.1063

–BEKIROS S, GEORGOUTSOS D (2008). Extreme Returns and the Contagion Effect between the Foreign Exchange and the Stock Market: Evidence from Cyprus. APPLIED FINANCIAL ECONOMICS, doi: 10.1080/09603100601018823  

–BEKIROS S, GEORGOUTSOS D (2008). Nonlinear dynamics in financial asset returns: The predictive power of CBOE Volatility Index. EUROPEAN JOURNAL OF FINANCE, doi: 10.1080/13518470802042203

–BEKIROS S, GEORGOUTSOS D (2008). The Extreme-Value Dependence of Asia-Pacific Equity Markets. JOURNAL OF MULTINATIONAL FINANCIAL MANAGEMENT, doi: 10.1016/j.mulfin.2007.08.003

–BEKIROS S, DIKS CGH (2008). The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing. JOURNAL OF MACROECONOMICS, doi: 10.1016/j.jmacro.2008.04.001  

–BEKIROS S, DIKS CGH (2008). The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality. ENERGY ECONOMICS, doi: 10.1016/j.eneco.2008.03.006  

–BEKIROS S (2007). A Neurofuzzy Model for Stock Market Trading. APPLIED ECONOMICS LETTERS, doi: 10.1080/13504850500425717

–BEKIROS S, GEORGOUTSOS D (2007). Evaluating direction-of-change forecasting: Neurofuzzy Models vs. Neural Network. MATHEMATICAL AND COMPUTER MODELLING, doi: 10.1016/j.mcm.2006.12.011

–BEKIROS S, GEORGOUTSOS D (2005). Estimation of Value-at-Risk by Extreme Value and Conventional Methods: a comparative evaluation of their predictive performance. JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS & MONEY, doi: 10.1016/j.intfin.2004.05.002

–BEKIROS S, GEORGOUTSOS D (2004). Comparative Evaluation of Technical Trading Rules: Neurofuzzy Models vs. Recurrent Neural Networks. Proceedings of the International Conference of Computational Methods in Sciences and Engineering 2004 (ICCMSE), Vsp/Brill, Vol 1, pp. 961-963

–BEKIROS S, GEORGOUTSOS D (2003). Is the Correlation in International Equity Markets Constant? Proceedings of the 6th Hellenic European Conference on Computer Mathematics and its Applications (HERCMA), Vol 1, pp. 21-22


Books / Collective volumes

–“MEM-ELEMENTS FOR NEUROMORPHIC CIRCUITS WITH ARTIFICIAL INTELLIGENCE APPLICATIONS”, 2020, ELSEVIER with A. Yousefpour, H. Jahanshahi, J-M. Munoz-Pacheco, “Mem-elements for Neuromorphic Circuits with Artificial Intelligence Applications”, Forthcoming

–“INTERNET FINANCE”, 2020, IGI Global with Marta Vidal and Javier Vidal-García, “Start-Ups and SMEs: Concepts, Methodologies, Tools, and Applications”, 713-730, 9781799817604

–“QUANTITATIVE METHODS IN FINANCE”, 2004, Gutenberg Publishers, ISBN: 9604021737 

–“MAXIMIZING BUSINESS PERFORMANCE AND EFFICIENCY THROUGH INTELLIGENT SYSTEMS”, 2017, IGI Global, with Marta Vidal and Javier Vidal-García, in Eds. Om Prakash Rishi & Anukrati Sharma, ISBN: 9781522522348 


Working papers / Research in progress

–“Herding Behavior, Market Sentiment And Volatility: Will The Bubble Resume?” (with M. Jlassi, B. Lucey, K. Naoui and G Uddin)

–“Analyzing Contagion And Tail Dependence In Global Real Estate Markets Using Nonparametric Flexible Copulas” (with G Uddin)

–“Multi-Scale Neural Network to Forecasting in Return-Volatility: An application to Crude Oil Market” (with G Uddin)

–“The Credit Cycle and Growth Dynamics in The United States” (with R. Nilanvongse and G. Uddin)

–“Credit Cycles and Start-Stop Economic Growth”, 2016 (with S.Solomou, G. Uddin and W. Wu)

–“Density forecasting using large-scale DGSE models and TVP-VARs with stochastic volatility”, 2013

–“Agent-Based Modelling: Estimation and Forecasting with Particle Filtering approaches”, 2014

–“Bayesian estimation for SAC-learning in fully fledged New-Keynesian models”, 2014

–The multiscale causal dynamics of foreign exchange markets”, 2011, (with M. Marcellino), EUI ECO Working paper, 2011/22

–“Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics”, EUI ECO Working paper, 2011/21

–“Nonlinear causality testing with stepwise multivariate filtering”, EUI ECO Working paper, 2011/22

–“Correlation breakdown and extreme dependence in emerging equity markets”,(with D. Georgoutsos), EUI MWP Working paper, 2009/18   

–“Boundedly rational learning and heterogeneous trading strategies with hybrid neuro-fuzzy models”, UvACeNDEF WP 09

–“The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing”, (with C.G.H. Diks), CeNDEF Working paper 07-08, University of Amsterdam

–“The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality”, (with C.G.H. Diks), CeNDEF Working paper 07-11, University of Amsterdam