Publications

The list is not exhaustive, only indicative out of over 320 publications. 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.

Professor Dr. Stelios Bekiros  –  Google scholar page

Academic Journals 

(List of most significant out of over 320 publications)

LAHMIRI S, BEKIROS S, AVDOULAS C (2023). A comparative assessment of machine learning methods for predicting housing prices using Bayesian optimization. DECISION ANALYTICS JOURNAL, doi.org/10.1016/j.dajour.2023.100166

LAHMIRI S, TADJ C, GARGOUR C, BEKIROS S (2023). Optimal tuning of support vector machines and k-NN algorithm by using Bayesian optimization for newborn cry signal diagnosis based on audio signal processing features. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2022.112972

YAO Q, JAHANSHAHI H, MOROZ I, BEKIROS S, ALASSAFI M.O (2022). Indirect neural-based finite-time integral sliding mode control for trajectory tracking guidance of Mars entry vehicle. ADVANCES IN SPACE RESEARCH, doi.org/10.1016/j.asr.2022.11.059

KHENNAOUI A.-A, OUANNAS A, BEKIROS S, ALY A, ALOTAIBI A, JAHANSHAHI H, ALSUBAIE H (2022). Hidden Homogeneous Extreme Multistability of Fractional Order Hyperchaotic Discrete- time System: Chaos, Intial Offset Boosting, Amplitude Control, Control and Synchronization. SYMMETRY, doi.org/10.3390/sym15010139

SHI L, GUO W, WANG L, BEKIROS S, ALSUBAIE H, ALOTAIBI A, JAHANSHAHI H (2022). Stochastic fixed-time tracking control for the chaotic multi-agent based supply chain networks with nonlinear communication. ELECTRONICS, doi.org/10.3390/electronics12010083

SINGH S, WALIA N, BEKIROS S, GUPTA A, KUMAR J, MISHRA A.K. (2022). Risk-managed time-series momentum: an emerging economy experience. JOURNAL OF ECONOMICS, FINANCE AND ADMINISTRATIVE SCIENCE, doi.org/10.1108/JEFAS-08-2021-0159 

ALSAADE F-W, YAO Q, BEKIROS S, AL-ZAHRANI M-S, ALZAHRANI A-S, JAHANSHAHI H (2022). Chaotic attitude synchronization and anti-synchronization of master-slave satellites using a robust fixed-time adaptive controller. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2022.112883

BEKIROS S, JAHANSHAHI H, MUNOZ-PACHECO J.-M (2022). A new buffering theory of social support and psychological stress. PLOS ONE, doi.org/10.1371/journal.pone.0275364

LAHMIRI S, BEKIROS S, BEZZINA F (2022). Evidence of the fractal market hypothesis in European industry sectors with the use of bootstrapped wavelet leaders singularity spectrum analysis. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2022.112813

TAGHIEH A, MOHAMMADZADEH A, ZHANG C, RATHINASAMY S, BEKIROS S (2022). A novel adaptive interval type-3 neuro-fuzzy robust controller for nonlinear complex dynamical systems with inherent uncertainties. NONLINEAR DYNAMICS, doi.org/10.1007/s11071-022-07867-9

LAHMIRI S, BEKIROS S, BEZZINA F (2022). Complexity analysis and forecasting of variations in cryptocurrency trading volume with support vector regression tuned by Bayesian optimization under different kernels: An empirical comparison from a large dataset.  EXPERT SYSTEMS WITH APPLICATIONS, doi.org/10.1016/j.eswa.2022.118349

VIDAL M, VIDAL-GARCIA J, BOUBAKER S, BEKIROS S (2022). Short-Term Volatility Timing: A Cross-Country Study. ANNALS OF OPERATIONS RESEARCH, doi.org/10.1007/s10479-022-04998-5

YAO Q, JAHANSHAHI H, BEKIROS S, MIHALACHE S.-F, ALOTAIBI N-D (2022). Gain-Scheduled Sliding-Mode-Type Iterative Learning Control Design for Mechanical Systems. MATHEMATICS, doi.org/10.3390/math10163005

YAHYA M, UDDIN S, BEKIROS S, JAYASEKERA R, GLING K (2022). Systematic Risk in the Biopharmaceutical Sector: A Multiscale Approach. ANNALS OF OPERATIONS RESEARCH, doi.org/10.1007/s10479-021-04402-8

WANG B, JAHANSHAHI H, KARACA Y, BEKIROS S, XIA W-F, ALKHATEEB A-F, NOUR M (2022). Use Of Evolutionary Algorithms In A Fractional Framework To Prevent The Spread Of Coronavirus. FRACTALS, doi.org/10.1142/S0218348X22401466

LIU Z, JAHANSHAHI H, VOLOS C, BEKIROS S, HE S-H, ALASSAFI M-O, AHMAD A-M (2022). Distributed consensus tracking of chaotic multi-agent supply chain network: A new fault-tolerant, finite-time and chatter-free approach. ENTROPY, https://doi.org/10.3390/e24010033

BAGHERI E, EBRAHIMI S-B, MOHAMMADI A, MIRI M, BEKIROS S (2022). 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

JAHANSHAHI H, ZAMBRANO-SERRANO E, BEKIROS S, WEI Z, VOLOS C, CASTILLO O, ALY A-A. (2022). On The Dynamical Investigation And Synchronization Of Variable-Order Fractional Neural Networks: The Hopfield-Like Neural Network Model. THE EUROPEAN PHYSICAL JOURNAL SPECIAL TOPICS, doi.org/10.1140/epjs/s11734-022-00450-8

YAO Q, JAHANSHAHI H, MOROZ I, BEKIROS S, ALOTAIBI N-D (2022). Neural Adaptive Fixed-Time Attitude Stabilization and Vibration Suppression of Flexible Spacecraft. MATHEMATICS, doi.org/10.3390/math10101667

YASAMI, A; YOUSEFPOUR A; JAHANSHAHI H; BEKIROS S; CHU Y-M; GÓMEZ AGUILAR J-F (2022). Cancer chemotherapy treatment using a novel fuzzy-reinforcement learning based optimal control method. Forthcoming THE EUROPEAN PHYSICAL JOURNAL PLUS

DING Q, JAHANSHAHI H, WANG Y, BEKIROS S, ALASSAFI M-O (2022). Optimal Reinforcement Learning-Based Control Algorithm for a Class of Nonlinear Macroeconomic Systems. MATHEMATICS, doi.org/10.3390/math10030499

GABRIEL G-T, DIEU N-J, ALI A-M, ZERIC N-T, NESTOR T, BEKIROS S, JOSEPH E, GASTON T-J (2022). A novel hybrid 4-D Chaotic Oscillator with Mordel Elliptic Curve for Secure Image Encryption. Forthcoming ENGINEERING APPLICATIONS OF ARTIFICIAL INTELLIGENCE

LAHMIRI S, TADJ C, GARGOUR C, BEKIROS S (2022). Deep learning systems for automatic diagnosis of infant cry signals. CHAOS, SOLITONS AND FRACTALS, 10.1016/j.chaos.2021.111700

WANG B, JAHANSHAHI H, BEKIROS S, GOMEZ-AGUILAR J-F, YOUSEFPOUR A, ALASSAFI M-O, AHMAD A-M (2022). Dynamic investigation and distributed consensus tracking control of a variable-order fractional supply chain system using a multi-agent neural network based control method. Forthcoming NEURAL COMPUTING AND APPLICATIONS

OUANNAS A, BATIHA I-M, BEKIROS S, LIU J-G, JAHANSHAHI H , ALY A.-A, ALGHTANI A-H (2021). Synchronization of the Glycolysis Reaction-Diffusion Model via Linear Control Law. ENTROPY, doi.org/10.3390/e23111516

AHMAD W, KAUR CHAHAL R-J, BEKIROS S (2022). Do Political Connections Impact the Corporate Environmental Compliance? Evidence from India. Submitted JOURNAL OF CLEANER PRODUCTION

AHMAD W, WADHWANI A, BEKIROS S (2022). Financial Networks and Systemic Risk Vulnerabilities: Evidence from India. Submitted RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE

LIU Z, JAHANSHAHI H, VOLOS C, BEKIROS S, HE S, ALASSAFI M-O, AHMAD A-M (2021). Distributed consensus tracking control of chaotic multi-agent supply chain network: A new fault-tolerant, finite-time, and chatter-free approach. ENTROPY, doi.org/10.3390/e24010033

WANG B, LIU J, ALASSAFI M-O, ALSAADI F-E, JAHANSHAHI H, BEKIROS S (2022). Intelligent parameter identification and prediction of variable time fractional derivative and application in a symmetric chaotic financial system. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2021.111590

LAHMIRI S, BEKIROS S (2021). Complexity Measures of High Oscillations in Phonocardiogram as Biomarkers to Distinguish between Normal Heart Sound and Pathological Murmur. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2021.111610

WANG B, DERBELI M, BARAMBONES O, YOUSEFPOUR A, JAHANSHAHI H, BEKIROS S, ALY A.-A, ALHARTHI M-M (2021). Experimental Validation of Disturbance Observer-based Adaptive Terminal Sliding Mode Control Subject to Control Input Limitations for SISO and MIMO Systems. EUROPEAN JOURNAL OF CONTROL, doi.org/10.1016/j.ejcon.2021.09.010

LAHMIRI S, BEKIROS S, BEZZINA F (2022). Forecasting of Variations in Cryptocurrency Trading Volume with Support Vector Regression Tuned by Bayesian Optimization under Different Kernels: An Empirical Comparison from a Large Dataset. Forthcoming EXPERT SYSTEMS WITH APPLICATIONS

WANG B, BEKIROS S, ALKHATEEB A-F, NOUR M (2021). Synchronization of driving–response chaotic fractional-order financial risk systems using a new type-2 fuzzy disturbance-observer-based finite-time terminal sliding mode control. Revised APPLIED SOFT COMPUTING

WANG B, JAHANSHAHI H, GOMEZ F, BEKIROS S, ALOTAIBI N-D (2022). Deep reinforcement learning for effective vaccination strategies of coronavirus disease 2019 (COVID-19). Forthcoming THE EUROPEAN PHYSICAL JOURNAL PLUS

WANG B, BEKIROS S, ALASSAFI M-O, ALSAADI F-E (2022). A new neural network-based optimal mixed H2/H∞ control for a modified unmanned aerial vehicle subject to control input constraints. Forthcoming ENGINEERING APPLICATIONS OF ARTIFICIAL INTELLIGENCE

MOHAMMADI A, BAGHERI E, EBRAHIMI S-B, KIA A-N, BEKIROS S (2022). A novel Supervised Learning approach for Financial Market Forecasting based on Directed Spillover Networks and Google PageRank Algorithm. Under 2nd revisions APPLIED SOFT COMPUTING

LAHMIRI S, BEKIROS S (2021). The Effect of COVID-19 on Long Memory in Returns and Volatility of Cryptocurrency and Stock Markets. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2021.111221

WANG B, JAHANSHAHI J, VOLOS C, BEKIROS S, YUSUF A, AGARWAL P, ALY A-A  (2021). Control of a symmetric chaotic supply chain system using a new fixed-time super-twisting sliding mode technique subject to control input limitations. SYMMETRY, doi.org/10.3390/sym13071257

BEIGI A, YOUSEFPOUR A,YASAMI A, GÓMEZ-AGUILAR,J-F BEKIROS S, JAHANSHAHI H (2021). Application of reinforcement learning for effective vaccination strategies of coronavirus disease 2019 (COVID-19). EUROPEAN PHYSICAL JOURNAL PLUS, doi.org/10.1140/epjp/s13360-021-01620-8

WANG B, JAHANSHAHI J, VOLOS C, BEKIROS S, KHAN M-A, AGARWAL P, ALY A-A  (2021). A new RBF neural network-based fault-tolerant active control for fractional time-delayed systems. ELECTRONICS, doi.org/10.3390/electronics10121501

ZAMBRANO-SERANNO E, BEKIROS S, PLATAS-GARZA M-A, POSADAS-CASTILLO C, TOMASIELLO S, JAHANSHAHI H, ALY A-A (2021). On chaos and projective synchronization of a fractional difference map with no equilibria using a new fuzzy-based state feedback control. PHYSICA A, doi.org/10.1016/j.physa.2021.126100

WANG B, JAHANSHAHI J, VOLOS C, BEKIROS S, YUSUF A, AGARWAL P, ALY A-A  (2021). Control of a symmetric chaotic supply chain system using a new fixed-time super-twisting sliding mode technique subject to control input limitations. SYMMETRY, doi.org/10.3390/sym13071257

MUMTAZ A, AZAM M, BEKIROS S, HINA S.M (2021). Are output fluctuations transitory or permanent? New evidence from a novel Global Multi-scale Modeling approach. QUANTITATIVE FINANCE AND ECONOMICS, doi.org/10.3934/QFE.2021016

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. FRACTALS, doi.org/10.1142/S0218348X21501851

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. ECOLOGICAL COMPLEXITY, doi.org/10.1016/j.ecocom.2021.100943

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. FRACTALS, doi.org/10.1142/S0218348X21501553

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

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, doi.org/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 (2021). The Effect of COVID-19 on Long Memory in Returns and Volatility of Cryptocurrency and Stock Markets. CHAOS, SOLITONS AND FRACTALS, doi.org/10.1016/j.chaos.2021.111221

AHMAD W, EKIROS S (2020). Understanding the Business Cycle and Credit Cycle Dynamics in India. 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.org/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 doi.org/10.1109/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.org/10.1007/S10614-020-10058-6

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, doi.org/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

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, 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

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

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

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, 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

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

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, 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)

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

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

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

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)

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.org/10.1002/ijfe.1725

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

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

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

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, LOUKERIS N, MATSATSINIS N, BEZZINA F (2018). Customer Satisfaction Prediction in the Shipping Industry with Hybrid Meta-Heuristic Approaches. COMPUTATIONAL ECONOMICS, doi.org/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.org/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.org/ 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

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.org/10.1016/j.irfa.2017.11.009

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

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

UDDIN G, BEKIROS S, AHMED A (2018). The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis. PHYSICA A, doi.org/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.org/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.org/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.org/10.1016/j.econmod.2017.10.003

LAHMIRI S, BEKIROS, S (2017). Disturbances and complexity in volatility time series. CHAOS, SOLITONS AND FRACTALS, doi.org/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.org/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.org/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.org/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.org/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.org/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.org/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.org/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.org/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.org/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.org/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.org/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.org/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.org/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.org/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.org/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.org/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.org/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.org/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.org/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.org/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.org/10.1515/snde-2013-0061

BEKIROS S (2015). Heuristic Learning in Intraday Trading under Uncertainty. JOURNAL OF EMPIRICAL FINANCE, doi.org/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.org/10.1016/j.resourpol.2015.07.003

BEKIROS S, GUPTA R, PACCAGNINI A (2015). Oil Price Forecastability and Economic Uncertainty. ECONOMICS LETTERS, doi.org/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.org/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.org/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.org/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.org/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.org/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.org/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.org/10.1016/j.najef.2014.06.005

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

BEKIROS S (2013). Irrational fads, Short-term memory emulation & asset predictability. REVIEW OF FINANCIAL ECONOMICS, doi.org/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.org/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.org/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.org/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.org/10.1016/j.jedc.2010.01.015

BEKIROS S (2009). A Robust algorithm for parameter estimation in Smooth Transition Autoregressive models. ECONOMICS LETTERS, doi.org/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.org/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.org/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.org/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.org/10.1080/13518470802042203

BEKIROS S, GEORGOUTSOS D (2008). The Extreme-Value Dependence of Asia-Pacific Equity Markets. JOURNAL OF MULTINATIONAL FINANCIAL MANAGEMENT, doi.org/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.org/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.org/10.1016/j.eneco.2008.03.006

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

BEKIROS S, GEORGOUTSOS D (2007). Evaluating direction-of-change forecasting: Neurofuzzy Models vs. Neural Network. MATHEMATICAL AND COMPUTER MODELLING, doi.org/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.org/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”, 2021, ELSEVIER IN “ADVANCES IN NONLINEAR DYNAMICS AND CHAOS (ANDC)”, with A. Yousefpour, H. Jahanshahi, J-M. Munoz-Pacheco, “Mem-elements for Neuromorphic Circuits with Artificial Intelligence Applications”, doi.org/10.1016/B978-0-12-821184-7.00032-3

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

“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

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

 

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