Publications

 

Books

  1. Alexandridis, A. K. and Zapranis, A. (2014). Wavelet Neural Networks: With Applications in Financial Engineering, Chaos, and Classification. New Jersey, USA: John Wiley & Sons.
  2. Alexandridis, A. K. and Zapranis, A. (2013). Weather Derivatives: Modeling and Pricing Weather-Related Risk. New York, USA: Springer.

Book Chapters

  1. Zapranis, A. and Alexandridis, A. K. (2009). Model Identification in Wavelet Neural Networks Framework. in: Iliadis, L. S. et al. eds. Artificial Intelligence Applications and Innovations. New York, USA: Springer, pp. 267-277.

Articles

  1. Alexandridis, A. K. and Hasan, M. (2019). Global financial crisis and multiscale systematic risk: Evidence from selected European stock markets. International Journal of Finance and Economics. (accepted, forthcoming)
  2. Messis, P., Alexandridis, A.K. and Zapranis, A. (2019). Testing and comparing conditional risk-return relationship with a new approach in the cross-sectional framework. International Journal of Finance and Economics. (accepted, forthcoming)
  3. Sultan, J., Alexandridis, A.K. , Hasan, M. and Guo, X. (2019). Hedging Performance of Multiscale Hedge Ratios. Journal of Futures Markets. 39, 1613–1632.DOI: https://doi.org/10.1002/fut.22047.
  4. Cramer, S., Kampouridis, M., Freitas, A. A., & Alexandridis, A. (2019). Stochastic model genetic programming: Deriving pricing equations for rainfall weather derivatives. Swarm and Evolutionary Computation, 46, 184-200.
  5. Alexandridis, A. K., Karlis, D., Papastamos D., and Andritsos, D. (2018). “Real Estate valuation and forecasting in non-homogeneous markets: A case study in Greece during the financial crisis“, Journal of the Operational Research Society. 1-15.
  6. Cramer, S., Kampouridis, M., Freitas, A., Alexandridis, A. K. (2017). “An extensive evaluation of seven machine learning methods for rainfall prediction in weather derivatives.” Expert Systems with Applications. 85, 169-181.
  7. Alexandridis, A. K., Kampouridis, M., Cramer, S. (2017). “A Comparison between Wavelet Networks and Genetic Programming in the Context of Temperature Derivatives.” International Journal of Forecasting. 33 (1):21-47
  8. Androvitsaneas, V. P., Alexandridis, A. K., Gonos, I. F., Dounias, G. D., and Stathopulos, I. A. (2016). “Wavelet neural network methodology for ground resistance forecasting.” Electric Power Systems Research, 140, 288-295.
  9. Alexandridis, A. K. and Zapranis, A. (2013). “Wind Derivatives: Modeling and Pricing.” Computational Economics.  41:299-326.
  10. Alexandridis, A. K. and Zapranis, A. (2013). “Wavelet Neural Networks: A Practical Guide.” Neural Networks. 42:1-27.
  11. Zapranis, A. and Alexandridis, A. K. (2011). “Modeling and Forecasting CAT and HDD Indices For Weather Derivative Pricing.” Neural Computing & Applications. 20:787-801.
  12. Zapranis, A. and Alexandridis, A. K. (2009). Weather Derivatives Pricing: Modeling the Seasonal Residual Variance of an Ornstein-Uhlenbeck Temperature Process with Neural Network. Neurocomputing. 73:37-48.
  13. Zapranis, A. and Alexandridis, A. K. (2008). “Modelling the Temperature Time-dependent Speed of Mean Reversion in the Context of Weather Derivatives Pricing.” Applied Mathematical Finance. 15:355-386.

International Conferences

  1. Alexandridis, A., Karlis, D. and Papastamos, D. (2019) “Automatic Mass Valuation for Non-Homogeneous Housing Markets”. 39th International Symposium on Forecasters, Thessaloniki, Grece, 16-19 June 2019.
  2. Alexandridis A. and Panopoulou, E. (2019) “Denoising the Equity Premium” 39th International Symposium on Forecasters, Thessaloniki, Grece, 16-19 June 2019.
  3. Alexandridis, A. and Ladas, A. (2019) “Multiscale Network Analysis for Financial Contagion”. Financial Engineering and Banking Society, Prague, Czech Republic, 30 May – 1 June 2019.
  4. Radi, S., Pappas, V. and Alexandridis, A. (2019) “Islamic vs. conventional bond ratings: Determinants and forecastability”. Financial Engineering and Banking Society, Prague, Czech Republic, 30 May – 1 June 2019.
  5. Alexandridis, A.K., Gzyl, H. ter Horst, E., Molina, G. (2017). “Extracting risk neutral densities for weather derivatives pricing using the maximum entropy method.” In: 11th International Conference on Computational and Financial Econometrics. Londond, UK, 16th – 18th December, 2017.
  6. Hassan, M. S., Sultan, J., Alexandridis, A. K., (2017). “An Econometric Investigation of Hedging Performance of Multi-Scale Hedge Ratios.” In: World Finance Conference. Sardinia, Italy, 26th – 28th July 2017.
  7. Alexandridis, A.K., Karlis, D., Papastamos, D., (2017). “Real Estate valuation and forecasting in non-homogeneous markets: A case study in Greece during the financial crisis.” In: 7th International Conference of the Financial Engineering and Banking Society. Glasgow, Scotland, 1st -3rd June, 2017.
  8. Cramer, S., Kampouridis, M., Freitas, A. A., and Alexandridis, A. (2017). “Pricing Rainfall Based Futures Using Genetic Programming.” In: EvoBafin, EvoStar. Amsterdam, Holland, 19 – 21 April 2017.
  9. Alexandridis, A. K., and Hasan, M. (2016). “Global Financial Crisis and Multiscale Systematic Risk: Evidence from Selected European Markets”. In: Financial Econometrics and Empirical Asset Pricing Conference, Lancaster, UK, 30 June – 1st July, 2016
  10. Cramer, S., Kampouridis, M., Freitas, A. A., and Alexandridis, A. (2015). “Predicting Rainfall in the Context of Rainfall Derivatives Using Genetic Programming.” IEEE Computational Intelligence for Financial Engineering & Economics, Symposium Series on Computational Intelligence, Cape Town, South Africa, 7 – 10 December, 2015.
  11. Alexandridis, A., and Hasan, M. S. (2015). “Analysing the Multiscale Systematic Risk During the Global Financial Crisis: Evidence from Selected European Stock Markets.” 14th Hellenic Finance and Accounting Association, Athens, Greece, 18-19 December, 2015.
  12. Messis, P., Alexandridis, A., and Zapranis, A. (2015). “Cross-sectional conditional risk return analysis in the sorted beta framework: A novel Two Factor Model.” 14th Hellenic Finance and Accounting Association, Athens, Greece, 18-19 December, 2015.
  13. Messis, P., Alexandridis, A. K., and Zapranis, A. D. (2014). “Testing and Comparing Conditional CAPM with A New Approach in the Cross-Sectional Framework.” International work-conference on Time Series-ITISE 2014, Granada, Spain, 25-27 June, 2014.
  14. Tsinaslanidis, P., Alexandridis, A., Zapranis, A., and Livanis, E. (2014). “Dynamic Time Warping as a Similarity Measure: Applications in Finance.” 13th Hellenic Finance and Accounting Association Conference, Volos, Greece, 12-13 December, 2014.
  15. Androvitsaneas, V. P., Gonos, I. F., Alexandridis, A. K., and Dounias, G. (2014). “Wavelet neural networks for ground resistance estimation.” International Conference on High Voltage Engineering and Application, Poznan, Poland, 8-11 September, 2014.
  16. Alexandridis, A. K. (2013). Non-linear non-parametric temperature modeling in the context of weather derivatives pricing. in: Actuarial and Financial Mathematics Conference.
  17. Alexandridis, A. K., and Hasan, M. (2013). “Global Financial Crisis and Multiscale Systematic Risk: Evidence from Selected European Markets.” The impact of Global Financial Crisis: on Banks, Financial Markets and Institutions in Europe, University of Southampton, UK, 25-26 April, 2013.
  18. Alexandridis, A. K., Zapranis, A., Livanis, E., and Tsinaslanidis, P. (2013). “Business failure prediction using neural networks and wavelet neural networks.” 12th Hellenic Finance and Accounting Association Conference, Thessaloniki, Greece, 13-14 December, 2013.
  19. Alexandridis, A. K., and Kampouridis, M. (2013). “Temperature Forecasting in the Concept of Weather Derivatives: A Comparison between Wavelet Networks and Genetic Programing.” 13th EANN Halkidiki, Greece, 13-16 September, 2013.
  20. Alexandridis, A. K. and Zapranis, A. (2012). Modeling and Pricing European Temperature in the Context of Weather Derivative Pricing. in: 4th International Conference on Accounting and Finance, Corfu, Greece, 30-31 August, 2012.
  21. Alexandridis, A. K., and Zapranis, A. D. (2011). “Wind Derivatives: Modeling and Pricing.” Financial Engineering and Banking Society (F.E.B.S.), Chania, Greece, 10-12 June, 2011.
  22. Zapranis, A. and Alexandridis, A. K. (2009). Model Identification in Wavelet Neural Networks Framework. in: 5th IFIP Conference on Artificial Intelligence Applications & Innovations, Thessaloniki, Greece, 23-25 April, 2009.
  23. Zapranis, A. and Alexandridis, A. K. (2009). Modeling and Forecasting CAT and HDD Indices For Weather Derivative Pricing. in: 11th Engineering Applications of Neural Networks, London, UK, 27-29 August, 2009.
  24. Zapranis, A. and Alexandridis, A. K. (2008). Analyzing Crude Oil Prices and Returns Using Wavelet Analysis and Wavelet Networks. in: 7th Hellenic Finance and Accounting Association, Chania, Greece, 12-14 December, 2008.
  25. Zapranis, A. and Alexandridis, A. K. (2008). Forecasting Cash Money Withdrawals Using Wavelet Analysis and Wavelet Neural Networks. in: 5th Applied Financial Economics, Samos, Greece, 3-5 July, 2008.
  26. Alexandridis, A. K. and Livanis, E. (2008). Forecasting Crude Oil Prices Using Wavelet Neural Networks. in: 5th ΦΣΔΕΤ, Athens, Greece, 8 May, 2008.
  27. Zapranis, A. and Alexandridis, A. K. (2007). Weather Derivatives Pricing: Modeling the Seasonal Residual Variance of an Ornstein-Uhlenbeck Temperature Process with Neural Network. in: 10th Engineering Applications of Neural Networks, Thessaloniki, Greece, 29-31 August, 2007.
  28. Zapranis, A. and Alexandridis, A. (2007). Wavelet Neural Networks For Weather Derivatives Pricing. in: 6th Hellenic Finance and Accounting Association, Patra, Greece, 14-15 December, 2007.
  29. Zapranis, A. and Alexandridis, A. K. (2007). Modeling Temperature Time-Dependent Mean Reversion with Neural Networks in the Context of Weather Derivatives Pricing. in: HERCMA, Athens, Greece, September, 2007.
  30. Zapranis, A. and Alexandridis, A. K. (2006). Weather Analysis & Weather Derivative Pricing. in: 5th Hellenic Finance and Accounting Association, Thessaloniki, Greece, 15-16 December, 2006.