Publications
Journal articles, conference papers, book chapters and theses on machine learning and evolutionary computation for finance, business and the public sector.
51 publications, newest first. Download all as BibTeX
2026
Kolluri, G.P.K.B., Kampouridis, M., Shekhar, R. (2026). On the Role of Encoder Depth: Pruning Whisper and LoRA Fine-Tuning in SLAM-ASR. SPEAKABLE workshop at LREC 2026.
Kolluri, G.P.K.B., Zhang, Y., Kampouridis, M., Shekhar, R. (2026). CARD: Cross-component Audio Representation Distillation for Encoder-Free Audio Captioning. IEEE Spoken Language Technology SLT 2026.
2024
Sapkota, M.S., Doctor, F., Herrera, H., Kampouridis, M., Yang, X. (2024). Machine Learning to Predict Surgery Duration: Towards Implementing AI and Digital Twin for Effective Scheduling. IEEE International Conference on Medical Artificial Intelligence (MedAI).
Rayment, G., Kampouridis, M. (2024). Enhancing High-Frequency Trading with Deep Reinforcement Learning using Advanced Positional Awareness Under a Directional Changes Paradigm. International Conference on Machine Learning and Applications.
Long, X., Kampouridis, M. (2024). Alpha-dominance two-objective Optimization Genetic Programming for Algorithmic Trading under a Directional Changes Environment. IEEE Symposium on Computational Intelligence for Financial Engineering & Risk (CIFEr).
2023
Habbab, F., Kampouridis, M. (2023). Optimising a Prediction-based, Mixed-asset portfolio including REITs. IEEE Symposium on Computational Intelligence for Financial Engineering & Risk (CIFEr).
Rayment, G., Kampouridis, M., Adegboye, A. (2023). Predicting Directional Change Reversal Points with Machine Learning Regression Models. IEEE Symposium on Computational Intelligence for Financial Engineering & Risk (CIFEr).
Rayment, G., Kampouridis, M. (2023). High Frequency Trading with Deep Reinforcement Learning Agents Under a Directional Changes Sampling Framework. IEEE Symposium on Computational Intelligence for Financial Engineering & Risk (CIFEr).
Christodoulaki, E., Kampouridis, M. (2023). Fundamental, Technical and Sentiment Analysis for Algorithmic Trading with Genetic Programming. IEEE Symposium on Computational Intelligence for Financial Engineering & Risk (CIFEr).
Salman, O., Melissourgos, T., Kampouridis, M. (2023). Optimization of Trading Strategies using a Genetic Algorithm under the Directional Changes Paradigm with Multiple Thresholds. IEEE Congress on Evolutionary Computation (CEC).
Long, X., Kampouridis, M., Kanellopoulos, P. (2023). Multi-objective optimisation and genetic programming for trading by combining directional changes and technical indicators. IEEE Congress on Evolutionary Computation (CEC).
Habbab, F.Z., Kampouridis, M., Papastylianou, T. (2023). Improving REITs Time Series Prediction Using ML and Technical Analysis Indicators. IEEE International Joint Conference on Neural Networks (IJCNN), Queensland, Australia.
Christodoulaki, E., Kampouridis, M., Kyropoulou, M. (2023). Enhanced Strongly typed Genetic Programming for Algorithmic Trading. Genetic and Evolutionary Computation Conference (GECCO), Lisbon, Portugal.
2022
Christodoulaki, E., Kampouridis, M. (2022). Combining Technical and Sentiment Analysis under a Genetic Programming algorithm. The 21st UK Workshop on Computational Intelligence (UKCI).
Habbab, F.Z., Kampouridis, M. (2022). Machine Learning for Real Estate Time Series Prediction. The 21st UK Workshop on Computational Intelligence (UKCI).
Long, X., Kampouridis, M., Kanellopoulos, P. (2022). Genetic programming for combining directional changes indicators in international stock markets. In: Rudolph, G., Kononova, A.V., Aguirre, H., Kerschke, P., Ochoa, G., Tušar, T. (eds) Parallel Problem Solving from Nature – PPSN XVII. PPSN 2022. Lecture Notes in Computer Science, vol 13399. Springer.
Habbab, F.Z., Kampouridis, M. (2022). Optimizing Mixed-Asset Portfolio With Real Estate: Why Price Predictions? IEEE Congress on Evolutionary Computation (CEC).
Salman, O., Kampouridis, M., Jarchi, D. (2022). Trading Strategies Optimization by Genetic Algorithm under the Directional Changes Paradigm. IEEE Congress on Evolutionary Computation (CEC).
Long, X., Kampouridis, M., Jarchi, D. (2022). An in-depth investigation of genetic programming and nine other machine learning algorithms in a financial forecasting problem. IEEE Congress on Evolutionary Computation (CEC).
Christodoulaki, E., Kampouridis, M. (2022). Using strongly typed genetic programming to combine technical and sentiment analysis for algorithmic trading. IEEE Congress on Evolutionary Computation (CEC).
Christodoulaki, E., Kampouridis, M., Kanellopoulos, P. (2022). Technical and Sentiment Analysis in Financial Forecasting with Genetic Programming. IEEE Symposium on Computational Intelligence for Financial Engineering & Economics (CIFEr).
Habbab, F., Kampouridis, M., Voudouris, A. (2022). Optimizing Mixed-Asset Portfolios Involving REITs. IEEE Symposium on Computational Intelligence for Financial Engineering & Risk (CIFEr).
2017
Adegboye, A. N., Kampouridis, M., Johnson, C. G. (2017). Regression Genetic Programming for Predicting Trend End in Foreign Exchange Market. IEEE Computational Intelligence for Financial Engineering & Economics, Symposium Series on Computational Intelligence, Hawaii, USA.
Kampouridis, M., Adegboye, A. N., Johnson, C. G. (2017). Evolving Directional Based Trading Strategies with a New Event-based Indicator. in Yuhui, Shi et al. (Eds.): Proceedings of SEAL 2017, Lecture Notes in Computer Science (LNCS) 10593.
Cramer, S., Kampouridis, M., Freitas, A.A., Alexandridis, A. (2017). Pricing Rainfall Based Futures Using Genetic Programming. EvoApplications 2017, Lecture Notes in Computer Science (LNCS) 10199, pp. 17-33.
2016
Cramer, S., Kampouridis, M., Freitas, A.A. (2016). A Genetic Decomposition Algorithm for Predicting Rainfall within Financial Weather Derivatives. Genetic and Evolutionary Computation Conference (GECCO), Denver, Colorado, USA.
Cramer, S., Kampouridis, M., Freitas, A.A. (2016). Feature Engineering for Improving Financial Derivatives-based Rainfall Prediction. IEEE World Congress on Computational Intelligence, Vancouver, Canada.
2015
Cramer, S., Kampouridis, M., Freitas, A.A., 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.
Cramer, S., Kampouridis, M. (2015). Guided Local Search for the Intelligent Deployment of Fibre Optic Networks. IEEE Congress on Evolutionary Computation, Sendai, Japan.
Gypteau, J., Otero, F., Kampouridis, M. (2015). Generating Directional Change Based Trading Strategies with Genetic Programming. A.M. Mora and G.Squillero (Eds.): EvoApplications 2015, Lecture Notes in Computer Science (LNCS) 9028, Chapter 22, pp. 1-12.
2014
Brookhouse, J., Otero, F., Kampouridis, M. (2014). Working with OpenCL to Speed Up a Genetic Programming Financial Forecasting Algorithm: Initial Results. EvoSoft, GECCO, Vancouver, Canada.
Kattan, A., Kampouridis, M., Ong, Y.-S., Mehamdi, K. (2014). Transformation of Input Space using Statistical Moments: EA-Based Approach. IEEE World Congress on Evolutionary Computation (WCCI), Beijing, China.
Kattan, A., Kampouridis, M., Agapitos, A. (2014). Generalisation Enhancement via Input Space Transformation: A GP Approach. EuroGP, EvoStar, Granada, Spain.
Otero, F., Kampouridis, M. (2014). A Comparative Study on the Use of Classification Algorithms in Financial Forecasting. EvoFin, EvoStar, Granada, Spain.
Shao, M., Smonou, D., Kampouridis, M., Tsang, E. (2014). Guided Fast Local Search for Speeding Up a Financial Forecasting Algorithm. IEEE Computational Intelligence for Financial Engineering & Economics (CIFEr), London, UK.
Aluko, B., Smonou, D., Kampouridis, M., Tsang, E. (2014). Combining Different Meta-heuristics to Improve the Predictability of a Financial Forecasting Algorithm. IEEE Computational Intelligence for Financial Engineering & Economics (CIFEr), London, UK.
2013
Kampouridis, M., Otero, F. (2013). Using attribute construction to improve the predictability of a GP financial forecasting algorithm. Proceedings of the Conference on Technologies and Applications of Artificial Intelligence, Taipei, Taiwan.
Alexandridis, A., Kampouridis, M. (2013). Temperature Forecasting in the Concept of Weather Derivatives: A Comparison between Wavelet Networks and Genetic Programming. in L. Iliadis, H. Papadopoulos, and C. Jayne (Eds.): Engineering Applications of Neural Networks (EANN) 2013, Part I, Communications in Computer and Information Science (CCIS) 383, pp. 12--21, Springer, Heidelberg.
Kampouridis, M. (2013). An Initial Investigation of Choice Function Hyper-Heuristics for the Problem of Financial Forecasting. Proceedings of the IEEE Congress on Evolutionary Computation (CEC), Cancun, Mexico.
Smonou, D., Kampouridis, M., Tsang, E. (2013). Metaheuristics Application on a Financial Forecasting Problem. Proceedings of the IEEE Congress on Evolutionary Computation (CEC), Cancun, Mexico.
Kampouridis, M., Sim, K.M. (2013). A GP approach for Price-Speed Optimizing Negotiation. Proceedings of the IEEE Congress on Evolutionary Computation (CEC), Cancun, Mexico.
Rais Shaghaghi, A., Glover, T., Kampouridis, M., Tsang, E. (2013). Guided Local Search for Optimal GPON/FTTP Network Design. In Chaki, N., Meghanathan, N., Nagamalai, D. (Eds.): Proceedings of the Fourth International Conference on Networks & Communications, Lecture Notes in Electrical Engineering, Vol. 131, Springer.
2012
Alsheddy, A., Kampouridis, M. (2012). Off-line Parameter Tuning for Guided Local Search Using Genetic Programming. Proceedings of the IEEE World Congress on Computational Intelligence (WCCI) 2012, Brisbane, Australia.
Kampouridis, M., Glover, T., Rais Shaghaghi, A., Tsang, E. (2012). Using a Genetic Algorithm as a Decision Support Tool for the Deployment of Fiber Optic Networks. Proceedings of the IEEE World Congress on Computational Intelligence (WCCI) 2012, Brisbane, Australia.
2011
Kampouridis, M., Chen, S.-H., Tsang, E. (2011). Investigating the Effect of Different GP Algorithms on the Non-Stationary Behavior of Financial Markets. IEEE Symposium on Computational Intelligence for Financial Engineering & Economics, 11-15 April 2011, Paris, France.
Kampouridis, M., Chen, S.-H., Tsang, E. (2011). Market Microstructure: Can Dinosaurs Return? A Self-Organizing Map Approach under an Evolutionary Framework. in C. Di Chio et al. (Eds.): EvoApplications 2011, Part II, LNCS 6625, pp. 91--100. Springer, Heidelberg.
Kampouridis, M., Tsang, E. (2011). Using Hyperheuristics under a GP framework for Financial Forecasting. C.A. Coello Coello (Ed.): LION 5, LNCS 6683, pp. 16--30. Springer, Heidelberg.
2010
Kampouridis, M., Tsang, E. (2010). EDDIE for Investment Opportunities Forecasting: Extending the Search Space of the GP. Proceedings of the IEEE Congress on Evolutionary Computation, Barcelona, Spain, 18-23 July 2010, p. 2019-2026.
Kampouridis, M., Chen, S.-H., Tsang, E. (2010). Testing the Dinosaur Hypothesis under Empirical Datasets. In R. Schaefer et al. (Eds.): PPSN XI, Part II, LNCS 6239, pp. 199--208. Springer, Heidelberg.
Chen, S.-H., Kampouridis, M., Tsang, E. (2010). Microstructure Dynamics and Agent-Based Financial Markets. in Tibor Bosse, Armando Geller, Catholijn M. Jonker (eds.), Proceedings on Eleventh International Workshop on Multi-Agent-Based Simulation (MABS’2010), Toronto, Canada, pp. 117-128.
Kampouridis, M., Chen, S.-H., Tsang, E. (2010). Testing the Dinosaur Hypothesis Under Different GP Algorithms. Proceedings of the UK Computational Intelligence (UKCI) Workshop, Essex, IEEE Xplore.