Publications
Journal articles, conference papers, book chapters and theses on machine learning and evolutionary computation for finance, business and the public sector.
27 publications, newest first. Download all as BibTeX
2026
Christodoulaki, E., Kampouridis, M. (2026). Strongly-typed genetic programming with an active trading operator for algorithmic trading using fundamental, sentiment, and technical analysis. Applied Soft Computing, Elsevier.
Barnor, N., Kampouridis, M., Kanellopoulos, P. (2026). Machine Learning for Temperature Forecasting in Weather Derivatives. Artificial Intelligence Review, Springer.
Salman, O., Melissourgos, T., Kampouridis, M. (2026). A genetic algorithm for the optimization of multi-threshold trading strategies in the directional changes paradigm. Artificial Intelligence Review, Vol 59:2, Springer.
2025
Long, X., Kampouridis, M., Papastylianou, T. (2025). Multi-Objective Genetic Programming-based Algorithmic Trading, using Directional Changes and a Modified Sharpe Ratio Score for Identifying Optimal Trading Strategies. Artificial Intelligence Review, Springer.
Long, X., Kampouridis, M., Kanellopoulos, P. (2025). An In-Depth Investigation of Genetic Programming Under Physical Time and Directional Change Frameworks for Algorithmic Trading. IEEE Access.
Christodoulaki, E., Kampouridis, M., Kyropoulou, M. (2025). A novel strongly-typed Genetic Programming algorithm for combining sentiment and technical analysis for algorithmic trading. Knowledge-Based Systems 311, 113054, Elsevier.
Habbab, F.Z., Kampouridis, M., Papastylianou, T. (2025). Improving Real Estate Investment Trusts (REITs) Time-Series Prediction Accuracy Using Machine Learning and Technical Analysis Indicators. Artificial Intelligence Review, Springer. Volume 58:70.
2024
Gonzalez-Nunez, E., Trejo, L. A., Kampouridis, M. (2024). Expanding a Machine Learning Class Towards its Application to the Stock Market Forecast. Applied Intelligence, Springer.
Gonzalez Nunez, E., Trejo, L. A., Kampouridis, M. (2024). A Comparative Study for Stock Market Forecast Based on a New Machine Learning Model. Big Data and Cognitive Computing, MDPI.
Habbab, F.Z., Kampouridis, M. (2024). An in-depth investigation of five machine learning algorithms for optimizing mixed-asset portfolios including REITs. Expert Systems with Applications, Volume 235, 121102 Elsevier.
2023
Evdokimov, I., Kampouridis, M., Papastylianou, T. (2023). Application Of Machine Learning Algorithms to Free Cash Flows Growth Rate Estimation. International Neural Network Society Workshop on Deep Learning Innovations and Applications (INNS DLIA), Procedia Computer Science, Elsevier (2023).
2022
Adegboye, A., Kampouridis, M., Otero, F. (2022). Algorithmic trading with directional changes. Artificial Intelligence Review, Springer (2022).
Kampouridis, M., Kanellopoulos, P., Kyropoulou, M., Melissourgos, T., Voudouris, A.A. (2022). Multi-Agent Systems for Computational Economics and Finance. AI Communications, IOS Press (2022).
2021
Adegboye, A., Kampouridis, M., Otero, F. (2021). Improving trend reversal estimation in Forex markets under a directional changes paradigm with classification algorithms. International Journal of Intelligent Systems, Wiley (2021).
Adegboye, A., Kampouridis, M. (2021). Machine Learning Classification and Regression Models for Predicting Directional Changes Trend Reversal in FX Markets. Expert Systems with Applications, Vol. 173, Elsevier, pp. 114645.
2020
Brabazon, A., Kampouridis, M., O'Neill, M. (2020). Applications of Genetic Programming to Finance and Economics: Past, Present, Future. Genetic Programming and Evolvable Machines (Invited Article), Vol. 21, Springer, pp. 33-53.
2019
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), Elsevier, pp. 184-200.
2018
Cramer, S., Kampouridis, M., Freitas, A.A. (2018). Decomposition Genetic Programming: An Extensive Evaluation on Rainfall Prediction in the Context of Weather Derivatives. Applied Soft Computing, Elsevier, Vol. 70C, pp. 208-224.
2017
Cramer, S., Kampouridis, M., Freitas, A.A., Alexandridis, A. (2017). An Extensive Evaluation of Seven Machine Learning Methods for Rainfall Prediction in Weather Derivatives. Expert Systems with Applications, Elsevier, Vol. 85, pp. 169-181.
Kampouridis, M., Otero, F.E.B. (2017). Evolving Trading Strategies Using Directional Changes. Expert Systems with Applications, Elsevier, Vol. 73, pp. 145-160.
Alexandridis, A., Kampouridis, M., Cramer, S. (2017). A Comparison between Wavelet Networks and Genetic Programming in the Context of Temperature Derivatives. International Journal of Forecasting, Elsevier, Vol. 33 (1), pp. 21-47.
Kampouridis, M., Otero, F. E. B. (2017). Heuristic procedures for improving the predictability of a genetic programming financial forecasting algorithm. Soft Computing, Springer, Vol. 21 (2), pp. 295-310.
2016
Vastardis, N., Kampouridis, M., Yang, K. (2016). A user behaviour-driven smart-home gateway for energy management. Journal of Ambient Intelligence and Smart Environments, IOS Press, Vol. 8 (6), pp. 583-602.
2013
Kampouridis, M., Alsheddy, A., Tsang, E. (2013). On the investigation of hyper-heuristics on a financial forecasting problem. Annals of Mathematics and Artificial Intelligence, Springer, Vol. 68 (4), pp. 225-246.
2012
Kampouridis, M., Tsang, E. (2012). Investment Opportunities Forecasting: Extending the Grammar of a GP-based Tool. International Journal of Computational Intelligence Systems, Vol. 5 (3), pp. 530-541.
Kampouridis, M., Chen, S.-H., Tsang, E. (2012). Microstructure Dynamics and Agent-Based Financial Markets: Can Dinosaurs Return? Advances in Complex Systems, Vol. 15, No. 5.
2011
Kampouridis, M., Chen, S.-H., Tsang, E. (2011). Market Fraction Hypothesis: A Proposed Test. International Review of Financial Analysis, Vol. 23, pp. 41-54.