Michael Kampouridis

Here you can view a list of my publications and conference presentations.

Refereed Journals

Cramer, S., Kampouridis, M., Freitas, A.A., Alexandridis, A., "An Extensive Evaluation of Seven Machine Learning Methods for Rainfall Prediction in Weather Derivatives", Expert Systems with Applications, Elsevier, Vol. 85, pp. 169-181 (2017)
Postprint

Kampouridis, M., Otero, F.E.B., "Evolving Trading Strategies Using Directional Changes", Expert Systems with Applications, Elsevier, Vol. 73, pp. 145-160 (2017)
Postprint

Alexandridis, A., Kampouridis, M., Cramer, S., "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 (2017)
Postprint

Kampouridis, M., Otero, F. E. B., "Heuristic procedures for improving the predictability of a genetic programming financial forecasting algorithm", Soft Computing, Springer, Vol. 21 (2), pp. 295-310, (2017)
Preprint

Vastardis, N., Kampouridis, M., Yang, K., "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 (2016)
Postprint

Kampouridis, M., Alsheddy, A., Tsang, E., "On the investigation of hyper-heuristics on a financial forecasting problem”, Annals of Mathematics and Artificial Intelligence, Springer, Vol. 68 (4), pp. 225-246 (2013)
Postprint
The final publication is available at http://www.springer.com

Kampouridis, M., Tsang, E., "Investment Opportunities Forecasting: Extending the Grammar of a GP-based Tool", International Journal of Computational Intelligence Systems, Vol. 5 (3), pp. 530-541 (2012)
Postprint
This is an Author's Accepted Manuscript of an article published in the International Journal of Computational Intelligence Systems, Volume 5, Issue 3, 2012, Taylor & Francis, available online at: http://www.tandfonline.com/10.1080/18756891.2012.696918.

Kampouridis, M., Chen, S.-H., Tsang, E., "Microstructure Dynamics and Agent-Based Financial Markets: Can Dinosaurs Return?", Advances in Complex Systems, Vol. 15, No. 5 (2012).
Early version

Kampouridis, M., Chen, S.-H., Tsang, E., "Market Fraction Hypothesis: A Proposed Test", International Review of Financial Analysis, Vol. 23, pp. 41-54 (2012)
Postprint

Refereed Book Chapters

Kampouridis, M., Chen, S.-H., Tsang, E., "The Market Fraction Hypothesis under different GP algorithms", Information Systems for Global Financial Markets: Emerging Developments and Effects, IGI Global, 2011, pp. 37-54. (earlier version available as a technical report here).

Kampouridis, M., Chen, S.-H., Tsang, E., "Market Microstructure: A Self-Organizing Map Approach to Investigate Behavior Dynamics Under an Evolutionary Environment", in Natural Computing in Computational Finance, Volume 4, Studies in Computational Intelligence Series, Springer (2011)
Preprint available here.

(The original publication is available at
http://www.springerlink.com)

Refereed Articles in Conference Proceedings

Adegboye, A. N., Kampouridis, M., Johnson, C. G., "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 (2017)
Preprint

Kampouridis, M., Adegboye, A. N., Johnson, C. G., "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, pp. TBC (2017)
Preprint

Cramer, S., Kampouridis, M., Freitas, A.A., Alexandridis, A., "Pricing Rainfall Based Futures Using Genetic Programming", EvoApplications 2017, Lecture Notes in Computer Science (LNCS) 10199, pp. 17-33 (2017)
Postprint

Cramer, S., Kampouridis, M., Freitas, A.A., "A Genetic Decomposition Algorithm for Predicting Rainfall within Financial Weather Derivatives", Genetic and Evolutionary Computation Conference (GECCO), Denver, Colorado, USA (2016)
Postprint

Cramer, S., Kampouridis, M., Freitas, A.A., Feature Engineering for Improving Financial Derivatives-based Rainfall Prediction, IEEE World Congress on Computational Intelligence, Vancouver, Canada (2016)
Preprint

Cramer, S., Kampouridis, M., Freitas, A.A., Alexandridis, A., "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 (2015)
Preprint

Cramer, S., Kampouridis, M., "Guided Local Search for the Intelligent Deployment of Fibre Optic Networks", IEEE Congress on Evolutionary Computation, Sendai, Japan (2015)
Preprint

Gypteau, J., Otero, F., Kampouridis, M., "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 (2015)
Preprint

Brookhouse, J., Otero, F., Kampouridis, M., "Working with OpenCL to Speed Up a Genetic Programming Financial Forecasting Algorithm: Initial Results", EvoSoft, GECCO, Vancouver, Canada (2014)
Preprint

Kattan, A., Kampouridis, M., Ong, Y.-S., Mehamdi, K., "Transformation of Input Space using Statistical Moments: EA-Based Approach", IEEE World Congress on Evolutionary Computation (WCCI), Beijing, China (2014)
Preprint

Kattan, A., Kampouridis, M., Agapitos, A., "Generalisation Enhancement via Input Space Transformation: A GP Approach", EuroGP, EvoStar, Granada, Spain (2014)
Preprint
Nominated for Best Paper award

Otero, F., Kampouridis, M., "A Comparative Study on the Use of Classification Algorithms in Financial Forecasting", EvoFin, EvoStar, Granada, Spain (2014)
Preprint

Shao, M., Smonou, D., Kampouridis, M., Tsang, E., "Guided Fast Local Search for Speeding Up a Financial Forecasting Algorithm" , IEEE Computational Intelligence for Financial Engineering & Economics (CIFEr), London, UK (2014)
Preprint

Aluko, B., Smonou, D., Kampouridis, M., Tsang, E., "Combining Different Meta-heuristics to Improve the Predictability of a Financial Forecasting Algorithm", IEEE Computational Intelligence for Financial Engineering & Finance (CIFEr), London, UK (2014)
Preprint

Kampouridis, M., Otero, F., "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 (2013)
Preprint

Alexandridis, A., Kampouridis, M., "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.): EANN 2013, Part I, CCIS 383, pp. 12--21, Springer, Heidelberg (2013)
Preprint

Kampouridis, M., "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 (2013)
Preprint

Smonou, D., Kampouridis, M., Tsang, E., "Metaheuristics Application on a Financial Forecasting Problem", Proceedings of the IEEE Congress on Evolutionary Computation (CEC), Cancun, Mexico (2013)
Preprint

Kampouridis, M., Sim, K.M., "A GP approach for Price-Speed Optimizing Negotiation", Proceedings of the IEEE Congress on Evolutionary Computation (CEC), Cancun, Mexico (2013)
Preprint

Rais Shaghaghi, A., Glover, T., Kampouridis, M., Tsang, E., "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 (2013)
Preprint

Alsheddy, A., Kampouridis, M., "Off-line Parameter Tuning for Guided Local Search Using Genetic Programming", Proceedings of the IEEE World Congress on Computational Intelligence (WCCI) 2012, Brisbane, Australia (2012).
Preprint is available.

Kampouridis, M., Glover, T., Rais Shaghaghi, A., Tsang, E., "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 (2012)
Preprint is available.

Kampouridis, M., Chen, S.-H., Tsang, E., "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, (2011).
Preprint available.

Kampouridis, M., Chen, S.-H., Tsang, E., "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 (2011)
(The original publication is available at http://www.springerlink.com)

Kampouridis, M., Tsang, E., "Using Hyperheuristics under a GP framework for Financial Forecasting", C.A. Coello Coello (Ed.): LION 5, LNCS 6683, pp. 16--30. Springer, Heidelberg (2011).
(The original publication is available at www.springerlink.com)

Kampouridis, M., Tsang, E., "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 (2010).
Preprint available.

Kampouridis, M., Chen, S.-H., Tsang, E., "Testing the Dinosaur Hypothesis under Empirical Datasets", In R. Schaefer et al. (Eds.): PPSN XI, Part II, LNCS 6239, pp. 199--208. Springer, Heidelberg (2010)
(The original publication is available at http://www.springerlink.com)

Chen, S.-H., Kampouridis, M., Tsang, E., "Microstructure Dynamics and Agent-Based Financial Markets”, In T. Bosse, A. Geller, and C.M. Jonker (Eds.): Multi-Agent-Based Simulation, Revised Selected Papers, LNAI 6532, Springer, Heidelberg, pp. 121-135 (2011)

Chen, S.-H., Kampouridis, M., Tsang, E., "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 (2010).

Kampouridis, M., Chen, S.-H., Tsang, E., "Testing the Dinosaur Hypothesis Under Different GP Algorithms", Proceedings of the UK Computational Intelligence (UKCI) Workshop, Essex, IEEE Xplore (2010).
Preprint available.

Media

My research on EDDIE is featured in the following article: Cox, A., "Sex, death and the quest for algorithmic glory", Automated Trader magazine, Issue 28 Q2 (2013)

Tutorials

Kampouridis, M., An application of Genetic Programming to Financial Forecasting, IEEE Congress on Evolutionary Computation (CEC), Cancun, Mexico (2013)

Conferences (Extended Abstracts)

Kampouridis, M., Chen, S.-H., Tsang, E., "The Market Fraction Hypothesis: A proposed test", Econophysics Colloquium 2010, Taipei, Taiwan (2010)

Kampouridis, M., Chen S.-H., Tsang, E., "Market fraction hypothesis: A proposed test", The 6th International Conference on Computational Management Science, Geneva (2009)

Kampouridis, M., Chen S.-H., Tsang, E., "Market fraction hypothesis: A proposed test", Proceedings of the 9th Asia-Pacific Complex Systems Conference, Tokyo (2009)

Kampouridis, M., Tsang, E., "Hyper-Heuristics for Investment Opportunitites Forecasting", The 5th International Conference on Computational Management Science, London (2008)

Theses

Kampouridis, M., Computational Intelligence in Financial Forecasting and Agent-Based Modeling: Applications of Genetic Programming and Self-Organizing Maps", PhD Thesis, University of Essex (2011)

Kampouridis, M., An Intelligent Tutoring System for Java, MSc Thesis, University of Essex (2006)


Technical Reports

Kampouridis, M., Chen, S.-H., Tsang, E., "Market Microstructure: Can Dinosaurs Return? A Self-Organizing Map Approach under an Evolutionary Framework", Technical Report CES509, School of Computer Science and Electronic Engineering, University of Essex (2010)

Kampouridis, M., Tsang, E., "EDDIE on Artificial Dataset", Technical Report CES492, School of Computer Science and Electronic Engineering, University of Essex (2008)

Kampouridis, M., Chen S.-H., Tsang, E., "A summary for the Brock and Hommes 'Heterogeneous beliefs and routes to chaos in a simple asset pricing model' 1998 JEDC paper", Technical Report CES497, School of Computer Science and Electronic Engineering, University of Essex (2008)