下列为我的出版文章以及学术交流会讲演：
Gonzalez-Nunez, E., Trejo, L. A., Kampouridis, M., "Expanding a Machine Learning Class Towards its
Application to the Stock Market Forecast", Applied Intelligence, Springer (2024)
Preprint
Gonzalez Nunez, E., Trejo, L. A., Kampouridis, M., "A Comparative Study for Stock Market Forecast Based on a New Machine Learning Model", Big Data and Cognitive Computing, MDPI (2024)
Preprint
Habbab, F.Z., Kampouridis, M., "An in-depth investigation of five machine learning algorithms for optimizing mixed-asset portfolios including REITs", Expert Systems with Applications, Volume 235, 121102 Elsevier (2024).
Published article
Evdokimov, I., Kampouridis, M., Papastylianou, T., "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). Accepted for publication.
Preprint
Adegboye, A., Kampouridis, M., Otero, F., "Algorithmic trading with directional changes", Artificial Intelligence Review, Springer (2022). Accepted for publication.
Preprint
Kampouridis, M., Kanellopoulos, P., Kyropoulou, M., Melissourgos, T., Voudouris, A.A., "Multi-Agent Systems for Computational
Economics and Finance", AI Communications, IOS Press (2022). Accepted for publication.
Preprint
Adegboye, A., Kampouridis, M., Otero, F., "Improving trend reversal estimation in Forex markets under a directional changes paradigm with classification algorithms", International Journal of Intelligent Systems, Wiley (2021). Accepted for publication.
Preprint
Adegboye, A., Kampouridis, M., "Machine Learning Classification and Regression Models for Predicting Directional Changes Trend Reversal in FX Markets", Expert Systems with Applications, Vol. 173, Elsevier, pp. 114645 (2021)
Preprint
Brabazon, A., Kampouridis, M., O'Neill, M., "Applications of Genetic Programming to Finance and Economics: Past, Present, Future", Genetic Programming and Evolvable Machines (Invited Article), Vol. 21, Springer, pp. 33-53 (2020)
Postprint
Cramer, S., Kampouridis, M., Freitas, A.A., Alexandridis, A., "Stochastic Model Genetic Programming: Deriving Pricing Equations for Rainfall Weather Derivatives", Swarm and Evolutionary Computation (46), Elsevier, pp. 184-200 (2019)
Postprint
Cramer, S., Kampouridis, M., Freitas, A.A., "Decomposition Genetic Programming: An Extensive Evaluation on Rainfall Prediction in the Context of Weather Derivatives", Applied Soft Computing, Elsevier, Vol. 70C, pp. 208-224 (2018)
Postprint
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
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)
Rayment, G., Kampouridis, M., "Enhancing High-Frequency Trading with Deep Reinforcement Learning using Advanced Positional Awareness Under a Directional Changes Paradigm", International Conference on Machine Learning and Applications (2024)
Preprint
Long, X., Kampouridis, M., "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) (2024)
Preprint
Habbab, F., Kampouridis, M., "Optimising a Prediction-based, Mixed-asset portfolio including REITs", IEEE Symposium on Computational Intelligence for Financial Engineering & Risk (CIFEr) (2023)
Preprint
Rayment, G., Kampouridis, M., Adegboye, A., "Predicting Directional Change Reversal Points with Machine Learning Regression Models", IEEE Symposium on Computational Intelligence for Financial Engineering & Risk (CIFEr) (2023)
Preprint
Rayment, G., Kampouridis, M., "High Frequency Trading with Deep Reinforcement Learning Agents Under a Directional Changes Sampling Framework", IEEE Symposium on Computational Intelligence for Financial Engineering & Risk (CIFEr) (2023)
Preprint
Christodoulaki, E., Kampouridis, M., "Fundamental, Technical and Sentiment Analysis for Algorithmic Trading with Genetic Programming", IEEE Symposium on Computational Intelligence for Financial Engineering & Risk (CIFEr) (2023)
Preprint
Salman, O., Melissourgos, T., Kampouridis, M., "Optimization of Trading Strategies using a Genetic Algorithm under the Directional Changes Paradigm with Multiple Thresholds", IEEE Congress on Evolutionary Computation (CEC) (2023)
Preprint
Long, X., Kampouridis, M., Kanellopoulos, P., "Multi-objective optimisation and genetic programming for trading by combining directional changes and technical indicators", IEEE Congress on Evolutionary Computation (CEC) (2023)
Preprint
Habbab, F.Z., Kampouridis, M., Papastylianou, T., "Improving REITs Time Series Prediction Using ML and Technical Analysis Indicators", IEEE International Joint Conference on Neural Networks (IJCNN), Queensland, Australia (2023)
Preprint
Christodoulaki, E., Kampouridis, M., Kyropoulou, M., "Enhanced Strongly typed Genetic Programming for Algorithmic Trading", Genetic and Evolutionary Computation Conference (GECCO), Lisbon, Portugal (2023)
Preprint
Christodoulaki, E., Kampouridis, M., Combining Technical and Sentiment Analysis under a Genetic Programming algorithm, The 21st UK Workshop on Computational Intelligence (UKCI) (2022)
Preprint
Habbab, F.Z. , Kampouridis, M., "Machine Learning for Real Estate Time Series Prediction", The 21st UK Workshop on Computational Intelligence (UKCI) (2022)
Preprint
Long, X., Kampouridis, M., Kanellopoulos, P., "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 (2022)
Preprint
Habbab, F.Z., Kampouridis, M., "Optimizing Mixed-Asset Portfolio With Real Estate: Why Price Predictions?", IEEE Congress on Evolutionary Computation (CEC) (2022)
Preprint
Salman, O., Kampouridis, M., Jarchi, D., "Trading Strategies Optimization by Genetic Algorithm under the Directional Changes Paradigm", IEEE Congress on Evolutionary Computation (CEC) (2022)
Preprint
Long, X., Kampouridis, M., Jarchi, D., "An in-depth investigation of genetic programming and nine other machine learning algorithms in a financial forecasting problem", IEEE Congress on Evolutionary Computation (CEC) (2022)
Preprint
Christodoulaki, E., Kampouridis, M., "Using strongly typed genetic programming to combine technical and sentiment analysis for algorithmic trading", IEEE Congress on Evolutionary Computation (CEC) (2022)
Preprint
Christodoulaki, E., Kampouridis, M., Kanellopoulos, P., "Technical and Sentiment Analysis in Financial Forecasting with Genetic Programming", IEEE Symposium on Computational Intelligence for Financial Engineering & Economics (CIFEr) (2022)
Preprint
Habbab, F., Kampouridis, M., Voudouris, A., "Optimizing Mixed-Asset Portfolios Involving REITs", IEEE Symposium on Computational Intelligence for Financial Engineering & Risk (CIFEr) (2022)
Preprint
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.): Engineering Applications of Neural Networks (EANN) 2013, Part I, Communications in Computer and Information Science (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.
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)
Kampouridis, M., An application of Genetic Programming to Financial Forecasting, IEEE Congress on Evolutionary Computation (CEC), Cancun, Mexico (2013)
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)
Christodoulaki, E.P., "Fundamental, Sentiment and Technical analysis for Algorithmic Trading using Novel Genetic Programming algorithms", PhD Thesis, University of Essex (2024)
PhD Thesis
Habbab, F. Z., "Machine Learning to Investigate the Role of Real
Estate in a Mixed-Asset Portfolio", PhD Thesis, University of Essex (2024)
PhD Thesis
Salman, O., "Trading Strategies Optimization Using a Genetic Algorithm under The Directional Changes Paradigm", PhD Thesis, University of Essex (2024)
PhD Thesis
Adegboye, A., "Estimating Directional Changes Trend Reversal in Forex Using Machine Learning", PhD Thesis, University of Kent (2022)
PhD Thesis
Cramer, S., "New Genetic Programming Methods for Rainfall Prediction and Rainfall Derivatives Pricing", PhD Thesis, University of Kent (2017)
PhD Thesis
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)
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)