Fotis Papailias is a Senior Lecturer in Banking & Finance at King’s Business School. Dr Fotis Papailias Academics Supervisors Senior Lecturer in Banking and Finance Deputy Director of Data Analytics for Finance and Macro (DAFM) Research Centre. Research subject areas Banking & Finance Contact details fotis.papailias@kcl.ac.uk +44 (0)20 7836 5454 1235
Time series reversal in trend-following strategies Liu, J. & Papailias, F., 2021, (Accepted/In press) In: European Financial Management. Research output: Contribution to journal › Article › peer-review. DOIs: https://doi.org/10.1111/eufm.12349 Investigating the predictive ability of ONS big data-based indicators Kapetanios, G. & Papailias, F., 26 Aug 2021, (E-pub ahead of print) In: JOURNAL OF FORECASTING. 41, 2 Research output: Contribution to journal › Article › peer-review. DOIs: https://doi.org/10.1002/for.2805 US and EA yield curve persistence during the COVID-19 pandemic Papailias, F., Jan 2022, In: Finance research letters. 44, 102087. Research output: Contribution to journal › Article › peer-review. DOIs: https://doi.org/10.1016/j.frl.2021.102087 Direction-of-change forecasting in commodity futures markets Liu, J., Papailias, F. & Quinn, B., Mar 2021, In: International Review of Financial Analysis. 74, 101677. Research output: Contribution to journal › Article › peer-review. DOIs: https://doi.org/10.1016/j.irfa.2021.101677 Return signal momentum Papailias, F., Liu, J. & Thomakos, D. D., Mar 2021, In: Journal of Banking and Finance. 124, 106063. Research output: Contribution to journal › Article › peer-review. DOIs: https://doi.org/10.1016/j.jbankfin.2021.106063 EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues Papailias, F. & Thomakos, D., 1 Jan 2017, In: INTERNATIONAL JOURNAL OF FORECASTING. 33, 1, p. 214-229 Research output: Contribution to journal › Article › peer-review. DOIs: https://doi.org/10.1016/j.ijforecast.2016.08.004 The Baltic Dry Index: cyclicalities, forecasting and hedging strategies Papailias, F., Thomakos, D. D. & Liu, J., 1 Feb 2017, In: The Empirical Economics Letters. 52, 1, p. 255-282 Research output: Contribution to journal › Article › peer-review. DOIs: https://doi.org/10.1007/s00181-016-1081-9 Inference for impulse response coefficients from multivariate fractionally integrated processes Baillie, R. T., Kapetanios, G. & Papailias, F., 16 Mar 2017, In: ECONOMETRIC REVIEWS. 36, 1-3, p. 60-84 Research output: Contribution to journal › Article › peer-review. DOIs: https://doi.org/10.1080/07474938.2015.1114253 Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods Kapetanios, G., Marcellino, M. & Papailias, F., 1 Aug 2016, In: COMPUTATIONAL STATISTICS AND DATA ANALYSIS. 100, 0, p. 369-382 Research output: Contribution to journal › Article › peer-review. DOIs: https://doi.org/10.1016/j.csda.2015.02.017 Forecasting long memory series subject to structural change:: A two-stage approach Papailias, F. & Fruet Dias, G., 31 Oct 2015, In: INTERNATIONAL JOURNAL OF FORECASTING. 31, 4, p. 1056-1066 11 p. Research output: Contribution to journal › Article › peer-review. DOIs: https://doi.org/10.1016/j.ijforecast.2015.01.006 View all publications
28 November 2018 Modelling with Big Data and Machine Learning The Bank of England, the Data Analytics for Finance and Macro (DAFM) Research Centre at King’s…