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
Assessing the economy using faster indicators US and EA yield curve persistence during the COVID-19 pandemic Direction-of-change forecasting in commodity futures markets Investigating the predictive ability of ONS big data-based indicators Return signal momentum Time series reversal in trend-following strategies EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues Inference for impulse response coefficients from multivariate fractionally integrated processes The Baltic Dry Index: cyclicalities, forecasting and hedging strategies Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods An improved moving average technical trading rule Covariance averaging for improved estimation and portfolio allocation Forecasting long memory series subject to structural change: A two-stage approach Bandwidth selection by cross-validation for forecasting long memory financial time series Modified information criteria and selection of long memory time series models "Out of Sync": The Breakdown of Economic Sentiment Cycles in the EU MOMENTUM TRADING IN NEW YORK STOCK EXCHANGE (NYSE) ENERGY STOCKS TRADING ENERGY ETFs WITH AN IMPROVED MOVING AVERAGE STRATEGY 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…