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Vasileios Siakoulis

Observed names: Vasileios G. Siakoulis, Vasilis Siakoulis
Observed institution: University of Patras
ORCID: 0000-0001-8651-5475
Observed ORCID: 0000-0001-8651-5475
OpenAlex ID: A5070535474
Predicting bank insolvencies using machine learning techniques
2020 · Anastasios Petropoulos, Vasilis Siakoulis, et al. · International Journal of Forecasting · 192
A stacked generalization system for automated FOREX portfolio trading
2017 · Anastasios Petropoulos, Sotirios P. Chatzis, et al. · Expert Systems with Applications · 60
Can central bank speeches predict financial market turbulence? Evidence from an adaptive NLP sentiment index analysis using XGBoost machine learning technique
2021 · Anastasios Petropoulos, Vasilis Siakoulis · Central Bank Review · 50
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Employing Google Trends and Deep Learning in Forecasting Financial Market Turbulence
2021 · Anastasios Petropoulos, Vasileios Siakoulis, et al. · Journal of Behavioral Finance · 44
A robust machine learning approach for credit risk analysis of large loan level datasets using deep learning and extreme gradient boosting
2019 · Αναστάσιος Πετρόπουλος, Vasileios Siakoulis, et al. · RePEc: Research Papers in Economics · 29
Fiscal Policy Effects on Non-Performing Loan Formation
2022 · Vasileios Siakoulis · SSRN Electronic Journal · 21
Is COVID-19 reflected in AnaCredit dataset? A big data - machine learning approach for analysing behavioural patterns using loan level granular information
2023 · Anastasios Petropoulos, Evangelos Stavroulakis, et al. · Working paper - Bank of Greece · 19
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Forecasting sovereign risk in the Euro area via machine learning
2023 · Guillaume Belly, Lukas Boeckelmann, et al. · Journal of Forecasting · 19
A Combined Statistical Framework for Forecasting Default Rates of Greek Financial Institutions’ Credit Portfolios
2018 · Aristotelis Klamargias, Anastasios Petropoulos, et al. · SSRN Electronic Journal · 18
Interest Rate Pass Through in the Deposit and Loan Products Provided by Greek Banks
2021 · Panagiotis Lazaris, Anastasios Petropoulos, et al. · Working paper - Bank of Greece · 16
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Towards an early warning system for sovereign defaults leveraging on machine learning methodologies
2022 · Anastasios Petropoulos, Vasilis Siakoulis, et al. · Intelligent systems in accounting, finance and management/Intelligent systems in accounting, finance & management · 14
Re-constructing the interbank links using machine learning techniques. An application to the Greek interbank market
2021 · Anastasios Petropoulos, Vasilis Siakoulis, et al. · Intelligent Systems with Applications · 5
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Bank failure intensity modeling: an ACD model approach
2018 · Vasileios Siakoulis · The Journal of Risk Finance · 4
Asset Encumbrance in Euro Area Banks: Analysing Trends, Drivers and Prediction Properties for Individual Bank Crises
2021 · Pierre Berthonnaud, Enrico Cesati, et al. · SSRN Electronic Journal · 2
Bitcoin economic behavior analysis and policy implications by leveraging deep learning and high-frequency data
2021 · Vasileios Siakoulis, Anastasios Petropoulos, et al. · International Journal of Data Science and Big Data Analytics · 1
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On inter-arrival times of bond market extreme events. An application to seven European markets
2013 · Vasileios G. Siakoulis, Ioannis A. Venetis · Journal of Economics and Finance · 1
Asset Encumbrance in Euro Area Banks: Analysing Trends, Drivers and Prediction Properties for Individual Bank Crises
2021 · Pierre Berthonnaud, Enrico Cesati, et al. · RePEc: Research Papers in Economics
Winter Is Coming: Repercussions of a New COVID-19 Wave in Global Stock Markets
2020 · Panagiotis Lazaris, Anastasios Petropoulos, et al. · SSRN Electronic Journal
Banking supervision with the use of innovative statistical techniques
2019 · Vasileios Siakoulis, Anastasios Petropoulos, et al. · Εκπαίδευση Δια Βίου Μάθηση Έρευνα και Τεχνολογική Ανάπτυξη Καινοτομία και Οικονομία
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Works count: 19
Citation count: 495
H-index: 11
I10-index: 11
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