Services
Our services include:
- Economic Nowcasting & Forecasting
- Business Consultancy
- IT Automation & Software Solutions in Economics & Finance
- Investment Strategies & Advisory
- Tailor-Made Research for your Institution
Our team of experts has a long track record of academic and industry publications and have been involved in many projects for the Office of National Statistics, European Commission, Oxford Economics, the Bank of England, and many hedge funds. Below, we provide an indicative list of published and working papers based on past projects.
Papailias, F., Thomakos, D. (2017). EXSSA: SSA-Based Reconstruction of Time Series via Exponential Smoothing of Covariance Eigenvalues. International Journal of Forecasting, 33(1), 214-229.
Papailias, F., Thomakos, D., Liu, J. (2017). The Baltic Dry Index: Cyclicalities, Forecasting and Hedging Strategies. Empirical Economics, 52, 255-282.
Kapetanios, G., Marcellino, M., Papailias, F. (2016). Forecasting Inflation and GDP Growth Using Heuristic Optimisation of Information Criteria and Variable Reduction Methods. Computational Statistics & Data Analysis, 100, 369-382.
Papailias, F., Dias, G.F. (2015). Forecasting Long Memory Series Subject to Structural Change: A Two-Stage Approach. International Journal of Forecasting, 31(4), 1056-1066.
Papailias, F., Thomakos, D. (2015). An Improved Moving Average Technical Trading Rule. Physica A: Statistical Mechanics and its Applications, 428, 458-469.
Papailias, F., Thomakos, D. (2015). Covariance Averaging for Improved Estimation and Portfolio Allocation. Financial Markets and Portfolio Management, 29, 31-59.
Thomakos, D., Papailias, F. (2014). “Out of Sync”: The Breakdown of Economic Sentiment Cycles in the EU. Review of International Economics, 22(1), 131-150.