Fotis Papailias

Quantf Research

Manager

London

United Kingdom

http://www.quantf.com

University of London, King's College London, Department of Management

150 Stamford Street

London, SE1 9NN

United Kingdom

SCHOLARLY PAPERS

22

DOWNLOADS
Rank 5,331

SSRN RANKINGS

Top 5,331

in Total Papers Downloads

9,843

SSRN CITATIONS

7

CROSSREF CITATIONS

1

Scholarly Papers (22)

1.

An Improved Moving Average Technical Trading Rule

Quantf Research Working Paper Series No. WP01/2014
Number of pages: 32 Posted: 13 Sep 2011 Last Revised: 02 Jun 2014
Fotis Papailias and Dimitrios D. Thomakos
Quantf Research and University of Athens, Department of Business Administration
Downloads 4,387 (2,553)

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Dow Jones, ETF, Exchange Rate, Moving average, Price cross-over, S&P500, Threshold, Trailing stop, Technical analysis, Technical Trading, Trading strategies

2.

An Improved Moving Average Technical Trading Rule II: Can We Obtain Performance Improvements with Short Sales?

Quantf Research Working Paper Series No. WP02/2014
Number of pages: 45 Posted: 14 Nov 2011 Last Revised: 02 Jun 2014
Fotis Papailias and Dimitrios D. Thomakos
Quantf Research and University of Athens, Department of Business Administration
Downloads 1,532 (14,607)
Citation 1

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ETF, Exchange Rate, Moving average, Price cross-over, S&P500, Short Sales, Stop and Reverse, Threshold, Trailing stop, Technical analysis, Technical Trading, Trading strategies

3.

Return Signal Momentum

Journal of Banking and Finance, Forthcoming, QMS Research Paper 2019/04
Number of pages: 62 Posted: 22 May 2017 Last Revised: 16 Feb 2021
Fotis Papailias, Jiadong Liu and Dimitrios D. Thomakos
Quantf Research, Queen's University Belfast - Queen's Management School and University of Athens, Department of Business Administration
Downloads 1,248 (19,989)

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Return Sign, Trading Strategies, Market Timing, Time Series Momentum

4.

Time Series Reversal in Trend Following Strategies

Number of pages: 46 Posted: 22 May 2017 Last Revised: 29 Aug 2017
Jiadong Liu and Fotis Papailias
Queen's University Belfast - Queen's Management School and Quantf Research
Downloads 582 (57,692)

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Reversal, Trend Following, Market Timing, Time Series Momentum, Returns Signal Momentum

5.

The Baltic Dry Index: Cyclicalities, Forecasting and Hedging Strategies

Quantf Research Working Paper Series No. WP10/2014
Number of pages: 38 Posted: 21 Jul 2013 Last Revised: 02 Jun 2014
Fotis Papailias and Dimitrios D. Thomakos
Quantf Research and University of Athens, Department of Business Administration
Downloads 385 (95,056)
Citation 1

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Baltic Dry Index, Commodities, Concordance, Cyclical Analysis, Forecasting, Turning Points

6.

Improved Moving Average (IMA) Strategies

Market Technician, Journal of the Society of Technical Analysts, Issue 72, May 2012
Number of pages: 6 Posted: 02 Jun 2014
Fotis Papailias and Dimitrios D. Thomakos
Quantf Research and University of Athens, Department of Business Administration
Downloads 384 (95,337)

Abstract:

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Moving average, Trading Rules, Stop loss, Trailing stop

7.

Big Data Econometrics: Now Casting and Early Estimates

BAFFI CAREFIN Centre Research Paper No. 2018-82
Number of pages: 53 Posted: 02 Jul 2018
Bocconi University - Department of Economics, Quantf Research, Eurostat, King's College, London and Eurostat, European Commission
Downloads 353 (104,924)
Citation 2

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Big Data, Nowcasting, Early Estimates, Econometric Methods

8.

Covariance Averaging for Improved Estimation and Portfolio Allocation

Quantf Research Working Paper Series No. WP11/2014
Number of pages: 30 Posted: 15 Jul 2013 Last Revised: 02 Jun 2014
Dimitrios D. Thomakos and Fotis Papailias
University of Athens, Department of Business Administration and Quantf Research
Downloads 270 (139,779)

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Averaging, Covariance Estimation, Financial Returns, Multivariate Time Series, Portfolio Allocation, Risk Management, Rolling Window

9.

Volatility Discovery

Number of pages: 58 Posted: 29 Aug 2016 Last Revised: 21 Dec 2017
University of East Anglia (UEA) - School of Economics, University of East Anglia (UEA), Norwich Business School and Quantf Research
Downloads 176 (209,177)

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information processing, volatility persistency, high-frequency data, price discovery, realized volatility, fractionally cointegrated vector autoregressive (FCVAR)

An Automatic Leading Indicator, Variable Reduction and Variable Selection Methods Using Small and Large Datasets: Forecasting the Industrial Production Growth for Euro Area Economies

quantf research Working Paper Series: WP09/2014
Number of pages: 23 Posted: 02 Jun 2014
European Central Bank (ECB), King's College, London, Quantf Research and National Institute of Economic and Social Research (NIESR)
Downloads 50 (477,507)

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Bayesian Shrinkage Regression, Dynamic Factor Model, Euro Area, Forecasting, Kalman Filter, Partial Least Squares

An Automatic Leading Indicator, Variable Reduction and Variable Selection Methods Using Small and Large Datasets: Forecasting the Industrial Production Growth for Euro Area Economies

ECB Working Paper No. 1773
Number of pages: 33 Posted: 02 Apr 2015
European Central Bank (ECB), King's College, London, Quantf Research and National Institute of Economic and Social Research (NIESR)
Downloads 41 (518,661)

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Bayesian shrinkage regression, dynamic factor model, euro area, forecasting, Kalman filter, partial least squares

11.

Cross-Validation Based Covariance Shrinkage in Portfolio Selection

quantf research Working Paper Series: WP03/2014
Number of pages: 33 Posted: 02 Jun 2014
Fotis Papailias and George Kapetanios
Quantf Research and King's College, London
Downloads 88 (349,682)

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Covariance Matrix, Shrinkage Methods, Portfolio Optimisation

12.

Variable Reduction and Variable Selection Methods Using Small, Medium and Large Datasets: A Forecast Comparison for the PEEIs

quantf research Working Paper Series: WP08/2014
Number of pages: 36 Posted: 02 Jun 2014
King's College, London, Bocconi University - Department of Economics and Quantf Research
Downloads 65 (414,989)
Citation 3

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Bayesian Shrinkage Regression, Cross-Sectional Dependence, Cross-Sectional Averages, Euro Area, Forecasting, Genetic Algorithms, Heuristic Optimisation, MC^3, PEEIs, Sequential Testing, Simulated Annealing, Partial Least Squares, Principal Components

13.

Variable Selection for Large Unbalanced Datasets Using Non-Standard Optimisation of Information Criteria and Variable Reduction Methods

quantf research Working Paper Series: WP04/2014
Number of pages: 21 Posted: 02 Jun 2014
King's College, London, Bocconi University - Department of Economics and Quantf Research
Downloads 64 (418,290)
Citation 2

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Heuristic optimisation, Information criteria, Unbalanced datasets, Model Reduction, Forecasting, PEEI

14.

Inference for Impulse Response Coefficients from Multivariate Fractionally Integrated Processes

quantf research Working Paper Series: WP13/2014
Number of pages: 41 Posted: 02 Jun 2014
Richard Baillie, George Kapetanios and Fotis Papailias
Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management, King's College, London and Quantf Research
Downloads 49 (473,368)

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ARFIMA Models, Impulse Response, Long Memory

15.

Forecasting Strongly Dependent Macroeconomic and Monetary Series: A Two-Stage Approach and a Direct High-Order Autoregression

quantf research Working Paper Series: WP12/2014
Number of pages: 50 Posted: 02 Jun 2014
Fotis Papailias and Gustavo Fruet Dias
Quantf Research and University of East Anglia (UEA) - School of Economics
Downloads 40 (512,844)

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Forecasting, Infinite Autoregressions, Long Memory, MLE, Local Whittle

16.

US and EA Yield Curve Persistence during the COVID-19 Pandemic

Number of pages: 25 Posted: 11 Mar 2021 Last Revised: 31 Mar 2021
Fotis Papailias
Quantf Research
Downloads 32 (553,194)

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Term Structure, Yield Curve, Nelson-Siegel, Coronavirus, COVID-19, Time-varying coefficient models, Autoregressive processes, US, Euro-Area

17.

Forecasting EU Economic Activity Using Summary Indicators

quantf research Working Paper Series: WP07/2014
Number of pages: 51 Posted: 02 Jun 2014
King's College, London, Bocconi University - Department of Economics and Quantf Research
Downloads 31 (558,647)

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Bayesian Shrinkage Regression, EU, Forecasting, Partial Least Squares, Summary Indicators

18.

Forecasting EU Economic Activity Using Financial Condition Indexes

quantf research Working Paper Series: WP06/2014
Number of pages: 13 Posted: 02 Jun 2014
King's College, London, Bocconi University - Department of Economics and Quantf Research
Downloads 29 (570,055)

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Financial Conditions, Forecasting

19.

Business Cycles Dating for EU Economies: An Empirical Search for the Optimal Settings

quantf research Working Paper Series: WP05/2014
Number of pages: 34 Posted: 02 Jun 2014
King's College, London, Bocconi University - Department of Economics and Quantf Research
Downloads 20 (628,957)

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Business Cycles, Recession

20.

Investigating the Predictive Ability of ONS Big Data-Based Indicators

Number of pages: 21 Posted: 22 Apr 2021 Last Revised: 28 Apr 2021
George Kapetanios and Fotis Papailias
King's College, London and Quantf Research
Downloads 16 (657,237)

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Big Data, Nowcasting, Sparse Regressions, Factor Models

21.

A Generalised Fractional Differencing Bootstrap for Long Memory Processes

Journal of Time Series Analysis, Vol. 40, Issue 4, pp. 467-492, 2019
Number of pages: 26 Posted: 29 May 2020
George Kappetanios, Fotis Papailias and A. Taylor
King's College London, Quantf Research and University of Essex
Downloads 1 (778,604)
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Fractional differencing bootstrap, fractional integration, resampling

22.

'Out of Sync': The Breakdown of Economic Sentiment Cycles in the EU

Review of International Economics, Vol. 22, Issue 1, pp. 131-150, 2014
Number of pages: 20 Posted: 15 Jan 2014
Dimitrios D. Thomakos and Fotis Papailias
University of Peloponnese and Quantf Research
Downloads 0 (795,614)
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