Fotis Papailias

otis Papailias is Lecturer in Banking & Finance at King’s Business School. He works in the areas of time series econometrics. His research interests include: (i) the analysis and forecasting of financial and macroeconomics series, (ii) resampling procedures for dependent data, (iii) portfolio selection and (iv) technical trading and investment decisions.

His research has been published in well-known academic journals. He has been consultant for small hedge funds, Oxford Economics and the European Commission. The applicability of his academic work in investment strategies is demonstrated on the current beta version of quantf research website.

Publications

• EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues 01 January 2017
• The Baltic Dry Index: cyclicalities, forecasting and hedging strategies 01 February 2017
• Inference for impulse response coefficients from multivariate fractionally integrated processes 16 March 2017
• Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods 01 August 2016
• Forecasting long memory series subject to structural change:: A two-stage approach 01 October 2015
• An improved moving average technical trading rule 01 June 2015
• Covariance averaging for improved estimation and portfolio allocation 01 February 2015
• Bandwidth selection by cross-validation for forecasting long memory financial time series 01 December 2014
• Modified information criteria and selection of long memory time series models 01 August 2014
• "Out of Sync": The Breakdown of Economic Sentiment Cycles in the EU 01 February 2014