User:Perrygogas/Periklis Gogas

Periklis Gogas is a Greek economist. He currently is an Associate Professor of Economic Analysis and International Economics at Democritus University of Thrace and was recently a Visiting Scholar at the Ross School of Business at the University of Michigan.

He teaches Banking at the graduate level at the Greek Open University and Risk Management in Banking at the International Hellenic University.

In the past he also taught at Plovdiv University, and the vocational center of the Athens Stock Exchange. He received his Ph.D. degree from the University of Calgary, his Master’s degree from the University of Saskatchewan and his B.A. from the University of Macedonia. His research interests include macroeconomics, financial economics, chaotic and non-linear dynamics, complex networks and machine learning applied to macro and finance. He served for seven years as the Financial Director of a large Greek multinational corporation. He publishes in journals such as, the Journal of Money Credit and Banking, Journal of Banking and Finance, International Finance, Journal of Forecasting, Physica A, Computational Economics, Economic Modelling, Open Economies Review, etc.

His research interests include: both classic econometrics and also emerging methodologies of as they are applied to Economics and Finance. These include, a) Machine Learning: Support Vector Machines for Classification and Regression and Deep Learning Architectures and b) Complex Networks: Threshold – Minimum Dominating Set, Weighted Dominating Set, and Multivariate Networks.

Books

 * “Modern Greek Myths” – Kritiki Publications, 2018.
 * “Economics for non-specialists” – Kritiki Publications, 2016.
 * “A Guide to Entrepreneurship – Analysis of Basic Concepts and Tools”, with I. Pragidis, Loukakis Publications, 2014.
 * “Modern Business – Tools for Entrepreneurial Analysis”, with I. Pragidis, Dionicos Publishers, 2010.

Selected publications

 * “Forecasting transportation demand in the U.S. market”, with V. Plakandaras and T. Papadimitriou, Transportation Research Part A: Policy and Practice, Volume 126, August 2019, 195-214.
 * "Forecasting Bank Failures and Stress Testing: a Machine Learning Approach", with T. Papadimitriou and Anna Agrapetidou, International Journal of Forecasting, Volume 34, Issue 3, July–September 2018, 440-455. Impact Factor 2.642.
 * "Income Inequality: A State-by-State Complex Network Analysis", with T. Papadimitriou, G. Sarantitis, S. Miller and R. Gupta, Physica A. 2017, 483, 423-437. Impact Factor 2.243.
 * "The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach", with T. Papadimitriou, V. Plakandaras and R. Gupta, Journal of Forecasting, 2017, 36(2), 109-121. Impact Factor 0.747.
 * “Forecasting daily and monthly exchange rates with machine learning techniques”, with T. Papadimitriou and V. Plakandaras, Journal of Forecasting, Vol. 34(7), pp. 560-573, November 2015, Impact Factor 0.747.
 * “Forecasting the U.S. Real House Price Index”, with T. Papadimitriou, V. Plakandaras and R. Gupta, Economic Modelling, vol. 45, pp. 259-267, 2015. ABS 2. Impact Factor 1.463
 * “Long-Horizon Regression Tests of the Theory of Purchasing Power Parity”, with Apostolos Serletis, Journal of Banking and Finance 28, 1961-1985, 2004. Impact Factor 1.776.
 * “Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions”, Journal of Money Credit and Banking, with A. Serletis, vol. 46(1), p. 229-241, 2014. ABS 4. Impact Factor 1.509.