Stavros Stavroyiannis

Prof. Stavros Stavroyiannis

Department of Accounting & Finance, University of Peloponnese, GR 241-00 Antikalamos, Greece
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Research Focus & Metrics

Academic Career Length

31Years (1996-Present)

(Calculated once Scilit publication data is synced: current year − year of first publication + 1)

Representative Publications

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26 January 2021 in Electronics
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Journal Article
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Ioannis E. LivierisIoannis E. Livieris
Ioannis E. Livieris
Niki KiriakidouNiki Kiriakidou
Niki Kiriakidou
SSStavros Stavroyiannis
Stavros Stavroyiannis
PPPanagiotis Pintelas
Panagiotis Pintelas
Nowadays, cryptocurrencies are established and widely recognized as an alternative exchange currency method. They have infiltrated most financial transactions and as a result cryptocurrency trade is generally considered one of the most popular and promising types of profitable investments. Nevertheless, this constantly increasing financial market is characterized by significant volatility and strong price fluctuations over a short-time period therefore, the development of an accurate and reliable forecasting model is considered essential for portfolio management and optimization. In this research, we propose a multiple-input deep neural network model for the prediction of cryptocurrency price and movement. The proposed forecasting model utilizes as inputs different cryptocurrency data and handles them independently in order to exploit useful information from each cryptocurrency separately. An extensive empirical study was performed using three consecutive years of cryptocurrency data from three cryptocurrencies with the highest market capitalization i.e., Bitcoin (BTC), Etherium (ETH), and Ripple (XRP). The detailed experimental analysis revealed that the proposed model has the ability to efficiently exploit mixed cryptocurrency data, reduces overfitting and decreases the computational cost in comparison with traditional fully-connected deep neural networks.

10 May 2020 in Algorithms
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Ioannis E. LivierisIoannis E. Livieris
Ioannis E. Livieris
EPEmmanuel Pintelas
Emmanuel Pintelas
SSStavros Stavroyiannis
Stavros Stavroyiannis
PPPanagiotis Pintelas
Panagiotis Pintelas
Nowadays, cryptocurrency has infiltrated almost all financial transactions; thus, it is generally recognized as an alternative method for paying and exchanging currency. Cryptocurrency trade constitutes a constantly increasing financial market and a promising type of profitable investment; however, it is characterized by high volatility and strong fluctuations of prices over time. Therefore, the development of an intelligent forecasting model is considered essential for portfolio optimization and decision making. The main contribution of this research is the combination of three of the most widely employed ensemble learning strategies: ensemble-averaging, bagging and stacking with advanced deep learning models for forecasting major cryptocurrency hourly prices. The proposed ensemble models were evaluated utilizing state-of-the-art deep learning models as component learners, which were comprised by combinations of long short-term memory (LSTM), Bi-directional LSTM and convolutional layers. The ensemble models were evaluated on prediction of the cryptocurrency price on the following hour (regression) and also on the prediction if the price on the following hour will increase or decrease with respect to the current price (classification). Additionally, the reliability of each forecasting model and the efficiency of its predictions is evaluated by examining for autocorrelation of the errors. Our detailed experimental analysis indicates that ensemble learning and deep learning can be efficiently beneficial to each other, for developing strong, stable, and reliable forecasting models.

1 October 2009 in Applied Numerical Mathematics
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Journal Article
Closed access
SSStavros Stavroyiannis
Stavros Stavroyiannis
TST.E. Simos
T.E. Simos

7 December 1998 in Applied Physics Letters
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SSStavros Stavroyiannis
Stavros Stavroyiannis
IPI. Panagiotopoulos
I. Panagiotopoulos
DNDimitrios Niarchos
Dimitrios Niarchos
JCJ. A. Christodoulides
J. A. Christodoulides
YZY. Zhang
Y. Zhang
GHG. C. Hadjipanayis
G. C. Hadjipanayis
Nanocomposite CoPt/Ag films have been successfully fabricated and their microstructural and magnetic properties have been investigated for potential applications in magnetic recording media. This was done by first making sputtered CoPt/Ag multilayers with the face-centered cubic (fcc) structure which is magnetically soft and then annealing the multilayers to transform the fcc phase to the highly anisotropic face-centered tetragonal phase (fct) which is magnetically hard. The final nanocomposite structure consists of CoPt nanoparticles with the hard fct phase embedded in a fcc Ag matrix. Large values of coercivity in the range of 1–17 kOe were achieved with grain sizes in the range of 7–100 nm, respectively.

1 June 2019 in Journal of Behavioral and Experimental Finance
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SSStavros Stavroyiannis
Stavros Stavroyiannis
VBVassilios Babalos
Vassilios Babalos

8 July 2020 in Neural Computing and Applications
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Journal Article
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Ioannis E. LivierisIoannis E. Livieris
Ioannis E. Livieris
SSStavros Stavroyiannis
Stavros Stavroyiannis
EPEmmanuel Pintelas
Emmanuel Pintelas
PPPanagiotis Pintelas
Panagiotis Pintelas