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The Efficient Market Hypothesis (EMH) is widely accepted to hold true under certain assumptions. One of its implications is that the prediction of stock prices at least in the short run cannot outperform the random walk model. Yet, recently many studies stressing the psychological and social dimension of financial behavior have challenged the validity of(More)
In this work we propose a new hybrid model, a combination of the manifold learning Principal Components (PC) technique and the traditional multiple regression (PC-regression), for short and medium-term forecasting of daily, aggregated, day-ahead, electricity system-wide load in the Greek Electricity Market for the period 2004–2014. PC-regression is shown to(More)
We study the co-evolution of the dynamics or co-movement of two electricity markets, the Italian and Greek, by studying the dynamics of their wholesale day-ahead prices, simultaneously in the time-frequency domain. Co-movement is alternatively referred as market integration in financial economics and markets are internationally integrated if the reward for(More)
Elliptic Curve Cryptography (ECC) is one of the most promising alternatives to conventional public key cryptography, such as RSA and ElGamal, since it employs keys of smaller sizes for the same level of cryptographic strength. Smaller key sizes imply smaller hardware units for performing the arithmetic operations required by cryptographic protocols and,(More)
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