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Information

Personal information
Lefkippou 6, Xanthi, 67131, Greece
mapiconimg
dimitrios@vezeris.gr
0030 2541 20 00 30
PhD, MBA Electrical & Computer Engineer. Founder and CEO of the companies IONIKI ETE and COSMOS4U

Dimitrios Vezeris

History

Dimitrios Vezeris is an Electrical and Computer Engineer with a PhD in finance with artificial intelligence trading systems, a master's degree in information technology, and a master's degree in international economic and business relations.

He is also the owner of IONIKI ETE, an engineering and consultancy firm, and COSMOS4U, an engineering and IT company.

Through these companies, Vezeris has supervised the construction of building and electromechanical projects and renewable energy projects. He has supervised and produced licenses and design plans for industries, businesses and dwellings.

In addition, he has developed the CITILBILL account management and payment services cloud platform and the automated forex trading software CITINVEST.

Statistics

Academic publications statistics

- 2nd place in the category "Most Cited" for the last 12 months for the article "Take Profit and Stop Loss Trading Strategies Compared to a MACD Trading System" in the journal Journal of Risk and Financial Management.

- 7th place in the category "Most Cited" for the last 24 months for the article "Take Profit and Stop Loss Trading Strategies Compared to a MACD Trading System" in the journal Journal of Risk and Financial Management.

- 3rd place in the category "Most Viewed" for the last 12 months for the article "Take Profit and Stop Loss Trading Strategies Compared to a MACD Trading System" in the journal Journal of Risk and Financial Management.

- 8η θέση στην κατηγορία “Most Viewed” για τους τελευταίους 24 μήνες for the article "Take Profit and Stop Loss Trading Strategies Compared to a MACD Trading System" in the journal Journal of Risk and Financial Management.

Last updated: 29/07/2019

Reviews

Reviews in scientific journals

Vezeris Dimitrios is a reviewer in the following journals:

Journal of Risk and Financial Management, MDPI

Sustainability, MDPI

Computational Economics, Springer

Social Networks

Social networking profiles and websites

IONIKI website: Dimitris Vezeris

Researchgate profile: Dimitrios Th Vezeris

LinkedIn profile: Dimitrios Vezeris

Google Scholar profile: D. Th. Vezeris

ORCID profile: Dimitrios Vezeris

Curricula vitae

Download academic and professional curricula vitae

Download academic curriculum vitae here.

Download professional curriculum vitae here.

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Curriculum Vitae

Education
  • 2018

    PhD in finance with artificial intelligence trading systems

    Department of Electrical & Computers Engineering of Xanthi’s faculty of Engineering, at Democritus University of Thrace

    Thesis: "Fuzzy coefficients in regression models, financial software development"

    Supervisors: Professors C. Schinas, G. Papaschinopoulos, D. Georgiou, V. Papadopoulos, G. Sarafopoulos, E. Katsiri, S. Chatzichristofi.

  • 2014

    Master's in International Finance & Business Relationships

    Department of Economics at Democritus University of Thrace

  • 2012

    Master's in Microelectronics & Information Systems

    Department of Electrical & Computers Engineering of Xanthi's faculty of Engineering, at Democritus University of Thrace

  • 1998

    Bachelor & Master's in Electrical & Computers Engineering

    Department of Electrical & Computers Engineering of Xanthi's faculty of Engineering, at Democritus University of Thrace

Professional experience
  • 2003
    Today

    Founder & CEO

    IONIKI LP / Engineering & Consultancy Firm

    A company that conducts business projects of engineers and consultants, integrates businesses into development laws and builds industries.
  • 2007
    Today

    Founder & CEO

    COSMOS4U / Engineering and IT company

    Company that has developed the cloud account management and payment services platform, CITIBILL and the automated forex trading software, CITINVEST.
  • 2001
    2002

    Construction Project Manager

    Electromechanical Xanthis

    Electrical & hydraulic installations
  • 2000
    2001

    Construction Project Manager

    DOMIKI S.A.

    Complete building constructions for industries
Conferences
  • 2018

    Thesis presentation

    ICEFR 2018

    “Performance comparison of three automated trading systems (MACD, PIVOT and SMA) by means of the d-Back test PS implementation” thesis presentation, 7th International Conference on Economics and Finance Research, Prague, Czech Republic.
Awards, fellowships & grants
  • 2017

    Research - Create - Innovate

    €151.064,32 grant

    Co-financing of €151,064.32 by the European Union and national resources for the research "Autonomous and automated trading system" of the Research - Create - Innovate program.
  • 2015

    Α’ excellence award

    Fellowship

    Graduate in 1st place with scholarship in the postgraduate Department of Economics of the Democritus University of Thrace.
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Publications

Publications list
08 Jun 2019

AdTurtle: An Advanced Turtle Trading System

Journal of Risk and Financial Management 12 (2), 96

For this research, we implemented a trading system based on the Turtle rules and examined its efficiency when trading selected assets from the Forex, Metals, Commodities, Energy and Cryptocurrency Markets using historical data.

See publication


Journals Dimitrios Vezeris, Ioannis Karkanis, Themistoklis Kyrgos

AdTurtle: An Advanced Turtle Trading System

Dimitrios Vezeris, Ioannis Karkanis, Themistoklis Kyrgos
Journals
Περίληψη
For this research, we implemented a trading system based on the Turtle rules and examined its efficiency when trading selected assets from the Forex, Metals, Commodities, Energy and Cryptocurrency Markets using historical data. Afterwards, we enhanced our Turtle-based trading system with additional conditions for opening a new position. Specifically, we added an exclusion zone based on the ATR indicator, in order to have controlled conditions for opening a new position after a stop loss signal was triggered. Thus, AdTurtle was developed, a Turtle trading system with advanced algorithms of opening and closing positions. To the best of our knowledge, for the first time this variation of the Turtle trading system has been developed and examined. See publication
01 Oct 2018

Hedging and non-hedging trading strategies on commodities using the d-Backtest PS method

Investment Management and Financial Innovations 15 (3), 351-369

In this research, a piece of software of an automatic high frequency trading system was developed, based on the technical indicator PIVOT (price level breakthrough). The system made transactions on hourly closing prices with weekly parameters optimization period, using the d-Backtest PS method.

See publication 


Journals Dimitrios Vezeris, Themistoklis Kyrgos, Christos Schinas

Hedging and non-hedging trading strategies on commodities using the d-Backtest PS method

Dimitrios Vezeris, Themistoklis Kyrgos, Christos Schinas
Journals
Περίληψη
Modern trading systems are mechanic, run automatically on computers inside trading platforms and decide their position against the market through optimized parameters and algorithmic strategies. These systems now, in most cases, comprise high frequency traders, especially in the Forex market. In this research, a piece of software of an automatic high frequency trading system was developed, based on the technical indicator PIVOT (price level breakthrough). The system made transactions on hourly closing prices with weekly parameters optimization period, using the d-Backtest PS method. Through the search and checking of the results, two findings for optimization of trading strategy were found. These findings with the order they were examined and are presented in this paper are as follows: (1) the simultaneous use of “long and short” positions, with different parameters in a hedging account, acts as a hedging strategy, minimizing losses, in relation to a “long or short” in a non-hedging account for the same time period and (2) there is weak correlation of past backtesting periods between the same systems, if they are configured for “long and short” trades, or for just “long” or for just “short”. See publication 
19 Sep 2018

Take Profit and Stop Loss Trading Strategies Comparison in Combination with an MACD Trading System

J. Risk Financial Manag. 2018, 11(3), 56

In this paper, we examine various strategies added to a simple MACD automated trading system and used on selected assets from Forex, Metals, Energy, and Cryptocurrencies categories and afterwards, we compare and contrast their results.

See publication


Journals Dimitrios Vezeris, Themistoklis Kyrgos, Christos Schinas

Take Profit and Stop Loss Trading Strategies Comparison in Combination with an MACD Trading System

Dimitrios Vezeris, Themistoklis Kyrgos, Christos Schinas
Journals
Περίληψη
A lot of strategies for Take Profit and Stop Loss functionalities have been propounded and scrutinized over the years. In this paper, we examine various strategies added to a simple MACD automated trading system and used on selected assets from Forex, Metals, Energy, and Cryptocurrencies categories and afterwards, we compare and contrast their results. We conclude that Take Profit strategies based on faster take profit signals on MACD are not better than a simple MACD strategy and of the different Stop Loss strategies based on ATR, the sliding and variable ATR window has the best results for a period of 12 and a multiplier of 6. For the first time, to the best of our knowledge, we implement a combination of an adaptive MACD Expert Advisor that uses back-tested optimized parameters per asset with price levels defined by the ATR indicator, used to set limits for Stop Loss. See publication
01 Aug 2018

Performance Comparison of Three Automated Trading Systems (MACD, PIVOT and SMA) by Means of the d-Backtest PS Implementation

International Journal of Trade, Economics and Finance, Vol. 9, No. 4, 170-173

State-of-the-art trading systems are automated and are executed on computers through trading platforms. They generate and execute trades, based on optimized parameters and algorithmic trading strategies. In the current research, such software for automated trading systems was developed, utilizing the following technical indicators, the MACD (oscillator), the SMA (moving average) and the PIVOT points (price crossover).

See publication


Journals D. Th. Vezeris, C. J. Schinas

Performance Comparison of Three Automated Trading Systems (MACD, PIVOT and SMA) by Means of the d-Backtest PS Implementation

D. Th. Vezeris, C. J. Schinas
Journals
Περίληψη
State-of-the-art trading systems are automated and are executed on computers through trading platforms. They generate and execute trades, based on optimized parameters and algorithmic trading strategies. In the current research, such software for automated trading systems was developed, utilizing the following technical indicators, the MACD (oscillator), the SMA (moving average) and the PIVOT points (price crossover).The systems traded on hourly timeframes, using historical data of closing prices over weekly based periods of parameters’ optimization and using the d- Backtest PS method. Through this research, and the interpretation and evaluation of results, two findings or rather conclusions were drawn. These findings are presented sequentially as follows: In terms of profitability, the adaptive MACD trading system was the most effective one, followed by PIVOT trading system and the SMA was ranked as the least profitable trading system. There is a weak correlation of back testing periods among the above trading systems. See publication
02 Dec 2016

Profitability Edge by Dynamic Back Testing Optimal Period Selection for Technical Parameters Optimization, in Trading Systems with Forecasting

Computational Economics 51(2):1-47

It is common nowadays for calculations of technical indicator values to be used along with the prices of securities or shares, as training data in fuzzy, hybrid and support vector machine/regression (SVM/SVR) systems. Whether the data are used in fuzzy systems, or for SVM and SVR systems training, the historical data period selection on most occasions is devoid of validation. In this research we designate historical data as training data.

See publication


Journals D. Th. Vezeris, C. J. Schinas, G. Papaschinopoulos

Profitability Edge by Dynamic Back Testing Optimal Period Selection for Technical Parameters Optimization, in Trading Systems with Forecasting

D. Th. Vezeris, C. J. Schinas, G. Papaschinopoulos
Journals
Περίληψη
Back testing process is widely used today in forecasting experiments tests. This method is to calculate the profitability of a trading system, applied to specific past period. The data which are used, correspond to that specific past period and are called “historical data” or “training data”. There is a plethora of trading systems, which include technical indicators, trend following indicators, oscillators, control indicators of price level, etc. It is common nowadays for calculations of technical indicator values to be used along with the prices of securities or shares, as training data in fuzzy, hybrid and support vector machine/regression (SVM/SVR) systems. Whether the data are used in fuzzy systems, or for SVM and SVR systems training, the historical data period selection on most occasions is devoid of validation (In this research we designate historical data as training data). We substantiate that such an expert trading system, has a profitability edge—with regard to future transactions—over currently applied trading strategies that merely implement parameters’ optimization. Thus not profitable trading systems can be turned into profitable. To that end, first and foremost, an optimal historical data period must be determined, secondarily a parameters optimization computation must be completed and finally the right conditions of parameters must be applied for optimal parameters’ selection. In this new approach, we develop an integrated dynamic computation algorithm, called the “d-BackTest PS Method”, for selection of optimal historical data period, periodically. In addition, we test conditions of parameters and values via back-testing, using multi agent technology, integrated in an automated trading expert system based on Moving Average Convergence Divergence (MACD) technical indicator. This dynamic computation algorithm can be used in Technical indicators, Fuzzy, SVR and SVM and hybrid forecasting systems. See publication
19 Oct 1995

“MS Visual Basic for Windows ‘95” book publication

PARATIRITIS Publications, ISBN: 9602608595

There are three levels of study of this manual. For beginners, it would be a good idea to start reading from the very first page so that they can get some basic, frequently used, programming data. Those who once had contact with the language, let them freshen their memory starting from the first part.

Book publications Dimitrios Th. Vezeris

“MS Visual Basic for Windows ‘95” book publication

Dimitrios Th. Vezeris
Book publications
Περίληψη
Υπάρχουν τρία επίπεδα μελέτης του εγχειριδίου αυτού. Για τους αρχάριους καλό θα ήταν να αρχίσει η ανάγνωση απ’ την πρώτη κιόλας σελίδα έτσι ώστε να υπάρξει η σχετική ενημέρωση, στα ουσιαστικά, συχνής χρήσης, δεδομένα προγραμματισμού. Όσοι πάλι είχαν κάποτε επαφή με την γλώσσα, ας φρεσκάρουν τη μνήμη τους αρχίζοντας από το πρώτο μέρος. Ο πεπειραμένος σε Visual Basic χρήστης μπορεί κάλλιστα να κάνει μια γρήγορη ανάγνωση το δεύτερο μέρος και να δει τα νέα στοιχεία της έκδοσης 4.0. Ο αναγνώστης ο οποίος ενδιαφέρεται για συγκεκριμένο τομέα ανάπτυξης εφαρμογών, μπορεί να δει το θέμα μέσα από τα κεφάλαια που τον καλύπτουν. Και στις τρεις αυτές φόρμες μελέτης, χρειάζεται απαραίτητα η εμπέδωση του κεφαλαίου IV με τίτλο «Προγραμματισμός κάτω από Windows». Με το αντικείμενο αυτό θα μπορέσετε να εκμεταλλευτείτε σχεδόν όλες τις δυνατότητες που προσφέρει η Visual Basic και το λειτουργικό σας σύστημα.
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Entrepreneurship

Vezeris Dimitrios is the founder and CEO of the companies IONIKI and COSMOS4U.

IONIKI ETE (Vezeris D. and Co LP) is an engineering and consultancy firm specialized in industrial design and support. The main role of Mr. Vezeris Dimitrios is to plan, organize, direct, control and coordinate the overall administration of the company.

Tasks include:

  • Providing high level administrative, strategic planning and operational support, research and advice to senior management on administrative matters such as staff management, financial planning, facility management and information services
  • Developing and managing the company’s administrative, financial, physical and staff resources
  • Developing and implementing administrative, financial and operational procedural statements and guidelines for use by staff in the company (in ISO Standards)
  • Providing information and support for the preparation of financial reports and budgets
  • Representing the company in negotiations, and at conventions, seminars, public hearings and forums, and promoting existing and new programs and policies

Visit IONIKI's website.

Since 2007 in the form of limited partnership, Mr. Vezeris Dimitrios runs the company "COSMOS4U". COSMOS4U (D. Vezeris and Co LP) is a software development company fully specialized in information and programming. The main role of Mr. Vezeris Dimitrios is to plan, organize, direct, control and coordinate the overall administration of the company.

The company has developed IT projects such as:

  • The cloud account management and payment services platform, CITIBILL
  • The automated forex trading software, CITINVEST

Visit COSMOS4U's website.

Both IONIKI and COSMOS4U have ISO 9001 & 14001 certificates.

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Research

Research experience

Research - Create - Innovate

Autonomous and automated trading system

Subject of research: Processing time series in forex market rates.

Research description: The project is about developing an automated trading system for Forex, CFDs, Cryptocurrencies and more. This system will result from the selection, creation and benchmarking of many different automated trading systems based on the d-backtest method, which is a method of dynamically selecting a past period to optimize the parameters of an automated trading system.

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Papers

Prediction of gold prices by machine learning methods

The thesis entitled "Forecasting Gold Prices with Econometric and Machine Learning Methods" was prepared as part of the studies for the Master's Degree in "International Economic and Business Relations". The gold market is one of the largest in the world, with daily trading volume exceeding $100 billion (USD) according to the World Gold Council.

Download it here.

State aid to Skaramanga

The thesis entitled "State Aid for Skaramanga" was prepared as part of the studies for the Master's Degree in "International Economic and Business Relations" and concerns the study and conclusions of the judgment of the General Court of 15 May 2012 for Case T-391/08, Hellenic Shipyards SA, based in Skaramaga (Greece).

Download it here.

Factor data analysis

The thesis entitled "Data Analysis by Factor Analysis" was prepared as part of the studies for the Master's Degree in "International Economic and Business Relations".

Download it here.

Strata Model

The thesis entitled "The Stratified Model Theory in Human Resource Management" was developed as part of the studies for the Master's Degree in "International Economic and Business Relations". In Eberhard Dulfer's Strata Model, a model of a cross-cutting approach to human resource management in a multinational corporation's premises in foreign countries is presented.

Download it here.

PWM and SWITCHING technologies

The thesis entitled "PWM and SWITCHING technologies" was prepared as part of the studies for the Master's Degree in Electrical Engineering & Computer Engineering, in the field of Electronics and Computer Systems Technology. PWM is a way of digitally coding analogue level signals to reduce system costs and energy consumption.

Download it here.

Steganography

Thesis entitled "Steganography" was prepared as part of the studies for the Master's Degree in Electrical and Computer Engineering, in the course of Cryptography. Steganography is not exactly Cryptography, but it is certainly a means of protecting information in the field of security.

Download it here.

New website development technology on the Semantic Web

The thesis entitled: "Technology for the development of new websites in the Semantic Web" was prepared as part of the studies for the Master's Degree in Electrical Engineering & Computer Engineering. The Semantic Web is the evolution of the World Wide Web (WWW).

Download it here.

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Contact

Contact Dimitrios Vezeris

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