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Publications

Selected publications

  1. A high order finite element scheme for pricing options under regime switching jump diffusion processes (Journal article - 2016)
  2. Linear Random Vibration of Structural Systems with Singular Matrices (Journal article - 2016)
  3. Linear backward stochastic differential systems of descriptor type with structure and applications to engineering (Journal article - 2015)
  4. POTENTIAL GAMES with AGGREGATION in NON-COOPERATIVE GENERAL INSURANCE MARKETS (Journal article - 2017)
  5. Unpleasant odors increase aversion to monetary losses (Journal article - 2015)
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2025

Competitive insurance pricing strategies for multiple lines of business: a game-theoretic approach

Mourdoukoutas, F., Boonen, T. J., Pantelous, A. A., & Taylor, G. (n.d.). Competitive insurance pricing strategies for multiple lines of business: a game-theoretic approach. Scandinavian Actuarial Journal, 1-27. doi:10.1080/03461238.2025.2460159

DOI
10.1080/03461238.2025.2460159
Journal article

2024

A machine learning and clustering-based methodology for the identification of lead users and their needs from online communities

Fang, X., Zhou, J., Pantelous, A. A., & Lu, W. (2024). A machine learning and clustering-based methodology for the identification of lead users and their needs from online communities. Expert Systems with Applications, 248, 123381. doi:10.1016/j.eswa.2024.123381

DOI
10.1016/j.eswa.2024.123381
Journal article

A causal analytics framework for policy decisions on environmental health risks

Preprint

On the existence, uniqueness and calculation of Wiener path integral most probable paths for determining the stochastic response of nonlinear dynamical systems

Nawagamuwage, A., Kougioumtzoglou, I. A., & Pantelous, A. A. (2024). On the existence, uniqueness and calculation of Wiener path integral most probable paths for determining the stochastic response of nonlinear dynamical systems. Mechanical Systems and Signal Processing, 208, 110989. doi:10.1016/j.ymssp.2023.110989

DOI
10.1016/j.ymssp.2023.110989
Journal article

Pricing and Risk Management of Financial and Credit Derivatives For Rare Event Modelling

Preprint

A comparative and conceptual intellectual study of environmental topic in economic and finance

Yan, M., Li, Y., Pantelous, A. A., Vigne, S. A., & Zhang, D. (2024). A comparative and conceptual intellectual study of environmental topic in economic and finance. International Review of Financial Analysis, 91, 103023. doi:10.1016/j.irfa.2023.103023

DOI
10.1016/j.irfa.2023.103023
Journal article

A decision making framework for joint replenishment and delivery scheduling problems under mixed uncertainty

Wang, G., Zhou, J., Pantelous, A. A., Liu, Y., & Li, Y. (2024). A decision making framework for joint replenishment and delivery scheduling problems under mixed uncertainty. Computers & Industrial Engineering, 187, 109835. doi:10.1016/j.cie.2023.109835

DOI
10.1016/j.cie.2023.109835
Journal article

Online–Offline Integrated Value Innovation Ecosystem: A Lead User Perspective

Zhou, J., Jiang, G., Pantelous, A. A., & Yu, Y. (2024). Online–Offline Integrated Value Innovation Ecosystem: A Lead User Perspective. IEEE Transactions on Engineering Management, 71, 8901-8922. doi:10.1109/tem.2023.3324598

DOI
10.1109/tem.2023.3324598
Journal article

Quality Function Deployment: A Bibliometric-Based Overview

Zhou, J., Shen, Y., Pantelous, A. A., & Liu, Y. (2022). Quality Function Deployment: A Bibliometric-Based Overview. IEEE TRANSACTIONS ON ENGINEERING MANAGEMENT. doi:10.1109/TEM.2022.3146534

DOI
10.1109/TEM.2022.3146534
Journal article

2023

Pricing American Options under Azzalini Ito-McKean Skew Brownian Motions

Hussain, S., Arif, H., Noorullah, M., & Pantelous, A. A. (2023). Pricing American Options under Azzalini Ito-McKean Skew Brownian Motions. APPLIED MATHEMATICS AND COMPUTATION, 451. doi:10.1016/j.amc.2023.128040

DOI
10.1016/j.amc.2023.128040
Journal article

Comments on "Fuzzy Simulations for Expected Values of Functions of Fuzzy Numbers and Intervals"

Miao, Y., Wang, G., Zhou, J., Pantelous, A. A., & Wang, K. (2023). Comments on "Fuzzy Simulations for Expected Values of Functions of Fuzzy Numbers and Intervals". IEEE TRANSACTIONS ON FUZZY SYSTEMS, 31(5), 1756-1758. doi:10.1109/TFUZZ.2022.3197326

DOI
10.1109/TFUZZ.2022.3197326
Journal article

Project scheduling problem with fuzzy activity durations: A novel operational law based solution framework

Zhao, M., Zhou, J., Wang, K., & Pantelous, A. A. (2023). Project scheduling problem with fuzzy activity durations: A novel operational law based solution framework. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 306(2), 519-534. doi:10.1016/j.ejor.2022.07.047

DOI
10.1016/j.ejor.2022.07.047
Journal article

Catastrophe bond pricing in the primary market: The issuer effect and pricing factors

Chatoro, M., Mitra, S., Pantelous, A. A., & Shao, J. (2023). Catastrophe bond pricing in the primary market: The issuer effect and pricing factors. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 85. doi:10.1016/j.irfa.2022.102431

DOI
10.1016/j.irfa.2022.102431
Journal article

Multi-population mortality projection: The augmented common factor model with structural breaks

Wang, P., Pantelous, A. A., & Vahid, F. (2023). Multi-population mortality projection: The augmented common factor model with structural breaks. INTERNATIONAL JOURNAL OF FORECASTING, 39(1), 450-469. doi:10.1016/j.ijforecast.2021.12.008

DOI
10.1016/j.ijforecast.2021.12.008
Journal article

2022

QFD-Based Product Design for Multisegment Markets: A Fuzzy Chance-Constrained Programming Approach

Fang, X., Shen, Y., Zhou, J., Pantelous, A. A., & Zhao, M. (2022). QFD-Based Product Design for Multisegment Markets: A Fuzzy Chance-Constrained Programming Approach. IEEE TRANSACTIONS ON ENGINEERING MANAGEMENT, 69(5), 2296-2310. doi:10.1109/TEM.2020.3009163

DOI
10.1109/TEM.2020.3009163
Journal article

Using the pension multiple to measure retirement outcomes

Minney, A., Zhu, Z., Guo, Y., Li, J., Toscas, P., Koo, B., & Pantelous, A. A. (2022). Using the pension multiple to measure retirement outcomes. FINANCE RESEARCH LETTERS, 49. doi:10.1016/j.frl.2022.103149

DOI
10.1016/j.frl.2022.103149
Journal article

Novel utility-based life cycle models to optimise income in retirement

Koo, B., Pantelous, A. A., & Wang, Y. (2022). Novel utility-based life cycle models to optimise income in retirement. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 299(1), 346-361. doi:10.1016/j.ejor.2021.08.048

DOI
10.1016/j.ejor.2021.08.048
Journal article

The US-China trade conflict impacts on the Chinese and US stock markets: A network-based approach

Chen, Y., & Pantelous, A. A. (2022). The US-China trade conflict impacts on the Chinese and US stock markets: A network-based approach. FINANCE RESEARCH LETTERS, 46. doi:10.1016/j.frl.2021.102486

DOI
10.1016/j.frl.2021.102486
Journal article

New Fuzzy Simulation-Based Algorithms for the Credibility of Fuzzy Events

Liu, Y., Gu, Y., Zhou, J., Pantelous, A. A., Yu, L., & Yi, X. (2022). New Fuzzy Simulation-Based Algorithms for the Credibility of Fuzzy Events. IEEE TRANSACTIONS ON FUZZY SYSTEMS, 30(1), 220-232. doi:10.1109/TFUZZ.2020.3034718

DOI
10.1109/TFUZZ.2020.3034718
Journal article

Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach

Chen, Y., Li, Y., Pantelous, A. A., & Stanley, H. E. (2022). Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 79. doi:10.1016/j.irfa.2021.102002

DOI
10.1016/j.irfa.2021.102002
Journal article

2021

Deterministic and Random Vibration of Linear Systems with Singular Parameter Matrices and Fractional Derivative Terms

Pirrotta, A., Kougioumtzoglou, I. A., Di Matteo, A., Fragkoulis, V. C., Pantelous, A. A., & Adam, C. (2021). Deterministic and Random Vibration of Linear Systems with Singular Parameter Matrices and Fractional Derivative Terms. JOURNAL OF ENGINEERING MECHANICS, 147(6). doi:10.1061/(ASCE)EM.1943-7889.0001937

DOI
10.1061/(ASCE)EM.1943-7889.0001937
Journal article

On Fuzzy Simulations for Expected Values of Functions of Fuzzy Numbers and Intervals

Liu, Y., Miao, Y., Pantelous, A. A., Zhou, J., & Ji, P. (2021). On Fuzzy Simulations for Expected Values of Functions of Fuzzy Numbers and Intervals. IEEE TRANSACTIONS ON FUZZY SYSTEMS, 29(6), 1446-1459. doi:10.1109/TFUZZ.2020.2979112

DOI
10.1109/TFUZZ.2020.2979112
Journal article

Pricing discretely-monitored double barrier options with small probabilities of execution

Kontosakos, V. E., Mendonca, K., Pantelous, A. A., & Zuev, K. M. (2021). Pricing discretely-monitored double barrier options with small probabilities of execution. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 290(1), 313-330. doi:10.1016/j.ejor.2020.07.044

DOI
10.1016/j.ejor.2020.07.044
Journal article

Personalised drawdown strategies and partial annuitisation to mitigate longevity risk

Chen, W., Minney, A., Toscas, P., Koo, B., Zhu, Z., & Pantelous, A. A. (2021). Personalised drawdown strategies and partial annuitisation to mitigate longevity risk. FINANCE RESEARCH LETTERS, 39. doi:10.1016/j.frl.2020.101644

DOI
10.1016/j.frl.2020.101644
Journal article

Pricing in a competitive stochastic insurance market

Mourdoukoutas, F., Boonen, T. J., Koo, B., & Pantelous, A. A. (2021). Pricing in a competitive stochastic insurance market. INSURANCE MATHEMATICS & ECONOMICS, 97, 44-56. doi:10.1016/j.insmatheco.2021.01.003

DOI
10.1016/j.insmatheco.2021.01.003
Journal article

Univariate and multivariate claims reserving with Generalized Link Ratios

Portugal, L., Pantelous, A. A., & Verrall, R. (2021). Univariate and multivariate claims reserving with Generalized Link Ratios. INSURANCE MATHEMATICS & ECONOMICS, 97, 57-67. doi:10.1016/j.insmatheco.2020.11.011

DOI
10.1016/j.insmatheco.2020.11.011
Journal article

Harmonic and Interharmonic Phasor Estimation Using Matrix Pencil Method for Phasor Measurement Units

Bernard, L., Goondram, S., Bahrani, B., Pantelous, A. A., & Razzaghi, R. (2021). Harmonic and Interharmonic Phasor Estimation Using Matrix Pencil Method for Phasor Measurement Units. IEEE SENSORS JOURNAL, 21(2), 945-954. doi:10.1109/JSEN.2020.3009643

DOI
10.1109/JSEN.2020.3009643
Journal article

2020

Pricing inefficiencies and feedback trading: Evidence from country ETFs

Kallinterakis, V., Liu, F., Pantelous, A. A., & Shao, J. (2020). Pricing inefficiencies and feedback trading: Evidence from country ETFs. International Review of Financial Analysis, 70. doi:10.1016/j.irfa.2020.101498

DOI
10.1016/j.irfa.2020.101498
Journal article

Implicit analytic solutions for a nonlinear fractional partial differential beam equation

Liaskos, K. B., Pantelous, A. A., Kougioumtzoglou, I. A., Meimaris, A. T., & Pirrotta, A. (2020). Implicit analytic solutions for a nonlinear fractional partial differential beam equation. COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, 85. doi:10.1016/j.cnsns.2020.105219

DOI
10.1016/j.cnsns.2020.105219
Journal article

Market segmentation using high-dimensional sparse consumers data

Zhou, J., Zhai, L., & Pantelous, A. A. (2020). Market segmentation using high-dimensional sparse consumers data. Expert Systems with Applications, 145, 113136. doi:10.1016/j.eswa.2019.113136

DOI
10.1016/j.eswa.2019.113136
Journal article

Unveiling causal interactions in complex systems

Stavroglou, S. K., Pantelous, A. A., Stanley, H. E., & Zuev, K. M. (2020). Unveiling causal interactions in complex systems. PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 117(14), 7599-7605. doi:10.1073/pnas.1918269117

DOI
10.1073/pnas.1918269117
Journal article

Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework

Li, R., Pantelous, A. A., & Yang, L. (2020). Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 368. doi:10.1016/j.cam.2019.112592

DOI
10.1016/j.cam.2019.112592
Journal article

The impact of economic growth in mortality modelling for selected OECD countries

Dutton, L., Pantelous, A. A., & Seklecka, M. (n.d.). The impact of economic growth in mortality modelling for selected OECD countries. Journal of Forecasting. doi:10.1002/for.2640

DOI
10.1002/for.2640
Journal article

Closed-form approximate solutions for a class of coupled nonlinear stochastic differential equations

Meimaris, A. T., Kougioumtzoglou, I. A., & Pantelous, A. A. (2020). Closed-form approximate solutions for a class of coupled nonlinear stochastic differential equations. APPLIED MATHEMATICS AND COMPUTATION, 364. doi:10.1016/j.amc.2019.124669

DOI
10.1016/j.amc.2019.124669
Journal article

2019

Approximate analytical solutions for a class of nonlinear stochastic differential equations

Meimaris, A. T., Kougioumtzoglou, I. A., & Pantelous, A. A. (2019). Approximate analytical solutions for a class of nonlinear stochastic differential equations. EUROPEAN JOURNAL OF APPLIED MATHEMATICS, 30(5), 928-944. doi:10.1017/S0956792518000530

DOI
10.1017/S0956792518000530
Journal article

Special issue of the <i>International Journal of Finance and Economics</i> innovations in finance, economics, risk management, and policy

Cuthbertson, K., Kyriakou, I., Sermpinis, G., & Pantelous, A. A. (2019). Special issue of the <i>International Journal of Finance and Economics</i> innovations in finance, economics, risk management, and policy. INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 24(4), 1407-1408. doi:10.1002/ijfe.1738

DOI
10.1002/ijfe.1738
Journal article

An approximate technique for determining in closed form the response transition probability density function of diverse nonlinear/hysteretic oscillators

Meimaris, A. T., Kougioumtzoglou, I. A., Pantelous, A. A., & Pirrotta, A. (2019). An approximate technique for determining in closed form the response transition probability density function of diverse nonlinear/hysteretic oscillators. NONLINEAR DYNAMICS, 97(4), 2627-2641. doi:10.1007/s11071-019-05152-w

DOI
10.1007/s11071-019-05152-w
Journal article

Cryptocurrencies: Dust in the wind?

Luo, M., Kontosakos, V. E., Pantelous, A. A., & Zhou, J. (2019). Cryptocurrencies: Dust in the wind?. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 525, 1063-1079. doi:10.1016/j.physa.2019.03.123

DOI
10.1016/j.physa.2019.03.123
Journal article

Stochastic response determination of structural systems modeled via dependent coordinates: a frequency domain treatment based on generalized modal analysis

Pirrotta, A., Kougioumtzoglou, I. A., & Pantelous, A. A. (2019). Stochastic response determination of structural systems modeled via dependent coordinates: a frequency domain treatment based on generalized modal analysis. MECCANICA, 54(9), 1421-1431. doi:10.1007/s11012-019-00963-y

DOI
10.1007/s11012-019-00963-y
Journal article

The impact of parameter uncertainty in insurance pricing and reserve with the temperature-related mortality model

Seklecka, M., Pantelous, A. A., & O'Hare, C. (2019). The impact of parameter uncertainty in insurance pricing and reserve with the temperature-related mortality model. JOURNAL OF FORECASTING, 38(4), 327-345. doi:10.1002/for.2558

DOI
10.1002/for.2558
Journal article

A reliability-and-cost-based fuzzy approach to optimize preventive maintenance scheduling for offshore wind farms

Zhong, S., Pantelous, A. A., Goh, M., & Zhou, J. (2019). A reliability-and-cost-based fuzzy approach to optimize preventive maintenance scheduling for offshore wind farms. MECHANICAL SYSTEMS AND SIGNAL PROCESSING, 124, 643-663. doi:10.1016/j.ymssp.2019.02.012

DOI
10.1016/j.ymssp.2019.02.012
Journal article

Delay-Dependent Robust Stability Analysis for Premium-Reserve Models in an Arbitrary Regime Switching Discrete-Time Framework

Li, R., Pantelous, A. A., & Yang, L. (2019). Delay-Dependent Robust Stability Analysis for Premium-Reserve Models in an Arbitrary Regime Switching Discrete-Time Framework. ASCE-ASME JOURNAL OF RISK AND UNCERTAINTY IN ENGINEERING SYSTEMS PART A-CIVIL ENGINEERING, 5(2). doi:10.1061/AJRUA6.0001008

DOI
10.1061/AJRUA6.0001008
Journal article

Hidden interactions in financial markets

Stavroglou, S. K., Pantelous, A. A., Stanley, H. E., & Zuev, K. M. (2019). Hidden interactions in financial markets. PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 116(22), 10646-10651. doi:10.1073/pnas.1819449116

DOI
10.1073/pnas.1819449116
Journal article

A new solution approach to two-stage fuzzy location problems with risk control

Yang, Y., Zhou, J., Wang, K., & Pantelous, A. A. (2019). A new solution approach to two-stage fuzzy location problems with risk control. COMPUTERS & INDUSTRIAL ENGINEERING, 131, 157-171. doi:10.1016/j.cie.2019.03.039

DOI
10.1016/j.cie.2019.03.039
Journal article

Solving the green-fuzzy vehicle routing problem using a revised hybrid intelligent algorithm

Wang, R., Zhou, J., Yi, X., & Pantelous, A. A. (2019). Solving the green-fuzzy vehicle routing problem using a revised hybrid intelligent algorithm. JOURNAL OF AMBIENT INTELLIGENCE AND HUMANIZED COMPUTING, 10(1), 321-332. doi:10.1007/s12652-018-0703-9

DOI
10.1007/s12652-018-0703-9
Journal article

Mortality effects of economic fluctuations in selected eurozone countries

Seklecka, M., Lazam, N. M., Pantelous, A. A., & O'Hare, C. (2019). Mortality effects of economic fluctuations in selected eurozone countries. JOURNAL OF FORECASTING, 38(1), 39-62. doi:10.1002/for.2550

DOI
10.1002/for.2550
Journal article

2018

An Effective Solution Approach to Fuzzy Programming with Application to Project Scheduling

Zhang, Q., Zhou, J., Wang, K., & Pantelous, A. A. (2018). An Effective Solution Approach to Fuzzy Programming with Application to Project Scheduling. INTERNATIONAL JOURNAL OF FUZZY SYSTEMS, 20(8), 2383-2398. doi:10.1007/s40815-018-0542-z

DOI
10.1007/s40815-018-0542-z
Journal article

Implicit analytic solutions for the linear stochastic partial differential beam equation with fractional derivative terms

Liaskos, K. B., Pantelous, A. A., Kougioumtzoglou, I. A., & Meimaris, A. T. (2018). Implicit analytic solutions for the linear stochastic partial differential beam equation with fractional derivative terms. SYSTEMS & CONTROL LETTERS, 121, 38-49. doi:10.1016/j.sysconle.2018.09.001

DOI
10.1016/j.sysconle.2018.09.001
Journal article

Momentum and reversal strategies in Chinese commodity futures markets

Yang, Y., Goncu, A., & Pantelous, A. A. (2018). Momentum and reversal strategies in Chinese commodity futures markets. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 60, 177-196. doi:10.1016/j.irfa.2018.09.012

DOI
10.1016/j.irfa.2018.09.012
Journal article

New approaches for optimizing standby redundant systems with fuzzy lifetimes

Zhou, J., Han, Y., Liu, J., & Pantelous, A. A. (2018). New approaches for optimizing standby redundant systems with fuzzy lifetimes. COMPUTERS & INDUSTRIAL ENGINEERING, 123, 263-277. doi:10.1016/j.cie.2018.06.028

DOI
10.1016/j.cie.2018.06.028
Journal article

Affordable levels of house prices using fuzzy linear regression analysis: the case of Shanghai

Zhou, J., Zhang, H., Gu, Y., & Pantelous, A. A. (2018). Affordable levels of house prices using fuzzy linear regression analysis: the case of Shanghai. SOFT COMPUTING, 22(16), 5407-5418. doi:10.1007/s00500-018-3090-4

DOI
10.1007/s00500-018-3090-4
Journal article

Time series analysis of S&P 500 index: A horizontal visibility graph approach

Vamvakaris, M. D., Pantelous, A. A., & Zuev, K. M. (2018). Time series analysis of S&P 500 index: A horizontal visibility graph approach. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 497, 41-51. doi:10.1016/j.physa.2018.01.010

DOI
10.1016/j.physa.2018.01.010
Journal article

Modeling Frost Losses: Application to Pricing Frost Insurance

Assa, H., Wang, M., & Pantelous, A. A. (2018). Modeling Frost Losses: Application to Pricing Frost Insurance. NORTH AMERICAN ACTUARIAL JOURNAL, 22(1), 137-159. doi:10.1080/10920277.2017.1387571

DOI
10.1080/10920277.2017.1387571
Journal article

2017

Nuclear Catastrophe Risk Bonds in a Markov-Dependent Environment

Shao, J., Pantelous, A. A., Ayyub, B. M., Chan, S., & Nadarajah, S. (2017). Nuclear Catastrophe Risk Bonds in a Markov-Dependent Environment. ASCE-ASME JOURNAL OF RISK AND UNCERTAINTY IN ENGINEERING SYSTEMS PART A-CIVIL ENGINEERING, 3(4). doi:10.1061/AJRUA6.0000923

DOI
10.1061/AJRUA6.0000923
Journal article

Mortality effects of temperature changes in the United Kingdom

Seklecka, M., Pantelous, A. A., & O'Hare, C. (2017). Mortality effects of temperature changes in the United Kingdom. JOURNAL OF FORECASTING, 36(7), 824-841. doi:10.1002/for.2473

DOI
10.1002/for.2473
Journal article

Random vibration of linear and nonlinear structural systems with singular matrices: A frequency domain approach

Kougioumtzoglou, I. A., Fragkoulis, V. C., Pantelous, A. A., & Pirrotta, A. (2017). Random vibration of linear and nonlinear structural systems with singular matrices: A frequency domain approach. JOURNAL OF SOUND AND VIBRATION, 404, 84-101. doi:10.1016/j.jsv.2017.05.038

DOI
10.1016/j.jsv.2017.05.038
Journal article

Pairs trading with commodity futures: evidence from the Chinese market

Yang, Y., Goncu, A., & Pantelous, A. (2017). Pairs trading with commodity futures: evidence from the Chinese market. CHINA FINANCE REVIEW INTERNATIONAL, 7(3), 274-294. doi:10.1108/CFRI-09-2016-0109

DOI
10.1108/CFRI-09-2016-0109
Journal article

A closed form approximation and error quantification for the response transition probability density function of a class of stochastic differential equations

Meimaris, A. T., Kougioumtzoglou, I. A., & Pantelous, A. A. (2017). A closed form approximation and error quantification for the response transition probability density function of a class of stochastic differential equations. PROBABILISTIC ENGINEERING MECHANICS, 54, 87-94. doi:10.1016/j.probengmech.2017.07.005

DOI
10.1016/j.probengmech.2017.07.005
Journal article

Loss Aversion around the World: Empirical Evidence from Pension Funds

Xie, Y., Hwang, S., & Pantelous, A. A. (2017). Loss Aversion around the World: Empirical Evidence from Pension Funds.

Journal article

Welcome Message from the Chairs

Welcome Message from the Chairs (2016). In 2016 European Modelling Symposium (EMS) (pp. ix). IEEE. doi:10.1109/ems.2016.006

DOI
10.1109/ems.2016.006
Conference Paper

Closed form solution for the equations of motion for constrained linear mechanical systems and generalizations: An algebraic approach

Moysis, L., Pantelous, A. A., Antoniou, E., & Karampetakis, N. P. (2017). Closed form solution for the equations of motion for constrained linear mechanical systems and generalizations: An algebraic approach. JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 354(3), 1421-1445. doi:10.1016/j.jfranklin.2016.11.027

DOI
10.1016/j.jfranklin.2016.11.027
Journal article

Investors' Behavior on S&P 500 Index During Periods of Market Crashes: A Visibility Graph Approach

Vamvakaris, M. D., Pantelous, A. A., & Zuev, K. (2017). Investors' Behavior on S&P 500 Index During Periods of Market Crashes: A Visibility Graph Approach. In HANDBOOK OF INVESTORS' BEHAVIOR DURING FINANCIAL CRISES (pp. 401-417). doi:10.1016/B978-0-12-811252-6.00022-0

DOI
10.1016/B978-0-12-811252-6.00022-0
Chapter

POTENTIAL GAMES with AGGREGATION in NON-COOPERATIVE GENERAL INSURANCE MARKETS

Wu, R., & Pantelous, A. A. (2017). POTENTIAL GAMES WITH AGGREGATION IN NON-COOPERATIVE GENERAL INSURANCE MARKETS. ASTIN BULLETIN, 47(1), 269-302. doi:10.1017/asb.2016.31

DOI
10.1017/asb.2016.31
Journal article

The study of the invariants of homogeneous matrix polynomials using the extended hermite equivalence ε<sup>rh</sup>

Kalogeropoulos, G. I., Karageorgos, A. D., & Pantelous, A. A. (2017). The study of the invariants of homogeneous matrix polynomials using the extended hermite equivalence ε<sup>rh</sup>. In Mathematical Research Summaries (Vol. 2, pp. 193-194).

Chapter

Welcome Message from the Chairs

Welcome Message from the Chairs (2017). In 2017 European Modelling Symposium (EMS) (pp. x). IEEE. doi:10.1109/ems.2017.5

DOI
10.1109/ems.2017.5
Conference Paper

2016

Toward Resilience to Nuclear Accidents: Financing Nuclear Liabilities via Catastrophe Risk Bonds

Ayyub, B. M., Pantelous, A. A., & Shao, J. (2016). Toward Resilience to Nuclear Accidents: Financing Nuclear Liabilities via Catastrophe Risk Bonds. ASCE-ASME JOURNAL OF RISK AND UNCERTAINTY IN ENGINEERING SYSTEMS PART B-MECHANICAL ENGINEERING, 2(4). doi:10.1115/1.4033518

DOI
10.1115/1.4033518
Journal article

Special Issue of Quantitative Finance on ‘Commodity Markets’

Ewald, C. -O., Pantelous, A. A., & Sermpinis, G. (2016). Special Issue of <i>Quantitative Finance</i> on "Commodity Markets'. QUANTITATIVE FINANCE, 16(12), 1807-1808. doi:10.1080/14697688.2016.1246766

DOI
10.1080/14697688.2016.1246766
Journal article

Disappointment aversion and the equity premium puzzle: new international evidence

Xie, Y., Florakis, C., & Pantelous, T. (2014). Disappointment aversion and the equity premium puzzle: new international evidence. The European Journal of Finance, 22(12), 1189-1203. doi:10.1080/1351847X.2014.946529

DOI
10.1080/1351847X.2014.946529
Journal article

Robust Stability, Stabilisation and H-Infinity Control for Premium-reserve Models in a Markovian Regime Switching Discrete-Time Framework

Yang, L., Pantelous, A. A., & Assa, H. (2016). ROBUST STABILITY, STABILISATION AND H-INFINITY CONTROL FOR PREMIUM-RESERVE MODELS IN A MARKOVIAN REGIME SWITCHING DISCRETE-TIME FRAMEWORK. ASTIN BULLETIN, 46(3), 746-777. doi:10.1017/asb.2016.13

DOI
10.1017/asb.2016.13
Journal article

Towards Resilience to Catastrophic Events: Financing Liabilities via Catastrophe Risk Bonds

Ayyub, B., Pantelous, A., & Shao, J. (2016). Towards Resilience to Catastrophic Events: Financing Liabilities via Catastrophe Risk Bonds. In Economics of Community Disaster Resilience Workshop Proceedings (pp. 100-113). Reston, USA. Retrieved from http://www.nist.gov/manuscript-publication-search.cfm?pub_id=919293

Conference Paper

How to Finance Pensions: Optimal Strategies for Pay-as-You-Go Pension Systems

Godinez-Olivares, H., Boado-Penas, M. D. C., & Pantelous, A. A. (2016). How to Finance Pensions: Optimal Strategies for Pay-as-You-Go Pension Systems. JOURNAL OF FORECASTING, 35(1), 13-33. doi:10.1002/for.2351

DOI
10.1002/for.2351
Journal article

2015

Linear stochastic degenerate Sobolev equations and applications

Liaskos, K. B., Pantelous, A. A., & Stratis, I. G. (2015). Linear stochastic degenerate Sobolev equations and applications. INTERNATIONAL JOURNAL OF CONTROL, 88(12), 2538-2553. doi:10.1080/00207179.2015.1048482

DOI
10.1080/00207179.2015.1048482
Journal article

Welcome Message from the Chairs

Welcome Message from the Chairs (2015). In 2015 6th International Conference on Intelligent Systems, Modelling and Simulation (pp. xi). IEEE. doi:10.1109/isms.2015.4

DOI
10.1109/isms.2015.4
Conference Paper

The maximum number of 3- and 4-cliques within a planar maximally filtered graph

Birch, J., Pantelous, A. A., & Zuev, K. (2015). The maximum number of 3-and 4-cliques within a planar maximally filtered graph. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 417, 221-229. doi:10.1016/j.physa.2014.09.011

DOI
10.1016/j.physa.2014.09.011
Journal article

Editorial

Pantelous, A. A., & Kougioumtzoglou, I. A. (2015). Editorial. ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part B: Mechanical Engineering, 1(2).

Journal article

Robust <i>H</i>-Infinity Control for a Premium Pricing Model With Predefined Portfolio Strategy

Pantelous, A. A., & Yang, L. (2015). Robust <i>H</i>-Infinity Control for a Premium Pricing Model With Predefined Portfolio Strategy. ASCE-ASME JOURNAL OF RISK AND UNCERTAINTY IN ENGINEERING SYSTEMS PART B-MECHANICAL ENGINEERING, 1(2). doi:10.1115/1.4029758

DOI
10.1115/1.4029758
Journal article

Special Issue on Decision Making Under Risk and Uncertainty Using Systems and Control Theory Approach

Pantelous, A. A., & Kougioumtzoglou, I. A. (2015). Special Issue on Decision Making Under Risk and Uncertainty Using Systems and Control Theory Approach. ASCE-ASME JOURNAL OF RISK AND UNCERTAINTY IN ENGINEERING SYSTEMS PART B-MECHANICAL ENGINEERING, 1(2). doi:10.1115/1.4029772

DOI
10.1115/1.4029772
Journal article

Optimal premium pricing strategies for competitive general insurance markets

Pantelous, A. A., & Passalidou, E. (2015). Optimal premium pricing strategies for competitive general insurance markets. APPLIED MATHEMATICS AND COMPUTATION, 259, 858-874. doi:10.1016/j.amc.2015.03.027

DOI
10.1016/j.amc.2015.03.027
Journal article

Unpleasant odors increase aversion to monetary losses

Stancak, A., Xie, Y., Fallon, N., Bulsing, P., Giesbrecht, T., Thomas, A., & Pantelous, A. A. (2015). Unpleasant odors increase aversion to monetary losses. Biological Psychology, 107, 1-9. doi:10.1016/j.biopsycho.2015.02.006

DOI
10.1016/j.biopsycho.2015.02.006
Journal article

Higher Order Matrix Differential Equations with Singular Coefficient Matrices

Fragkoulis, V. C., Kougioumtzoglou, I. A., Pantelous, A. A., & Pirrotta, A. (2015). Higher Order Matrix Differential Equations with Singular Coefficient Matrices. In PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014) Vol. 1648. doi:10.1063/1.4912578

DOI
10.1063/1.4912578
Conference Paper

Linear backward stochastic differential systems of descriptor type with structure and applications to engineering

Gashi, B., & Pantelous, A. A. (2015). Linear backward stochastic differential systems of descriptor type with structure and applications to engineering. PROBABILISTIC ENGINEERING MECHANICS, 40, 1-11. doi:10.1016/j.probengmech.2015.02.003

DOI
10.1016/j.probengmech.2015.02.003
Journal article

The study of the invariants of homogeneous matrix polynomials using the Extended Hermite Equivalence

Kalogeropoulos, G., Karageorgos, A., & Pantelous, A. (2015). The study of the invariants of homogeneous matrix polynomials using the Extended Hermite Equivalence. In I. Kyrchei (Ed.), Advances in Linear Algebra Research (pp. 1-22). Hauppauge NY 11788-3619: Nova Science Publishers. Retrieved from https://www.novapublishers.com/

Chapter

2014

Robust LMI stability, stabilization and H<sub>∞</sub> control for premium pricing models with uncertainties into a stochastic discrete-time framework

Pantelous, A. A., & Yang, L. (2014). Robust LMI stability, stabilization and H<sub>∞</sub> control for premium pricing models with uncertainties into a stochastic discrete-time framework. INSURANCE MATHEMATICS & ECONOMICS, 59, 133-143. doi:10.1016/j.insmatheco.2014.09.005

DOI
10.1016/j.insmatheco.2014.09.005
Journal article

Bonus–Malus systems with Weibull distributed claim severities

Ni, W., Constantinescu, C., & Pantelous, A. A. (2014). Bonus–Malus systems with Weibull distributed claim severities. Annals of Actuarial Science, 8(02), 217-233. doi:10.1017/S1748499514000062

DOI
10.1017/S1748499514000062
Journal article

A Wiener Path Integral Technique for the Asset Price Process: Geometric Brownian Motion and Vasicek

McCarthy, J. C., Kougioumtzoglou, I. A., & Pantelous, A. A. (2014). A Wiener Path Integral Technique for the Asset Price Process: Geometric Brownian Motion and Vasicek. In Vulnerability, Uncertainty, and Risk (pp. 1205-1213). American Society of Civil Engineers. doi:10.1061/9780784413609.121

DOI
10.1061/9780784413609.121
Conference Paper

Asset Allocation with Disappointment Aversion

Xie, Y., & Pantelous, A. A. (2014). Asset Allocation with Disappointment Aversion. In Vulnerability, Uncertainty, and Risk (pp. 1180-1189). American Society of Civil Engineers. doi:10.1061/9780784413609.119

DOI
10.1061/9780784413609.119
Conference Paper

Bonus-Malus Systems with Hybrid Claim Severity Distributions

Ni, W., Li, B., Constantinescu, C., & Pantelous, A. A. (2014). Bonus-Malus Systems with Hybrid Claim Severity Distributions. In Vulnerability, Uncertainty, and Risk (pp. 1234-1244). American Society of Civil Engineers. doi:10.1061/9780784413609.124

DOI
10.1061/9780784413609.124
Conference Paper

On the Response of LTI Higher Order Differential-Algebraic Systems with Perturbed Coefficients <sup>1</sup>

Tzekis, P., Antoniou, E., & Pantelous, A. (2014). On the Response of LTI Higher Order Differential-Algebraic Systems with Perturbed Coefficients <sup>1</sup>. In Vulnerability, Uncertainty, and Risk (pp. 1039-1046). American Society of Civil Engineers. doi:10.1061/9780784413609.105

DOI
10.1061/9780784413609.105
Conference Paper

Optimal Strategies for Long-Term Sustainability in PAYGO Pension Systems using Control Theory in a Dynamic Nonlinear Framework

Godínez-Olivares, H., del Carmen Boado-Penas, M., & Pantelous, A. A. (2014). Optimal Strategies for Long-Term Sustainability in PAYGO Pension Systems using Control Theory in a Dynamic Nonlinear Framework. Vulnerability, Uncertainty, and Risk, 1214-1223. doi:10.1061/9780784413609.122

DOI
10.1061/9780784413609.122
Journal article

Robust LMI Stability of a Premium Pricing Model into a Discrete-Time Stochastic Framework

Pantelous, A. A., & Yang, L. (2014). Robust LMI Stability of a Premium Pricing Model into a Discrete-Time Stochastic Framework. In Vulnerability, Uncertainty, and Risk (pp. 1057-1066). American Society of Civil Engineers. doi:10.1061/9780784413609.107

DOI
10.1061/9780784413609.107
Conference Paper

Bonus–Malus systems with Weibull distributed claim severities

Ni, W., Constantinescu, C., & Pantelous, A. A. (2014). Bonus–Malus systems with Weibull distributed claim severities. Annals of Actuarial Science, 8(2), 217-233. doi:10.1017/s1748499514000062

DOI
10.1017/s1748499514000062
Journal article

Welcome Message from the Chairs

Welcome Message from the Chairs (2014). In 2014 2nd International Conference on Artificial Intelligence, Modelling and Simulation (pp. xii). IEEE. doi:10.1109/aims.2014.4

DOI
10.1109/aims.2014.4
Conference Paper

On the solution of higher order linear homogeneous complex σ-α Descriptor matrix differential systems of Apostol-Kolodner type

Kalogeropoulos, G. I., Karageorgos, A. D., & Pantelous, A. A. (2014). On the solution of higher order linear homogeneous complex σ-α descriptor matrix differential systems of Apostol-Kolodner type. JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 351(3), 1756-1777. doi:10.1016/j.jfranklin.2013.12.012

DOI
10.1016/j.jfranklin.2013.12.012
Journal article

A new approach for second-order linear matrix descriptor differential equations of Apostol-Kolodner type

Pantelous, A. A., Karageorgos, A. D., & Kalogeropoulos, G. I. (2014). A new approach for second-order linear matrix descriptor differential equations of Apostol-Kolodner type. MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 37(2), 257-264. doi:10.1002/mma.2824

DOI
10.1002/mma.2824
Journal article

Linear stochastic systems of descriptor type

Gashi, B., & Pantelous, A. (2014). Linear stochastic systems of descriptor type. In Unknown Conference (pp. 1047-1054). CRC Press. doi:10.1201/b16387-154

DOI
10.1201/b16387-154
Conference Paper

On the Computation of the Response of Perturbed Discrete Time Descriptor Systems

Antoniou, E., Pantelous, A., & Tzekis, P. (2014). On the Computation of the Response of Perturbed Discrete Time Descriptor Systems. In IFAC PAPERSONLINE Vol. 47 (pp. 9522-9527). Retrieved from http://gateway.webofknowledge.com/

Conference Paper

Welcome Message from the Chairs

Welcome Message from the Chairs (2014). In 2014 European Modelling Symposium (pp. xiv). IEEE. doi:10.1109/ems.2014.4

DOI
10.1109/ems.2014.4
Conference Paper

2013

On the robust stability of pricing models for non-life insurance products

Pantelous, A. A., & Papageorgiou, A. (2013). On the robust stability of pricing models for non-life insurance products. European Actuarial Journal, 3(2), 535-550. doi:10.1007/s13385-013-0074-8

DOI
10.1007/s13385-013-0074-8
Journal article

Generalized inverses of the vandermonde matrix: Applications in control theory

Pantelous, A. A., & Karageorgos, A. D. (2013). Generalized Inverses of the Vandermonde Matrix: Applications in Control Theory. INTERNATIONAL JOURNAL OF CONTROL AUTOMATION AND SYSTEMS, 11(5), 1063-1070. doi:10.1007/s12555-012-0153-7

DOI
10.1007/s12555-012-0153-7
Journal article

Linear Backward Stochastic Differential Equations of Descriptor Type: Regular Systems

Gashi, B., & Pantelous, A. A. (2013). Linear Backward Stochastic Differential Equations of Descriptor Type: Regular Systems. STOCHASTIC ANALYSIS AND APPLICATIONS, 31(1), 142-166. doi:10.1080/07362994.2013.741400

DOI
10.1080/07362994.2013.741400
Journal article

Linear stochastic systems of descriptor type: theory and applications

Gashi, B., & Pantelous, A. (2013). Linear stochastic systems of descriptor type: theory and applications. In G. Deodatis, B. Ellingwood, & D. Frangopol (Eds.), 11th International Conference on Structural Safety and Reliability (pp. 1-8). New York: CRC Press.

Conference Paper

Solutions Properties and Techniques for Implicit Systems

Pantelous, A. (2013). Solutions Properties and Techniques for Implicit Systems. (PhD Thesis, City University).

Thesis / Dissertation

Welcome Message from the Chairs

Welcome Message from the Chairs (2013). In 2013 Fifth International Conference on Computational Intelligence, Communication Systems and Networks (pp. xii). IEEE. doi:10.1109/cicsyn.2013.4

DOI
10.1109/cicsyn.2013.4
Conference Paper

2012

On the solution of higher order homogeneous complex linear descriptor differential systems with symmetric/skew-symmetric coefficients

Pantelous, A. A., Karageorgos, A. D., & Kalogeropoulos, G. I. (2012). On the solution of higher order homogeneous complex linear descriptor differential systems with symmetric/skew-symmetric coefficients. Nonlinear Studies, 19(1), 11-28.

Journal article

Optimal premium pricing policy in a competitive insurance market environment

Pantelous, A. A., & Passalidou, E. (2013). Optimal premium pricing policy in a competitive insurance market environment. Annals of Actuarial Science, 7(2), 175-191. doi:10.1017/s1748499512000152

DOI
10.1017/s1748499512000152
Journal article

Incidence, Event Rates, and Early Outcome of Stroke in Dublin, Ireland The North Dublin Population Stroke Study

Kelly, P. J., Crispino, G., Sheehan, O., Kelly, L., Marnane, M., Merwick, A., . . . Daly, L. (2012). Incidence, Event Rates, and Early Outcome of Stroke in Dublin, Ireland The North Dublin Population Stroke Study. STROKE, 43(8), 2042-2U57. doi:10.1161/STROKEAHA.111.645721

DOI
10.1161/STROKEAHA.111.645721
Journal article

Approximating distributional behaviour of LTI differential systems using Gaussian function and its derivatives

Pantelous, A. A., Karcanias, N., & Halikias, G. (2012). Approximating distributional behaviour of LTI differential systems using Gaussian function and its derivatives. INTERNATIONAL JOURNAL OF CONTROL, 85(7), 830-841. doi:10.1080/00207179.2012.667881

DOI
10.1080/00207179.2012.667881
Journal article

Strong stability of discrete-time systems

Halikias, G., Dritsas, L., Pantelous, A., & Tsoulkas, V. (2012). Strong stability of discrete-time systems. LINEAR ALGEBRA AND ITS APPLICATIONS, 436(7), 1890-1908. doi:10.1016/j.laa.2011.09.024

DOI
10.1016/j.laa.2011.09.024
Journal article

Generalized Inverses for a Special Structure Matrix Appearing in Control

Pantelous, A., & Karageorgos, A. D. (2012). Generalized Inverses for a Special Structure Matrix Appearing in Control. Proceedings of the 6th International Federation of Nonlinear Analysts Conference, 1(1), 67-76. Retrieved from http://www.ifnaworld.org/ojs/index.php/GJMS/article/view/20

Journal article

Tuning Three-Term Controllers for Integrating Processes with both Inverse Response and Dead Time

G. Arvanitis, K., K. Bekiaris Liberis, N., D. Pasgianos, G., & Pantelous, A. (n.d.). Tuning Three-Term Controllers for Integrating Processes with both Inverse Response and Dead Time. In PID Controller Design Approaches - Theory, Tuning and Application to Frontier Areas. InTech. doi:10.5772/33678

DOI
10.5772/33678
Chapter

2011

Welcome Message from the Chairs

Welcome Message from the Chairs (2011). In 2011 UKSim 5th European Symposium on Computer Modeling and Simulation (pp. xiii). IEEE. doi:10.1109/ems.2011.4

DOI
10.1109/ems.2011.4
Conference Paper

Constructing a homogeneous LTI descriptor system with desired properties using perturbation theory

Pantelous, A. A., Karageorgos, A. D., & Kalogeropoulos, G. I. (2011). Constructing a homogeneous LTI descriptor system with desired properties using perturbation theory. INTERNATIONAL JOURNAL OF CONTROL, 84(11), 1915-1925. doi:10.1080/00207179.2011.629322

DOI
10.1080/00207179.2011.629322
Journal article

The dynamic response of homogeneous LTI descriptor differential systems under perturbations of the right matrix coefficients

Pantelous, A. A., Karageorgos, A. D., & Kalogeropoulos, G. I. (2011). The dynamic response of homogeneous LTI descriptor differential systems under perturbations of the right matrix coefficients. IMA JOURNAL OF MATHEMATICAL CONTROL AND INFORMATION, 28(3), 251-266. doi:10.1093/imamci/dnr005

DOI
10.1093/imamci/dnr005
Journal article

Designing the Sampling Period of a Discretized LTI Descriptor (Regular) System with Inputs

Karageorgos, A. D., Pantelous, A. A., & Kalogeropoulos, G. I. (2011). Designing the Sampling Period of a Discretized LTI Descriptor (Regular) System with Inputs. INTERNATIONAL JOURNAL OF CONTROL AUTOMATION AND SYSTEMS, 9(4), 791-796. doi:10.1007/s12555-011-0422-x

DOI
10.1007/s12555-011-0422-x
Journal article

Assessment of Linear Set-Point Controllers for a Direct Drive Nonlinear Pendulum

Dritsas, L., Zagorianos, A., Pantelous, A., & Tsoulkas, V. (2011). Assessment of Linear Set-Point Controllers for a Direct Drive Nonlinear Pendulum. In 2011 UkSim 13th International Conference on Computer Modelling and Simulation (pp. 201-206). IEEE. doi:10.1109/uksim.2011.46

DOI
10.1109/uksim.2011.46
Conference Paper

Hybrid Satellite-Terrestrial Architecture for Control Systems Education

Tsoulkas, V. N., Pantelous, A. A., Dritsas, L., & Papachristos, C. (2011). Hybrid Satellite-Terrestrial Architecture for Control Systems Education. In 2011 UkSim 13th International Conference on Computer Modelling and Simulation (pp. 171-176). IEEE. doi:10.1109/uksim.2011.41

DOI
10.1109/uksim.2011.41
Conference Paper

Solutions properties and the extension of classical rank controllability criterion for higher order linear descriptor matrix differential systems

Pantelous, A. A., Karageorgos, A. D., Tsoulkas, V. N., & Kalogeropoulos, G. I. (2011). Solutions properties and the extension of classical rank controllability criterion for higher order linear descriptor matrix differential systems. Neural, Parallel and Scientific Computations, 19(1-2), 111-128.

Journal article

An Integrated e-Learning Solution for Control Systems Education and Future Perspectives

Tsoulkas, V., Pantelous, A. A., Dritsas, L., & Papachristos, C. I. (n.d.). An Integrated e-Learning Solution for Control Systems Education and Future Perspectives. International journal of simulation: systems, science &amp; technology. doi:10.5013/ijssst.a.12.01.02

DOI
10.5013/ijssst.a.12.01.02
Journal article

Design Issues of an Operational Fire Detection System Integrated with Observation Sensors

Halikias, G., Leventakis, G., Kontoes, C., Tsoulkas, V., Dritsas, L., & Pantelous, A. (n.d.). Design Issues of an Operational Fire Detection System Integrated with Observation Sensors. In Advances in Satellite Communications. InTech. doi:10.5772/19896

DOI
10.5772/19896
Chapter

On the Perturbation of Homogeneous LTI Descriptor Differential Systems

Pantelous, A. A., Karageorgos, A. D., & Kalogeropoulos, G. I. (2011). On the Perturbation of Homogeneous LTI Descriptor Differential Systems. In IFAC Proceedings Volumes Vol. 44 (pp. 7497-7502). Elsevier BV. doi:10.3182/20110828-6-it-1002.00124

DOI
10.3182/20110828-6-it-1002.00124
Conference Paper

Solutions properties and the extension of classical rank controllability criterion for higher order linear descriptor matrix differential systems

Pantelous, A., Karageorgos, A. D., Tsoulkas, V. N., & Kalogeropoulos, G. I. (2011). Solutions properties and the extension of classical rank controllability criterion for higher order linear descriptor matrix differential systems. Neural, Parallel, and Scientific Computations, 19(1), 111-126. Retrieved from http://www.dynamicpublishers.com/Neural/NPSC2011/07-NPSC.pdf

Journal article

[Cover art]

[Cover art] (2011). In 2011 Second International Conference on Intelligent Systems, Modelling and Simulation (pp. C1). IEEE. doi:10.1109/isms.2011.90

DOI
10.1109/isms.2011.90
Conference Paper

2010

THE EVALUATION OF BUSINESS RISK MANAGEMENT IN EUROPEAN EMERGING MARKETS

Arvaniti, C., & Pantelous, A. A. (2010). THE EVALUATION OF BUSINESS RISK MANAGEMENT IN EUROPEAN EMERGING MARKETS. In RISK MANAGEMENT (pp. 125-151). Retrieved from https://www.webofscience.com/

Chapter

Welcome Message from the Chairs

Welcome Message from the Chairs (2010). In 2010 Fourth UKSim European Symposium on Computer Modeling and Simulation (pp. xiii). IEEE. doi:10.1109/ems.2010.5

DOI
10.1109/ems.2010.5
Conference Paper

[Cover art]

[Cover art] (2010). In 2010 Fourth UKSim European Symposium on Computer Modeling and Simulation (pp. C1). IEEE. doi:10.1109/ems.2010.113

DOI
10.1109/ems.2010.113
Conference Paper

Linear generalized stochastic systems for insurance portfolios

Pantelous, A. A., Zimbidis, A. A., & Kalogeropoulos, G. I. (2010). Linear Generalized Stochastic Systems for Insurance Portfolios. STOCHASTIC ANALYSIS AND APPLICATIONS, 28(6), 946-971. doi:10.1080/07362994.2010.515472

DOI
10.1080/07362994.2010.515472
Journal article

Investigating the solution properties of symmetric/skew-symmetric LTI homogeneous matrix descriptor discrete-time systems with consistent initial conditions and constant delay period

Karageorgos, A. D., Pantelous, A. A., & Kalogeropoulos, G. I. (2010). Investigating the solution properties of symmetric/skew-symmetric LTI homogeneous matrix descriptor discrete-time systems with consistent initial conditions and constant delay period. In IEEE ICCA 2010 (pp. 1641-1647). IEEE. doi:10.1109/icca.2010.5524006

DOI
10.1109/icca.2010.5524006
Conference Paper

A theoretic stochastic dynamic control approach for the lending rate policy

Pantelous, A. A., Zimbidis, A. A., & Kalogeropoulos, G. I. (2010). A theoretic stochastic dynamic control approach for the lending rate policy. Neural, Parallel and Scientific Computations, 18(3-4), 307-332.

Journal article

Hankel-norm approximation of FIR filters: A descriptor-systems based approach

Halikias, G., Tsoulkas, V., Pantelous, A., & Milonidis, E. (2010). Hankel-norm approximation of FIR filters: a descriptor-systems based approach. INTERNATIONAL JOURNAL OF CONTROL, 83(9), 1858-1867. doi:10.1080/00207179.2010.498059

DOI
10.1080/00207179.2010.498059
Journal article

Error Analysis of the Complex Kronecker Canonical Form

Pantelous, A. A., Karageorgos, A. D., & Kalogeropoulos, G. I. (2010). Error Analysis of the Complex Kronecker Canonical Form. In 2010 12TH INTERNATIONAL CONFERENCE ON COMPUTER MODELLING AND SIMULATION (UKSIM) (pp. 462-467). doi:10.1109/UKSIM.2010.91

DOI
10.1109/UKSIM.2010.91
Conference Paper

[Cover art]

[Cover art] (2010). In 2010 2nd International Conference on Computational Intelligence, Communication Systems and Networks (pp. C1). IEEE. doi:10.1109/cicsyn.2010.86

DOI
10.1109/cicsyn.2010.86
Conference Paper

An Efficient Algorithm for Bilinear Strict Equivalent (BSE)- Matrix Pencils

Kalogeropoulos, G. I., Karageorgos, A. D., & Pantelous, A. A. (2010). An Efficient Algorithm for Bilinear Strict Equivalent (BSE)- Matrix Pencils. In LARGE-SCALE SCIENTIFIC COMPUTING Vol. 5910 (pp. 779-+). doi:10.1007/978-3-642-12535-5_93

DOI
10.1007/978-3-642-12535-5_93
Conference Paper

Linear Time Invariant Homogeneous Matrix Descriptor (Singular) Discrete-Time Systems with Non Consistent Initial Conditions

Pantelous, A. A., Karageorgos, A. D., & Kalogeropoulos, G. I. (2010). Linear Time Invariant Homogeneous Matrix Descriptor (Singular) Discrete-Time Systems with Non Consistent Initial Conditions. In 2010 Sixth International Conference on Networking and Services (pp. 381-386). IEEE. doi:10.1109/icns.2010.60

DOI
10.1109/icns.2010.60
Conference Paper

Solution properties of linear descriptor (Singular) matrix differential systems of higher order with (Non-) consistent initial conditions

Pantelous, A. A., Karageorgos, A. D., Kalogeropoulos, G. I., & Arvanitis, K. G. (2010). Solution Properties of Linear Descriptor (Singular) Matrix Differential Systems of Higher Order with (Non-) Consistent Initial Conditions. ABSTRACT AND APPLIED ANALYSIS. doi:10.1155/2010/897301

DOI
10.1155/2010/897301
Journal article

Robust Performance Issues in Tracking Control over Networks

Dritsas, L., Tsoulkas, V. N., Pantelous, A. A., & Tzes, A. (2010). Robust Performance Issues in Tracking Control over Networks. In UKSIM-AMSS FIRST INTERNATIONAL CONFERENCE ON INTELLIGENT SYSTEMS, MODELLING AND SIMULATION (pp. 264-+). Retrieved from https://www.webofscience.com/

Conference Paper

Technical Challenges in Network-Centric Control and Communication Systems

Tsoulkas, V. N., Dritsas, L., & Pantelous, A. A. (2010). Technical Challenges in Network-Centric Control and Communication Systems. In UKSIM-AMSS FIRST INTERNATIONAL CONFERENCE ON INTELLIGENT SYSTEMS, MODELLING AND SIMULATION (pp. 256-+). Retrieved from https://www.webofscience.com/

Conference Paper

Welcome Message from the Chairs

Welcome Message from the Chairs (2010). In 2010 International Conference on Intelligent Systems, Modelling and Simulation (pp. xii-xiii). IEEE. doi:10.1109/isms.2010.5

DOI
10.1109/isms.2010.5
Conference Paper

An algorithmic technique for the investigation of the non-negativity (or positivity) of a homogeneous matrix pencil

Pantelous, A. A., Karageorgos, A. D., & Kalogeropoulos, G. I. (2010). An algorithmic technique for the investigation of the non-negativity (or positivity) of a homogeneous matrix pencil. JOURNAL OF COMPUTATIONAL ANALYSIS AND APPLICATIONS, 12(2), 526-538. Retrieved from https://www.webofscience.com/

Journal article

Rank properties of a sequence of block bidiagonal toeplitz matrices

Kalogeropoulos, G. I., Karageorgos, A. D., Mitrouli, M., & Pantelous, A. A. (2010). Rank properties of a sequence of block bidiagonal toeplitz matrices. Neural, Parallel and Scientific Computations, 18(1), 13-32.

Journal article

Discretizing LTI Descriptor (Regular) Differential Input Systems with Consistent Initial Conditions

Karageorgos, A. D., Pantelous, A. A., & Kalogeropoulos, G. I. (2010). Discretizing LTI Descriptor (Regular) Differential Input Systems with Consistent Initial Conditions. Advances in Decision Sciences, 2010, 1-19. doi:10.1155/2010/810605

DOI
10.1155/2010/810605
Journal article

A Survey for Descriptor Weakly Nonlinear Dynamic Systems with Applications

D., A., A., A., & I., G. (n.d.). A Survey for Descriptor Weakly Nonlinear Dynamic Systems with Applications. In Modeling Simulation and Optimization - Tolerance and Optimal Control. InTech. doi:10.5772/9032

DOI
10.5772/9032
Chapter

A new updating technique for specifying the rank of a sequence of block bidiagonal Toeplitz matrices

Kalogeropoulos, G. I., Karageorgos, A. D., Mitrouli, M., & Pantelous, A. (2010). A new updating technique for specifying the rank of a sequence of block bidiagonal Toeplitz matrices. Neural, Parallel, and Scientific Computations, 18, 13-32.

Journal article

An integrated communications platform for advanced end-to-end distant medical education services

Papachristos, C., Tsoulkas, V. N., & Pantelous, A. A. (2010). An integrated communications platform for advanced end-to-end distant medical education services. International Journal of Simulation: Systems, Science and Technology, 11(2), 29-34.

Journal article

Approximating distributional behaviour of linear systems using Gaussian function and its derivatives

Pantelous, A. A., & Karcanias, N. (2010). Approximating distributional behaviour of linear systems using Gaussian function and its derivatives. In IFAC Proceedings Volumes Vol. 43 (pp. 115-122). Elsevier BV. doi:10.3182/20100915-3-it-2017.00045

DOI
10.3182/20100915-3-it-2017.00045
Conference Paper

COMPARING TWO BILINEAR EQUIVALENT MATRIX PENCILS

Pantelous, A. A., Karageorgos, A. D., & Kalogeropoulos, G. I. (2010). COMPARING TWO BILINEAR EQUIVALENT MATRIX PENCILS. ADVANCED TOPICS IN SCATTERING THEORY AND BIOMEDICAL ENGINEERING, 281-296. doi:10.1142/9789814322034_0029

DOI
10.1142/9789814322034_0029
Journal article

Effect of Coarse Particle Volume Fraction on the Yield Stress of Muddy Sediments from Marennes Oleron Bay

Pantet, A., Robert, S., Jarny, S., & Kervella, S. (2010). Effect of Coarse Particle Volume Fraction on the Yield Stress of Muddy Sediments from Marennes Oleron Bay. ADVANCES IN MATERIALS SCIENCE AND ENGINEERING, 2010. doi:10.1155/2010/245398

DOI
10.1155/2010/245398
Journal article

Higher order differential delay systems with control applications

Pantelous, A., Karageorgos, A. D., Dritsas, L., & Tsoulkas, V. N. (2010). Higher order differential delay systems with control applications. In 7th EUROSIM (pp. 1-7). Prague, Czech Republic: EUROSIM Society.

Conference Paper

Linear Rectangular Descriptor Matrix Differential Equations and Kronecker Products

Pantelous, A., Karageorgos, A. G., & Kalogeropoulos, G. I. (2010). Linear Rectangular Descriptor Matrix Differential Equations and Kronecker Products. Bulletin of the Greek Mathematical Society, 57, 211-220.

Journal article

Message from General Chairs

Message from General Chairs (2010). In 2010 2nd International Conference on Computational Intelligence, Communication Systems and Networks (pp. xii). IEEE. doi:10.1109/cicsyn.2010.4

DOI
10.1109/cicsyn.2010.4
Conference Paper

Networked Control Systems with Delay

Tsoulkas, V. (2010). Networked Control Systems with Delay. In 2010 SECOND INTERNATIONAL CONFERENCE ON COMPUTATIONAL INTELLIGENCE, COMMUNICATION SYSTEMS AND NETWORKS (CICSYN) (pp. XXI-XXII). Retrieved from https://www.webofscience.com/

Conference Paper

Perturbation theory for a homogeneous descriptor regular differential system

Karageorgos, A. D., Pantelous, A. A., & Kalogeropoulos, G. I. (2010). Perturbation theory for a homogeneous descriptor regular differential system. In IFAC Proceedings Volumes Vol. 43 (pp. 62-67). Elsevier BV. doi:10.3182/20100915-3-it-2017.00035

DOI
10.3182/20100915-3-it-2017.00035
Conference Paper

The Stability Properties of Linear Descriptor Differential Systems with Additional Disturbances

Karageorgos, A. D., Pantelous, A. A., & Kalogeropoulos, G. I. (2010). The Stability Properties of Linear Descriptor Differential Systems with Additional Disturbances. In Modelling, Identification, and Control. ACTAPRESS. doi:10.2316/p.2010.675-076

DOI
10.2316/p.2010.675-076
Conference Paper

The contribution of system and control theory to new technologies

Tsoulkas, V. N., Milioti, K. N., & Pantelous, A. (2010). The contribution of system and control theory to new technologies. US-China Education Review, 7(6), 62-72. Retrieved from http://www.teacher.org.cn/doc/uceud201003/ucedu20100307.pdf

Journal article

The evaluation of business risk management in European Emerging Markets

Arvaniti, C., & Pantelous, A. (2010). The evaluation of business risk management in European Emerging Markets. In B. Jordão, & E. Sousa (Eds.), Risk Management (pp. 1-27). New York, USA: Nova Sciences, Publications. Retrieved from https://www.novapublishers.com/catalog/product_info.php?products_id=10609

Chapter

2009

Defining non-negative (homogeneous) Weierstrass canonical matrix pencils, sF[sub w]−s^G[sub w]

Pantelous, A. A., Karageorgos, A. D., Kalogeropoulos, G. I., Venkov, G., Kovacheva, R., & Pasheva, V. (2009). Defining non-negative (homogeneous) Weierstrass canonical matrix pencils, sF[sub w]−s^G[sub w]. In AIP Conference Proceedings (pp. 121-128). AIP. doi:10.1063/1.3271604

DOI
10.1063/1.3271604
Conference Paper

A class of lti descriptor (regular) differential systems with distributed continuous delays and several types of inputs

Pantelous, A. A., & Kalogeropoulos, G. I. (2009). A class of lti descriptor (regular) differential systems with distributed continuous delays and several types of inputs. Systems Science, 35(1), 31-38.

Journal article

Advances in Medical Education on Surgical Techniques using Satellite Communications

Papachristos, C., Tsoulkas, V. N., & Pantelous, A. A. (2009). Advances in Medical Education on Surgical Techniques using Satellite Communications. In 2009 THIRD UKSIM EUROPEAN SYMPOSIUM ON COMPUTER MODELING AND SIMULATION (EMS 2009) (pp. 361-+). doi:10.1109/EMS.2009.11

DOI
10.1109/EMS.2009.11
Conference Paper

On the perturbation of linear regular descriptor systems

Kalogeropoulos, G. I., Karageorgos, A. D., & Pantelous, A. A. (2009). On the perturbation of linear regular descriptor systems. Systems Science, 35(4), 5-13.

Journal article

Optimal Premium Pricing for a Heterogeneous Portfolio of Insurance Risks

Pantelous, A. A., Frangos, N. E., & Zimbidis, A. A. (2009). Optimal Premium Pricing for a Heterogeneous Portfolio of Insurance Risks. Journal of Probability and Statistics, 2009(1). doi:10.1155/2009/451856

DOI
10.1155/2009/451856
Journal article

Solving LTI Descriptor (Regular) Differential Multi-Delay Systems Using Matrix Pencil Theory

Pantelous, A. A. (2009). Solving LTI Descriptor (Regular) Differential Multi-Delay Systems Using Matrix Pencil Theory. In 2009 International Conference on Computational Intelligence, Modelling and Simulation (pp. 210-215). IEEE. doi:10.1109/cssim.2009.9

DOI
10.1109/cssim.2009.9
Conference Paper

Solving linear descriptor (Regular) discrete-time delay system with (non)-consistent initial conditions

Karageorgos, A. D., Pantelous, A. A., & Kalogeropoulos, G. I. (2009). Solving linear descriptor (Regular) discrete-time delay system with (non)-consistent initial conditions. In Proceedings of the 11th IASTED International Conference on Control and Applications, CA 2009 (pp. 1-8).

Conference Paper

Studying the asymptotic stability of weakly nonlinear regular descriptor differential systems

Karageorgos, A. D., Pantelous, A. A., & Kalogeropoulos, G. I. (2009). Studying the asymptotic stability of weakly nonlinear regular descriptor differential systems. In Proceedings of the IASTED International Conference on Modelling, Identification, and Control, MIC (pp. 248-253).

Conference Paper

Symmetric/skew-symmetric homogeneous matrix descriptor (regular) differential systems with consistent initial conditions

Karageorgos, A. D., Pantelous, A. A., & Kalogeropoulos, G. I. (2009). Symmetric/skew-symmetric homogeneous matrix descriptor (regular) differential systems with consistent initial conditions. In 2009 IEEE INTERNATIONAL CONFERENCE ON CONTROL AND AUTOMATION, VOLS 1-3 (pp. 966-+). doi:10.1109/ICCA.2009.5410576

DOI
10.1109/ICCA.2009.5410576
Conference Paper

Transferring Instantly the State of Higher‐Order Linear Descriptor (Regular) Differential Systems Using Impulsive Inputs

Karageorgos, A. D., Pantelous, A. A., & Kalogeropoulos, G. I. (2009). Transferring Instantly the State of Higher‐Order Linear Descriptor (Regular) Differential Systems Using Impulsive Inputs. Journal of Control Science and Engineering, 2009(1). doi:10.1155/2009/562484

DOI
10.1155/2009/562484
Journal article

An educational approach to design and evaluate descriptor systems

Tsoulkas, V., & Pantelous, A. A. (2009). An educational approach to design and evaluate descriptor systems. In 2009 THIRD ASIA INTERNATIONAL CONFERENCE ON MODELLING & SIMULATION, VOLS 1 AND 2 (pp. 436-+). doi:10.1109/AMS.2009.8

DOI
10.1109/AMS.2009.8
Conference Paper

A Multi-Agent System for the Pay-As-You-GO (PAYGO) Social Security Scheme

Pantelous, A. A., & Zimbidis, A. A. (2009). A Multi-Agent System for the Pay-As-You-GO (PAYGO) Social Security Scheme. In HOLONIC AND MULTI-AGENT SYSTEMS FOR MANUFACTURING, PROCEEDINGS Vol. 5696 (pp. 285-294). Retrieved from https://www.webofscience.com/

Conference Paper

An Efficient Algorithm for Approximating Impulse Inputs and Transferring Instantly the State of Linear Matrix Control Systems

Karageorgos, A. A., Pantelous, A. A., & Kalogeropoulos, G. I. (2009). An Efficient Algorithm for Approximating Impulse Inputs and Transferring Instantly the State of Linear Matrix Control Systems. In 2009 11th International Conference on Computer Modelling and Simulation (pp. 362-367). IEEE. doi:10.1109/uksim.2009.10

DOI
10.1109/uksim.2009.10
Conference Paper

The embedding of system's and control's terminology and conceptualization to model-based Tele-medicine-Assisted Home Support (TAHoS)

Tsoulkas, V. N., & Pantelous, A. A. (2009). The embedding of system's and control's terminology and conceptualization to model-based Tele-medicine-Assisted Home Support (TAHoS). In UKSIM 2009: ELEVENTH INTERNATIONAL CONFERENCE ON COMPUTER MODELLING AND SIMULATION (pp. 538-+). doi:10.1109/UKSIM.2009.11

DOI
10.1109/UKSIM.2009.11
Conference Paper

On linear generalized neutral differential delay systems

Pantelous, A. A., & Kalogeropoulos, G. I. (2009). On linear generalized neutral differential delay systems. JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 346(7), 691-704. doi:10.1016/j.jfranklin.2009.06.001

DOI
10.1016/j.jfranklin.2009.06.001
Journal article

Transferring instantly the state of a linear singular descriptor differential system

Pantelous, A. A., Karageorgos, A. D., & Kalogeropoulos, G. I. (2009). Transferring instantly the state of a linear singular descriptor differential system. In ICAS: 2009 FIFTH INTERNATIONAL CONFERENCE ON AUTONOMIC AND AUTONOMOUS SYSTEMS (pp. 10-15). doi:10.1109/ICAS.2009.10

DOI
10.1109/ICAS.2009.10
Conference Paper

Discretising effectively a linear singular differential system by choosing an appropriate sampling period

Kalogeropoulos, G. I., Karageorgos, A. D., & Pantelous, A. A. (2009). Discretising effectively a linear singular differential system by choosing an appropriate sampling period. IET CONTROL THEORY AND APPLICATIONS, 3(7), 823-833. doi:10.1049/iet-cta.2008.0098

DOI
10.1049/iet-cta.2008.0098
Journal article

Power series solutions for linear higher order rectangular differential matrix control systems

Pantelous, A. A., Karageorgos, A. D., & Kalogeropoulos, G. I. (2009). Power series solutions for linear higher order rectangular differential matrix control systems. In MED: 2009 17TH MEDITERRANEAN CONFERENCE ON CONTROL & AUTOMATION, VOLS 1-3 (pp. 330-335). doi:10.1109/MED.2009.5164562

DOI
10.1109/MED.2009.5164562
Conference Paper

A matrix pencil approach for the solution of linear systems with rectangular or singular coefficient matrices

Karageorgos, A. D., Pantelous, A. A., & Kalogeropoulos, G. I. (2009). A matrix pencil approach for the solution of linear systems with rectangular or singular coefficient matrices. Neural, Parallel and Scientific Computations, 17(1), 85-100.

Journal article

Stochastic Control System for Mortality Benefits

Pantelous, A. A., & Zimbidis, A. A. (2009). Stochastic Control System for Mortality Benefits. STOCHASTIC ANALYSIS AND APPLICATIONS, 27(1), 125-148. doi:10.1080/07362990802564970

DOI
10.1080/07362990802564970
Journal article

HIGHER-ORDER LINEAR MATRIX DESCRIPTOR DIFFERENTIAL EQUATIONS OF APOSTOL-KOLODNER TYPE

Kalogeropoulos, G. I., Karageorgos, A. D., & Pantelous, A. A. (2009). HIGHER-ORDER LINEAR MATRIX DESCRIPTOR DIFFERENTIAL EQUATIONS OF APOSTOL-KOLODNER TYPE. ELECTRONIC JOURNAL OF DIFFERENTIAL EQUATIONS. Retrieved from https://www.webofscience.com/

Journal article

4 An efficient algorithm for approximating impulse inputs and transferring instantly the state of linear matrix control systems

Karageorgos, A. A., Pantelous, A. A., & Kalogeropoulos, G. I. (2009). 4 An efficient algorithm for approximating impulse inputs and transferring instantly the state of linear matrix control systems. In UKSIM 2009: ELEVENTH INTERNATIONAL CONFERENCE ON COMPUTER MODELLING AND SIMULATION (pp. 362-+). Retrieved from https://www.webofscience.com/

Conference Paper

A Conceptual Design of an e-Learning Platform for Mathematical Control Education

Tsoulkas, V., Pantelous, A., & Papachristos, C. (2009). A Conceptual Design of an e-Learning Platform for Mathematical Control Education. In PROCEEDINGS OF THE 8TH EUROPEAN CONFERENCE ON E-LEARNING (pp. 639-648). Retrieved from https://www.webofscience.com/

Conference Paper

A predictive earthquake model and alternative risk transfer techniques

Zimbidis, A. A., & Pantelous, A. (2009). A predictive earthquake model and alternative risk transfer techniques. In 39th ASTIN Colloquium (pp. 1-20). Helsinki, Finland: International Institute of Actuarial Science. Retrieved from http://www.casact.org/dare/index.cfm?fuseaction=view&abstrID=6764

Conference Paper

AN ANGLE METRIC THROUGH THE NOTION OF GRASSMANN REPRESENTATIVE

Kalogeropoulos, G. I., Karageorgos, A. D., & Pantelous, A. A. (2009). AN ANGLE METRIC THROUGH THE NOTION OF GRASSMANN REPRESENTATIVE. ELECTRONIC JOURNAL OF LINEAR ALGEBRA, 18, 108-116. Retrieved from https://www.webofscience.com/

Journal article

Approximating distributional behaviour, systems theory and control

Pantelous, A., Karageorgos, A. G., & Kalogeropoulos, G. I. (2009). Approximating distributional behaviour, systems theory and control. In 6th Vienna International Conference on Mathematical Modelling, MATHMOD 2009 (pp. 2246-2256). Vienna, Austria: ARGESIM Press, ETH University.

Conference Paper

Defining non-negative (homogeneous) Weier-strass canonical matrix pencils, <i>sF<sub>w</sub></i> - (<i>s</i>)over-cap<i>G<sub>w</sub></i>

Pantelous, A. A., Karageorgos, A. D., & Kalogeropoulos, G. I. (2009). Defining non-negative (homogeneous) Weier-strass canonical matrix pencils, <i>sF<sub>w</sub></i> - (<i>s</i>)over-cap<i>G<sub>w</sub></i>. In APPLICATIONS OF MATHEMATICS IN ENGINEERING AND ECONOMICS (AMEE '09) Vol. 1184 (pp. 123-130). Retrieved from https://www.webofscience.com/

Conference Paper

On generalized weakly non linear regular differential systems

Karageorgos, A. D., Pantelous, A., & Kalogeropoulos, G. I. (2009). On generalized weakly non linear regular differential systems. In 28th IASTED MIC 2009 (pp. 248-253). Innsburck, Austria: ACTEA publications. Retrieved from http://www.actapress.com/Abstract.aspx?paperId=32369

Conference Paper

The Benefits of Schooling: A Human Capital Alocation into a Continuous Optimal Control Framework

A., A., & I., G. (n.d.). The Benefits of Schooling: A Human Capital Alocation into a Continuous Optimal Control Framework. In Technology Education and Development. InTech. doi:10.5772/7296

DOI
10.5772/7296
Chapter

The Weierstrass Canonical Form of a Regular Matrix Pencil: Numerical Issues and Computational Techniques

Kalogeropoulos, G., Mitrouli, M., Pantelous, A., & Triantafyllou, D. (2009). The Weierstrass Canonical Form of a Regular Matrix Pencil: Numerical Issues and Computational Techniques. In NUMERICAL ANALYSIS AND ITS APPLICATIONS Vol. 5434 (pp. 322-329). Retrieved from https://www.webofscience.com/

Conference Paper

The contribution of system and control theory to new technologies

Milioti, K. N., Tsoulkas, V. N., & Pantelous, A. (2009). The contribution of system and control theory to new technologies. In IATED 2009 (pp. 2188-2197). Valencia, Spain: IATED Press.

Conference Paper

The perturbation theory for the complex Weierstrass canonical form of regular matrix pencils

Pantelous, A., Karageorgos, A. G., & Kalogeropoulos, G. I. (2009). The perturbation theory for the complex Weierstrass canonical form of regular matrix pencils. Systems Science, 35(4), 5-13. Retrieved from http://www.systems-science.pwr.wroc.pl/show_art_d.php?id_art=296&id_vol=32

Journal article

The weierstrass canonical form of a regular matrix pencil: Numerical issues and computational techniques

Kalogeropoulos, G., Mitrouli, M., Pantelous, A., & Triantafyllou, D. (2009). The weierstrass canonical form of a regular matrix pencil: Numerical issues and computational techniques. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) Vol. 5434 LNCS (pp. 322-329). doi:10.1007/978-3-642-00464-3_35

DOI
10.1007/978-3-642-00464-3_35
Conference Paper

2008

An investigation of the theory of bank portfolio allocation within a discrete stochastic framework using optimal control techniques

Pantelous, A. A. (2008). An investigation of the theory of bank portfolio allocation within a discrete stochastic framework using optimal control techniques. Journal of Interdisciplinary Mathematics, 11(2), 187-212. doi:10.1080/09720502.2008.10700553

DOI
10.1080/09720502.2008.10700553
Journal article

Generalized regular differential systems with distributed delay

Kalogeropoulos, G. I., Kossak, O., & Pantelous, A. A. (2008). Generalized regular differential systems with distributed delay. Systems Science, 34(1), 15-22.

Journal article

On generalized weakly nonlinear regular differential systems

Kalogeropoulos, K. I., Karageorgos, K. D., & Pantelous, P. A. (2008). On generalized weakly nonlinear regular differential systems. In Proceedings of the IASTED International Conference on Modelling, Identification, and Control, MIC.

Conference Paper

The use of impulse-function and its derivatives for changing the state of a multi-input multi-output differential system in (almost) zero time

Kalogeropoulos, G. I., Karageorgos, A. D., & Pantelous, A. A. (2008). The use of impulse-function and its derivatives for changing the state of a multi-input multi-output differential system in (almost) zero time. Systems Science, 34(3), 11-15.

Journal article

Normalizability and feedback stabilization for second-order linear descriptor differential systems

Kalogeropoulos, G. I., Pantelous, A. A., & Papachristopoulos, D. P. (2008). Normalizability and feedback stabilization for second-order linear descriptor differential systems. In 2008 16th Mediterranean Conference on Control and Automation (pp. 996-1001). IEEE. doi:10.1109/med.2008.4601973

DOI
10.1109/med.2008.4601973
Conference Paper

On generalized regular stochastic differential delay systems with time invariant coefficients

Kalogeropoulos, G. I., & Pantelous, A. A. (2008). On generalized regular stochastic differential delay systems with time invariant coefficients. STOCHASTIC ANALYSIS AND APPLICATIONS, 26(5), 1076-1094. doi:10.1080/07362990802286509

DOI
10.1080/07362990802286509
Journal article

Simulate the state changing of a descriptor system in (almost) zero time using the normal probability distribution

Kalogeropoulos, G. A., Karageorgos, A. A., & Pantelous, A. A. (2008). Simulate the state changing of a descriptor system in (almost) zero time using the normal probability distribution. In 2008 UKSIM TENTH INTERNATIONAL CONFERENCE ON COMPUTER MODELING AND SIMULATION (pp. 313-318). doi:10.1109/UKSIM.2008.116

DOI
10.1109/UKSIM.2008.116
Conference Paper

Dynamic risk management of the lending rate policy of an interacted portfolio of loans via an investment strategy into a discrete stochastic framework

Pantelous, A. A. (2008). Dynamic risk management of the lending rate policy of an interacted portfolio of loans via an investment strategy into a discrete stochastic framework. ECONOMIC MODELLING, 25(4), 658-675. doi:10.1016/j.econmod.2007.10.004

DOI
10.1016/j.econmod.2007.10.004
Journal article

A stabilization criterion for matrix pencils under bilinear transformation

Kalogeropoulos, G. I., Karageorgos, A. D., & Pantelous, A. A. (2008). A stabilization criterion for matrix pencils under bilinear transformation. LINEAR ALGEBRA AND ITS APPLICATIONS, 428(11-12), 2852-2862. doi:10.1016/j.laa.2008.01.013

DOI
10.1016/j.laa.2008.01.013
Journal article

POLE ASSIGNMENT FOR LINEAR DISCRETE - TIME SYSTEMS BY STATIC OUTPUT FEEDBACK

Kalogeropoulos, G. I., Pantelous, A. A., & Papachristopoulos, D. P. (2008). POLE ASSIGNMENT FOR LINEAR DISCRETE - TIME SYSTEMS BY STATIC OUTPUT FEEDBACK. ADVANCED TOPICS IN SCATTERING AND BIOMEDICAL ENGINEERING, 150-161. doi:10.1142/9789812814852_0017

DOI
10.1142/9789812814852_0017
Journal article

Dynamic bank portfolio hedging of investment and loan repayment risk within a stochastic continuous framework using optimal control theory

Pantelous, A. A. (2008). Dynamic bank portfolio hedging of investment and loan repayment risk within a stochastic continuous framework using optimal control theory. Journal of Statistics and Management Systems, 11(2), 303-325. doi:10.1080/09720510.2008.10701313

DOI
10.1080/09720510.2008.10701313
Journal article

A generalized linear discrete time model for managing the solvency interaction and singularities arising from potential regulatory constraints imposed within a portfolio of different insurance products

Zimbidis, A. A., Pantelous, A., & Kalogeropoulos, G. I. (2008). A generalized linear discrete time model for managing the solvency interaction and singularities arising from potential regulatory constraints imposed within a portfolio of different insurance products. In 38th ASTIN Colloquium (pp. 1-30). Manchester, UK: International Institute of Actuarial Science. Retrieved from http://www.actuaries.org/

Conference Paper

Can be linear difference descriptor systems appeared in Insurance?

Kalogeropoulos, G. I., & Pantelous, A. (2008). Can be linear difference descriptor systems appeared in Insurance?. In 7th International Conference on Applied Mathematics (pp. 467-478). Bratislava, Slovakia: TUB publications. Retrieved from http://journal.aplimat.com/

Conference Paper

Characterization of invariant subspaces using the notion of the Grassmann representative

Kalogeropoulos, G. I., Kytagias, D., & Pantelous, A. (2008). Characterization of invariant subspaces using the notion of the Grassmann representative. JP Journal of Algebra, Number Theory and Applications, 10, 193-202.

Journal article

Comparing the solution of autonomous generalized linear continuous and discrete-time systems

Kalogeropoulos, G. I., Karageorgos, A. D., & Pantelous, A. (2008). Comparing the solution of autonomous generalized linear continuous and discrete-time systems. University of Trás-os-Montes and Alto Douro, Vila Real, Portugal.

Presentation material

Dynamic hedging of the mortality risk via a continuous control strategy of the portfolio of investment of a pension fund

Zimbidis, A. A., & Pantelous, A. (2008). Dynamic hedging of the mortality risk via a continuous control strategy of the portfolio of investment of a pension fund. Advances and Applications in Statistics, 8, 247-289. Retrieved from http://pphmj.com/abstract/3087.htm

Journal article

Dynamic managing of a portfolio of different interacted social security pension plans

Pantelous, A. (2008). Dynamic managing of a portfolio of different interacted social security pension plans. In 21st Conference of Hellenic Institute of Statistics (pp. 507-516). Samos, Greece: Hellenic Institute of Statistics Press.

Conference Paper

Dynamic reforming of a quasi pay-as-you-go social security system within a discrete stochastic multidimensional framework using optimal control methods

Pantelous, A. A., & Zimbidis, A. A. (n.d.). Dynamic reforming of a quasi pay-as-you-go social security system within a discrete stochastic multidimensional framework using optimal control methods. Applicationes Mathematicae, 35(2), 121-144. doi:10.4064/am35-2-1

DOI
10.4064/am35-2-1
Journal article

Measuring and controlling dynamically the benefits of Schooling

Milioti, K. N., Kalogeropoulos, G. I., & Pantelous, A. (2008). Measuring and controlling dynamically the benefits of Schooling. In ICERI 2008 (pp. 1-12). Valencia, Spain: IATED Press.

Conference Paper

Normalizability and Feedback Stabilization for Second-Order Linear Descriptor Differential Systems

Kalogeropoulos, G. I., Pantelous, A. A., & Papachristopoulos, D. P. (2008). Normalizability and Feedback Stabilization for Second-Order Linear Descriptor Differential Systems. In 2008 MEDITERRANEAN CONFERENCE ON CONTROL AUTOMATION, VOLS 1-4 (pp. 33-38). Retrieved from https://www.webofscience.com/

Conference Paper

Pole assignment for linear discrete - Time systems by static output feedback

Kalogeropoulos, G. I., Pantelous, A. A., & Papachristopoulos, D. P. (2008). Pole assignment for linear discrete - Time systems by static output feedback. In Proceedings of the 8th International Workshop on Mathematical Methods in Scattering Theory and Biomedical Engineering: Advanced Topics in Scattering and Biomedical Engineering (pp. 150-161). doi:10.1142/9789812814852_0017

DOI
10.1142/9789812814852_0017
Conference Paper

Stochastic linear quadratic control problems with applications to insurance

Pantelous, A. (2008). Stochastic linear quadratic control problems with applications to insurance. (PhD Thesis, University of Athens).

Thesis / Dissertation

The Benefits of Schooling: The Optimal Lifestyle Investment in the Limited Stock of Human Capital into a Stochastic Control Framework

Kalogeropoulos, G. I., & Pantelous, A. (2008). The Benefits of Schooling: The Optimal Lifestyle Investment in the Limited Stock of Human Capital into a Stochastic Control Framework. In IATED 2008 (pp. 1-13). Valencia, Spain: IATED Press.

Conference Paper

The Drazin inverse through the matrix pencil approach and its application to the study of generalized linear systems with rectangular or square coefficient matrices

Kalogeropoulos, G. I., Karageorgos, A. D., & Pantelous, A. A. (2008). The Drazin inverse through the matrix pencil approach and its application to the study of generalized linear systems with rectangular or square coefficient matrices. ELECTRONIC JOURNAL OF LINEAR ALGEBRA, 17, 118-138. Retrieved from https://www.webofscience.com/

Journal article

The study of the linearized solution of a class of descriptor weakly nonlinear systems

Kalogeropoulos, G. I., Karageorgos, A. D., & Pantelous, A. (2008). The study of the linearized solution of a class of descriptor weakly nonlinear systems. In 17th IASTED ASM 2008 (pp. 94-99). Corfu, Greece: ACTA press. Retrieved from http://www.actapress.com/Abstract.aspx?paperId=33406

Conference Paper

2007

Changing the state of a linear differential system in (almost) zero time by using distributional input function

Kalogeropoulos, G. I., Karageorgos, A. D., & Pantelous, A. A. (2007). Changing the state of a linear differential system in (almost) zero time by using distributional input function. Systems Science, 33(4), 37-56.

Journal article

On the relation of the Drazin inverse and matrix pencil theory methods for the study of generalized linear systems

Kalogeropoulos, G. I., Karageorgos, A. D., & Pantelous, A. A. (2007). On the relation of the Drazin inverse and matrix pencil theory methods for the study of generalized linear systems. LINEAR ALGEBRA AND ITS APPLICATIONS, 427(2-3), 197-205. doi:10.1016/j.laa.2007.07.016

DOI
10.1016/j.laa.2007.07.016
Journal article

Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds

Zimbidis, A. A., Frangos, N. E., & Pantelous, A. A. (2007). Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds. ASTIN Bulletin, 37(1), 163-183. doi:10.2143/ast.37.1.2020804

DOI
10.2143/ast.37.1.2020804
Journal article

Applications of control theory to the determination of loan interest rate for financial institutions

Pantelous, A. (2007). Applications of control theory to the determination of loan interest rate for financial institutions. (Master's Thesis, University of Athens).

Thesis / Dissertation

Changing the state of a linear differential system in (almost) zero time by using distributional input function

Kalogeropoulos, G. I., Karageorgos, A. D., & Pantelous, A. (2007). Changing the state of a linear differential system in (almost) zero time by using distributional input function. Journal of Institute of Mathematics and Computer Science (Math. Series), 20(2), 93-112. Retrieved from http://pcwww.liv.ac.uk/~aap/Change%20the%20state%20of%20GRDS.pdf

Journal article

On the necessary and sufficient condition for a homogenous matrix pencil of a pair (F,G) to have zero or infinite elementary divisors

Kalogeropoulos, G. I., Karageorgos, A. D., & Pantelous, A. (2007). On the necessary and sufficient condition for a homogenous matrix pencil of a pair (F,G) to have zero or infinite elementary divisors. Journal of Institute of Mathematics and Computer Science (Math. Series), 20(2), 123-125. Retrieved from http://pcwww.liv.ac.uk/

Journal article

Undated

A Comparative Intellectual and Conceptual Study of Environmental Topic in Economic and Finance

Yan, M., Li, Y., Pantelous, A. A., Vigne, S. A., & Zhang, D. (n.d.). A Comparative Intellectual and Conceptual Study of Environmental Topic in Economic and Finance.

Journal article

Hidden Interactions in Financial Markets

Stavroglou, S. K., Pantelous, A. A., Stanley, H. E., & Zuev, K. (n.d.). Hidden Interactions in Financial Markets. Proceedings of the National Academy of Sciences of the United States of America, 116, 10646-10651.

Journal article