Publications
Selected publications
- A high order finite element scheme for pricing options under regime switching jump diffusion processes (Journal article - 2016)
- Linear Random Vibration of Structural Systems with Singular Matrices (Journal article - 2016)
- Linear backward stochastic differential systems of descriptor type with structure and applications to engineering (Journal article - 2015)
- POTENTIAL GAMES with AGGREGATION in NON-COOPERATIVE GENERAL INSURANCE MARKETS (Journal article - 2017)
- Unpleasant odors increase aversion to monetary losses (Journal article - 2015)
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
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
A causal analytics framework for policy decisions on environmental health risks
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
Long-term dynamic asset allocation under asymmetric risk preferences
Kontosakos, V. E., Hwang, S., Kallinterakis, V., & Pantelous, A. A. (2024). Long-term dynamic asset allocation under asymmetric risk preferences. In EUROPEAN JOURNAL OF OPERATIONAL RESEARCH Vol. 312 (pp. 765-782). doi:10.1016/j.ejor.2023.07.038
Pricing and Risk Management of Financial and Credit Derivatives For Rare Event Modelling
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
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
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
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
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
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
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
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
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
2022
Technical analysis, spread trading, and data snooping control
Psaradellis, I., Laws, J., Pantelous, A. A., & Sermpinis, G. (2022). Technical analysis, spread trading, and data snooping control. INTERNATIONAL JOURNAL OF FORECASTING, 39(1), 178-191. doi:10.1016/j.ijforecast.2021.10.002
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
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
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
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
Joint Statistics of Natural Frequencies Corresponding to Structural Systems with Singular Random Parameter Matrices
Fragkoulis, V. C., Kougioumtzoglou, I. A., Pantelous, A. A., & Beer, M. (2022). Joint Statistics of Natural Frequencies Corresponding to Structural Systems with Singular Random Parameter Matrices. JOURNAL OF ENGINEERING MECHANICS, 148(3). doi:10.1061/(ASCE)EM.1943-7889.0002081
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
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
2021
Bayesian Value-at-Risk backtesting: The case of annuity pricing
Leung, M., Li, Y., Pantelous, A. A., & Vigne, S. A. (2021). Bayesian Value-at-Risk backtesting: The case of annuity pricing. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 293(2), 786-801. doi:10.1016/j.ejor.2020.12.051
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
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
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
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
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
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
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
A Novel Causal Risk-Based Decision-Making Methodology: The Case of Coronavirus
Stavroglou, S. K., Ayyub, B. M., Kallinterakis, V., Pantelous, A. A., & Stanley, H. E. (2021). A Novel Causal Risk-Based Decision-Making Methodology: The Case of Coronavirus. Risk Analysis: an international journal.
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
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
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
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
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
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
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
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
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
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
Non-stationary response statistics of nonlinear oscillators with fractional derivative elements under evolutionary stochastic excitation
Fragkoulis, V. C., Kougioumtzoglou, I. A., Pantelous, A. A., & Beer, M. (2019). Non-stationary response statistics of nonlinear oscillators with fractional derivative elements under evolutionary stochastic excitation. Nonlinear Dynamics. doi:10.1007/s11071-019-05124-0
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
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
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
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
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
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
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
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
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
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
Performance of technical trading rules: evidence from the crude oil market
Psaradellis, I., Laws, J., Pantelous, A. A., & Sermpinis, G. (2018). Performance of technical trading rules: evidence from the crude oil market. The European Journal of Finance, 25(17), 1793-1815. doi:10.1080/1351847X.2018.1552172
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
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
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
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
Constrained non-linear multi-objective optimisation of preventive maintenance scheduling for offshore wind farms
Zhong, S., Pantelous, A. A., Beer, M., & Zhou, J. (2018). Constrained non-linear multi-objective optimisation of preventive maintenance scheduling for offshore wind farms. MECHANICAL SYSTEMS AND SIGNAL PROCESSING, 104, 347-369. doi:10.1016/j.ymssp.2017.10.035
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
A dynamic analysis of S&P 500, FTSE 100 and EURO STOXX 50 indices under different exchange rates
Chen, Y., Mantegna, R. N., Pantelous, A. A., & Zuev, K. M. (2018). A dynamic analysis of S&P 500, FTSE 100 and EURO STOXX 50 indices under different exchange rates. PLOS ONE, 13(3). doi:10.1371/journal.pone.0194067
Loss aversion around the world: Empirical evidence from pension funds
Xie, Y., Hwang, S., & Pantelous, A. A. (2018). Loss aversion around the world: Empirical evidence from pension funds. JOURNAL OF BANKING & FINANCE, 88, 52-62. doi:10.1016/j.jbankfin.2017.11.007
Stochastic degenerate Sobolev equations: well posedness and exact controllability
Liaskos, K. B., Stratis, I. G., & Pantelous, A. A. (2018). Stochastic degenerate Sobolev equations: well posedness and exact controllability. MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 41(3), 1025-1032. doi:10.1002/mma.4077
Forecasting and trading high frequency volatility on large indices
Liu, F., Pantelous, A. A., & von Mettenheim, H. -J. (2018). Forecasting and trading high frequency volatility on large indices. QUANTITATIVE FINANCE, 18(5), 737-748. doi:10.1080/14697688.2017.1414489
Claims Reserving with a Stochastic Vector Projection
Portugal, L., Pantelous, A. A., & Assa, H. (2018). Claims Reserving with a Stochastic Vector Projection. NORTH AMERICAN ACTUARIAL JOURNAL, 22(1), 22-39. doi:10.1080/10920277.2017.1353429
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
Non-cooperative dynamic games for general insurance markets
Boonen, T. J., Pantelous, A. A., & Wu, R. (2018). Non-cooperative dynamic games for general insurance markets. INSURANCE MATHEMATICS & ECONOMICS, 78, 123-135. doi:10.1016/j.insmatheco.2017.12.001
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
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
Pricing and simulating catastrophe risk bonds in a Markov-dependent environment
Shao, J., Papaioannou, A. D., & Pantelous, A. A. (2017). Pricing and simulating catastrophe risk bonds in a Markov-dependent environment. Applied Mathematics and Computation, 309, 68-84. doi:10.1016/j.amc.2017.03.041
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
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
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
Credibilistic risk aversion
Liu, Y., Zhou, J., & Pantelous, A. A. (2017). Credibilistic risk aversion. QUANTITATIVE FINANCE, 17(7), 1135-1145. doi:10.1080/14697688.2016.1264617
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.
Modal Analysis of Multi-Degrees-of-Freedom Systems with Singular Matrices: Analytical Dynamics Approach
Pantelous, A. A., & Pirrotta, A. (2017). Modal Analysis of Multi-Degrees-of-Freedom Systems with Singular Matrices: Analytical Dynamics Approach. JOURNAL OF ENGINEERING MECHANICS, 143(6). doi:10.1061/(ASCE)EM.1943-7889.0001232
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
Effects of loss aversion on neural responses to loss outcomes: An event-related potential study
Kokmotou, K., Cook, S., Xie, Y., Wright, H., Soto, V., Fallon, N., . . . Stancak, A. (2017). Effects of loss aversion on neural responses to loss outcomes: An event-related potential study. Biological Psychology, 126, 30-40. doi:10.1016/j.biopsycho.2017.04.005
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
Response determination of linear dynamical systems with singular matrices: A polynomial matrix theory approach
Antoniou, E. N., Pantelous, A. A., Kougioumtzoglou, I. A., & Pirrotta, A. (2017). Response determination of linear dynamical systems with singular matrices: A polynomial matrix theory approach. APPLIED MATHEMATICAL MODELLING, 42, 423-440. doi:10.1016/j.apm.2016.10.025
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
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
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).
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
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
Causality networks of financial assets
Stavroglou, S. K., Pantelous, A. A., Soramaki, K., & Zuev, K. (2017). Causality networks of financial assets. JOURNAL OF NETWORK THEORY IN FINANCE, 3(2), 17-67. doi:10.21314/JNTF.2017.029
Modelling and pricing of catastrophe risk bonds with a temperature-based agricultural application
Karagiannis, N., Assa, H., Pantelous, A. A., & Turvey, C. G. (2016). Modelling and pricing of catastrophe risk bonds with a temperature-based agricultural application. QUANTITATIVE FINANCE, 16(12), 1949-1959. doi:10.1080/14697688.2016.1211791
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
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
Optimal strategies for a non-linear premium-reserve model in a competitive insurance market
Pantelous, A. A., & Passalidou, E. (2017). Optimal strategies for a non-linear premium-reserve model in a competitive insurance market. ANNALS OF ACTUARIAL SCIENCE, 11(1), 1-19. doi:10.1017/S1748499516000129
Modelling and pricing of catastrophe risk bonds with a temperature-based agricultural application
Assa, H., Karagiannis., Turvey, C., & Pantelous. (n.d.). Modelling and pricing of catastrophe risk bonds with a temperature-based agricultural application. Quantitative Finance. doi:10.1080/14697688.2016.1211791
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
Statistical linearization of nonlinear structural systems with singular matrices
Fragkoulis, V. C., Kougioumtzoglou, I. A., & Pantelous, A. A. (2016). Statistical Linearization of Nonlinear Structural Systems with Singular Matrices. JOURNAL OF ENGINEERING MECHANICS, 142(9). doi:10.1061/(ASCE)EM.1943-7889.0001119
A high order finite element scheme for pricing options under regime switching jump diffusion processes
Rambeerich, N., & Pantelous, A. A. (2016). A high order finite element scheme for pricing options under regime switching jump diffusion processes. Journal of Computational and Applied Mathematics, 300, 83-96. doi:10.1016/j.cam.2015.12.019
Analysis of Correlation Based Networks Representing DAX 30 Stock Price Returns
Birch, J., Pantelous, A. A., & Soramaeki, K. (2016). Analysis of Correlation Based Networks Representing DAX 30 Stock Price Returns. COMPUTATIONAL ECONOMICS, 47(4), 501-525. doi:10.1007/s10614-015-9481-z
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
Linear Random Vibration of Structural Systems with Singular Matrices
Fragkoulis, V., Kougioumtzoglou, I., & Pantelous, A. (2016). Linear Radom Vibration of Structural Systems with Singular Mass Matrices. Journal of Engineering Mechanics, 142(2). doi:10.1061/(ASCE)EM.1943-7889.0001000
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
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
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
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
Catastrophe risk bonds with applications to earthquakes
Shao, J., Pantelous, A., & Papaioannou, A. D. (2015). Catastrophe risk bonds with applications to earthquakes. EUROPEAN ACTUARIAL JOURNAL, 5(1), 113-138. doi:10.1007/s13385-015-0104-9
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).
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
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
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
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
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
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
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/
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
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
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
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
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
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
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
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
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
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
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
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
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
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/
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
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
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
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
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.
Solutions Properties and Techniques for Implicit Systems
Pantelous, A. (2013). Solutions Properties and Techniques for Implicit Systems. (PhD Thesis, City University).
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
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.
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
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
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
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
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
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
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
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
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
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
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
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
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.
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 & technology. doi:10.5013/ijssst.a.12.01.02
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
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
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
[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
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/
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
[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
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
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
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.
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
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
[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
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
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
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
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/
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/
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
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/
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.
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
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
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.
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.
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
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
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
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.
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.
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
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/
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
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
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
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
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
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.
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
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.
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
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
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).
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).
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
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
Integrated Fire Detection Systems for the Mediterranean Region
Pantelous, A. A., Tsoulkas, V. N., & Andrikopoulos, I. (2009). Integrated Fire Detection Systems for the Mediterranean Region. In 2009 INTERNATIONAL CONFERENCE ON ADVANCES IN COMPUTATIONAL TOOLS FOR ENGINEERING APPLICATIONS (pp. 295-+). doi:10.1109/ACTEA.2009.5227940
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
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/
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
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
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
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
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
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
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.
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
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/
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/
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/
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
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/
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.
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/
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
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
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/
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.
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
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
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
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.
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.
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.
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
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
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
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
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
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
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
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/
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/
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.
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.
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
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.
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
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.
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/
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
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).
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.
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/
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
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.
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
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
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).
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
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/
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.
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.