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Number of items: 24.


Birch, Jenna, Pantelous, Athanasios A ORCID: 0000-0001-5738-1471 and Soramaeki, Kimmo
(2016) Analysis of Correlation Based Networks Representing DAX 30 Stock Price Returns. COMPUTATIONAL ECONOMICS, 47 (4). 501 - 525.


Stavroglou, Stavros, Pantelous, Athanasios A ORCID: 0000-0001-5738-1471, Soramaki, Kimmo and Zuev, Konstantin
(2016) Causality Networks of Financial Assets. Journal of Network Theory in Finance, Volume 3 (2).


Portugal, Luís, Pantelous, Athanasios A ORCID: 0000-0001-5738-1471 and Assa, Hirbod
(2018) Claims Reserving with a Stochastic Vector Projection. North American Actuarial Journal, 22 (1). 22 - 39.


Moysis, Lazaros, Pantelous, Athanasios A ORCID: 0000-0001-5738-1471, Antoniou, Efstathios and Karampetakis, Nicholas 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.


Zhong, Shuya, Pantelous, Athanasios A ORCID: 0000-0001-5738-1471, Beer, Michael and Zhou, Jian
(2018) Constrained non-linear multi-objective optimisation of preventive maintenance scheduling for offshore wind farms. MECHANICAL SYSTEMS AND SIGNAL PROCESSING, 104. 347 - 369.


Liu, Yuanyuan, Zhou, Jian and Pantelous, Athanasios A ORCID: 0000-0001-5738-1471
(2017) Credibilistic risk aversion. QUANTITATIVE FINANCE, 17 (7). 1135 - 1145.


Xie, Yuxin, Pantelous, Athanasios A ORCID: 0000-0001-5738-1471 and Florackis, Chris
(2016) Disappointment aversion and the equity premium puzzle: new international evidence. EUROPEAN JOURNAL OF FINANCE, 22 (12). 1189 - 1203.


Liu, Fei, Pantelous, Athanasios A ORCID: 0000-0001-5738-1471 and von Mettenheim, Hans-Jorg
(2018) Forecasting and trading high frequency volatility on large indices. QUANTITATIVE FINANCE, 18 (5). 737 - 748.


Pantelous, Athanasios A ORCID: 0000-0001-5738-1471, Tsoulkas, Vasilis N, Andrikopoulos, Ilias and IEEE,
(2009) Integrated Fire Detection Systems for the Mediterranean Region. .


Fragkoulis, Vasileios C, Kougioumtzoglou, Ioannis A and Pantelous, Athanasios A ORCID: 0000-0001-5738-1471
(2016) Linear Random Vibration of Structural Systems with Singular Matrices. JOURNAL OF ENGINEERING MECHANICS, 142 (2).


Xie, Yuxin, Hwang, Soosung and Pantelous, Athanasios A ORCID: 0000-0001-5738-1471
(2018) Loss aversion around the world: Empirical evidence from pension funds. JOURNAL OF BANKING & FINANCE, 88. 52 - 62.


Pantelous, Athanasios A ORCID: 0000-0001-5738-1471 and Pirrotta, Antonina
(2017) Modal Analysis of Multi-Degrees-of-Freedom Systems with Singular Matrices: Analytical Dynamics Approach. JOURNAL OF ENGINEERING MECHANICS, 143 (6).


Chen, Yanhua
(2018) Modelling Financial Market based on Econometric and Complex Network Analysis. Doctor of Philosophy thesis, University of Liverpool.


Boonen, Tim J, Pantelous, Athanasios A ORCID: 0000-0001-5738-1471 and Wu, Renchao
(2018) Non-cooperative dynamic games for general insurance markets. INSURANCE MATHEMATICS & ECONOMICS, 78. 123 - 135.


Pantelous, Athanasios A ORCID: 0000-0001-5738-1471 and Passalidou, Eudokia
(2017) Optimal strategies for a non-linear premium-reserve model in a competitive insurance market. Annals of Actuarial Science, 11 (01). 1 - 19.


Wu, Renchao and Pantelous, Athanasios A ORCID: 0000-0001-5738-1471
(2017) POTENTIAL GAMES WITH AGGREGATION IN NON-COOPERATIVE GENERAL INSURANCE MARKETS. ASTIN BULLETIN, 47 (1). 269 - 302.


Shao, Jia, Papaioannou, Apostolos D and Pantelous, Athanasios A ORCID: 0000-0001-5738-1471
(2017) Pricing and simulating catastrophe risk bonds in a Markov-dependent environment. APPLIED MATHEMATICS AND COMPUTATION, 309. 68 - 84.


Yang, Lin, Pantelous, Athanasios A ORCID: 0000-0001-5738-1471 and Assa, Hirbod
(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.


Antoniou, Efstathios N, Pantelous, Athanasios A ORCID: 0000-0001-5738-1471, Kougioumtzoglou, Ioannis A and Pirrotta, Antonina
(2017) Response determination of linear dynamical systems with singular matrices: A polynomial matrix theory approach. APPLIED MATHEMATICAL MODELLING, 42. 423 - 440.


Fragkoulis, Vasileios C, Kougioumtzoglou, Ioannis A and Pantelous, Athanasios A ORCID: 0000-0001-5738-1471
(2016) Statistical Linearization of Nonlinear Structural Systems with Singular Matrices. JOURNAL OF ENGINEERING MECHANICS, 142 (9).


Liaskos, Konstantinos B, Stratis, Ioannis G and Pantelous, Athanasios A ORCID: 0000-0001-5738-1471
(2018) Stochastic degenerate Sobolev equations: well posedness and exact controllability. MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 41 (3). 1025 - 1032.


Ayyub, Bilal M, Pantelous, Athanasios A ORCID: 0000-0001-5738-1471 and Shao, Jia
(2016) Toward Resilience to Nuclear Accidents: Financing Nuclear Liabilities via Catastrophe Risk Bonds. ASCE-ASME J. Risk and Uncert. in Engrg. Sys., Part B: Mech. Engrg., 2 (4). 041005 - 041005.


Chen, Yanhua, Mantegna, Rosario N, Pantelous, Athanasios A ORCID: 0000-0001-5738-1471 and Zuev, Konstantin M
(2018) A dynamic analysis of S&P 500, FTSE 100 and EURO STOXX 50 indices under different exchange rates. PLOS ONE, 13 (3).


Rambeerich, Nisha and Pantelous, Athanasios A ORCID: 0000-0001-5738-1471
(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.

This list was generated on Mon Oct 28 20:11:20 2019 GMT.