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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). pp. 501-525.

Leung, Melvern, Li, Youwei, Pantelous, Athanasios A ORCID: 0000-0001-5738-1471 and Vigne, Samuel A (2021) Bayesian Value-at-Risk backtesting: The case of annuity pricing. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 293 (2). pp. 786-801.

Stavroglou, Stavros K, Pantelous, Athanasios A ORCID: 0000-0001-5738-1471, Soramaki, Kimmo and Zuev, Konstantin (2017) Causality networks of financial assets. JOURNAL OF NETWORK THEORY IN FINANCE, 3 (2). pp. 17-67.

Portugal, Luis, 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). pp. 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). pp. 1421-1445.

Zhong, Shuya, Pantelous, Athanasios A ORCID: 0000-0001-5738-1471, Beer, Michael ORCID: 0000-0002-0611-0345 and Zhou, Jian (2018) Constrained non-linear multi-objective optimisation of preventive maintenance scheduling for offshore wind farms. MECHANICAL SYSTEMS AND SIGNAL PROCESSING, 104. pp. 347-369.

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

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). pp. 737-748.

Pantelous, Athanasios A ORCID: 0000-0001-5738-1471, Tsoulkas, Vasilis N and Andrikopoulos, Ilias (2009) Integrated Fire Detection Systems for the Mediterranean Region. In: 2009 International Conference on Advances in Computational Tools for Engineering Applications (ACTEA), 2009-7-15 - 2009-7-17, University in Zouk Mosbeh, Notre Dame, Lebanon.

Fragkoulis, Vasileios C, Kougioumtzoglou, Ioannis A, Pantelous, Athanasios A ORCID: 0000-0001-5738-1471 and Beer, Michael ORCID: 0000-0002-0611-0345 (2022) Joint Statistics of Natural Frequencies Corresponding to Structural Systems with Singular Random Parameter Matrices. JOURNAL OF ENGINEERING MECHANICS, 148 (3).

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. pp. 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. pp. 123-135.

Stavroglou, Stavros K, Ayyub, Bilal M, Kallinterakis, Vasileios ORCID: 0000-0001-6217-1188, Pantelous, Athanasios A ORCID: 0000-0001-5738-1471 and Stanley, H Eugene (2021) A Novel Causal Risk-Based Decision-Making Methodology: The Case of Coronavirus. Risk Analysis: an international journal, 41 (5). pp. 814-830.

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 (1). pp. 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). pp. 269-302.

Psaradellis, Ioannis, Laws, Jason ORCID: 0000-0002-0277-2018, Pantelous, Athanasios A ORCID: 0000-0001-5738-1471 and Sermpinis, Georgios (2018) Performance of technical trading rules: evidence from the crude oil market. The European Journal of Finance, 25 (17). pp. 1793-1815.

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. pp. 68-84.

Kallinterakis, Vasileios ORCID: 0000-0001-6217-1188, Liu, Fei, Pantelous, Athanasios A ORCID: 0000-0001-5738-1471 and Shao, Jia (2020) Pricing inefficiencies and feedback trading: Evidence from country ETFs. International Review of Financial Analysis, 70. p. 101498.

Kallinterakis, Vasileios ORCID: 0000-0001-6217-1188, Liu, Fei, Pantelous, Athanasios A ORCID: 0000-0001-5738-1471 and Shao, Jia (2020) Pricing inefficiencies and feedback trading: Evidence from country ETFs. International Review of Financial Analysis, 70.

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). pp. 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. pp. 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). pp. 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 JOURNAL OF RISK AND UNCERTAINTY IN ENGINEERING SYSTEMS PART B-MECHANICAL ENGINEERING, 2 (4).

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). e0194067-.

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. pp. 83-96.