Ioannis Kyriakou

Publication Activity (10 Years)

Years Active: 2016-2024
Publications (10 Years): 11

Top Topics

Robust Classification

Financial Markets

Lower And Upper Bounds

Top Venues

Eur. J. Oper. Res.

Ann. Oper. Res.

Publications

Zixuan Zhang, Michail Chronopoulos, Dimitrina S. Dimitrova, Ioannis Kyriakou
Risk assessment and optimal scheduling of serial projects. OR Spectr. 46 (3) (2024)
Zixuan Zhang, Michail Chronopoulos, Ioannis Kyriakou, Dimitrina S. Dimitrova
Bi-level optimisation of subsidy and capacity investment under competition and uncertainty. Eur. J. Oper. Res. 318 (1) (2024)
Russell Gerrard, Ioannis Kyriakou, Jens Perch Nielsen, Peter Vodicka
On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging. Eur. J. Oper. Res. 307 (2) (2023)
Milan Kumar Das, Henghsiu Tsai, Ioannis Kyriakou, Gianluca Fusai
Technical Note - On Matrix Exponential Differentiation with Application to Weighted Sum Distributions. Oper. Res. 70 (4) (2022)
Vali Asimit, Ioannis Kyriakou, Simone Santoni, Salvatore Scognamiglio, Rui Zhu
Robust Classification via Support Vector Machines. CoRR (2021)
Ioannis Kyriakou, Parastoo Mousavi, Jens Perch Nielsen, Michael Scholz
Forecasting benchmarks of long-term stock returns via machine learning. Ann. Oper. Res. 297 (1) (2021)
Anna Maria Gambaro, Ioannis Kyriakou, Gianluca Fusai
General lattice methods for arithmetic Asian options. Eur. J. Oper. Res. 282 (3) (2020)
Stefania Corsaro, Ioannis Kyriakou, Daniele Marazzina, Zelda Marino
A general framework for pricing Asian options under stochastic volatility on parallel architectures. Eur. J. Oper. Res. 272 (3) (2019)
Ioannis Kyriakou, Athanasios A. Pantelous, Georgios Sermpinis, Stavros A. Zenios
Preface: application of operations research to financial markets. Ann. Oper. Res. 282 (1-2) (2019)
Russell Gerrard, Munir Hiabu, Ioannis Kyriakou, Jens Perch Nielsen
Communication and personal selection of pension saver's financial risk. Eur. J. Oper. Res. 274 (3) (2019)
Gianluca Fusai, Ioannis Kyriakou
General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options. Math. Oper. Res. 41 (2) (2016)