Vasilios N. Katsikis

Publication Activity (10 Years)

Years Active: 2007-2024
Publications (10 Years): 52

Top Topics

Portfolio Optimization

Qr Decomposition

Top Venues

Appl. Math. Comput.

Comput. Appl. Math.

Neural Process. Lett.

Publications

Predrag S. Stanimirovic, Spyridon D. Mourtas, Dijana Mosic, Vasilios N. Katsikis, Xinwei Cao, Shuai Li
Zeroing neural network approaches for computing time-varying minimal rank outer inverse. Appl. Math. Comput. 465 (2024)
Dimitrios Gerontitis, Changxin Mo, Predrag S. Stanimirovic, Vasilios N. Katsikis
Improved zeroing neural models based on two novel activation functions with exponential behavior. Theor. Comput. Sci. 986 (2024)
Dimitrios Gerontitis, Changxin Mo, Predrag S. Stanimirovic, Panagiotis Tzekis, Vasilios N. Katsikis
A novel extended Li zeroing neural network for matrix inversion. Neural Comput. Appl. 35 (19) (2023)
Vasilios N. Katsikis, Spyridon D. Mourtas, Predrag S. Stanimirovic, Shuai Li, Xinwei Cao
Time-varying minimum-cost portfolio insurance problem via an adaptive fuzzy-power LVI-PDNN. Appl. Math. Comput. 441 (2023)
Spyridon D. Mourtas, Vasilios N. Katsikis, Emmanouil Drakonakis, Stelios Kotsios
Stabilization of Stochastic Exchange Rate Dynamics Under Central Bank Intervention Using Neuronets. Int. J. Inf. Technol. Decis. Mak. 22 (2) (2023)
Daochang Zhang, Yue Zhao, Dijana Mosic, Vasilios N. Katsikis
Exact expressions for the Drazin inverse of anti-triangular matrices. J. Comput. Appl. Math. 428 (2023)
Ratikanta Behera, Dimitrios Gerontitis, Predrag S. Stanimirovic, Vasilios N. Katsikis, Yang Shi, Xinwei Cao
An efficient zeroing neural network for solving time-varying nonlinear equations. Neural Comput. Appl. 35 (24) (2023)
Vasilios N. Katsikis, Predrag S. Stanimirovic, Spyridon D. Mourtas, Lin Xiao, Dragisa Stanujkic, Darjan Karabasevic
Zeroing Neural Network Based on Neutrosophic Logic for Calculating Minimal-Norm Least-Squares Solutions to Time-Varying Linear Systems. Neural Process. Lett. 55 (7) (2023)
Theodore E. Simos, Vasilios N. Katsikis, Spyridon D. Mourtas, Predrag S. Stanimirovic
Solving Time-Varying Nonsymmetric Algebraic Riccati Equations With Zeroing Neural Dynamics. IEEE Trans. Syst. Man Cybern. Syst. 53 (10) (2023)
Predrag S. Stanimirovic, Branislav Ivanov, Dragisa Stanujkic, Vasilios N. Katsikis, Spyridon D. Mourtas, Lev A. Kazakovtsev, Seyyed Ahmad Edalatpanah
Improvement of Unconstrained Optimization Methods Based on Symmetry Involved in Neutrosophy. Symmetry 15 (1) (2023)
Xinwei Cao, Adam Francis, Xujin Pu, Zenan Zhang, Vasilios N. Katsikis, Predrag S. Stanimirovic, Ivona Brajevic, Shuai Li
A novel recurrent neural network based online portfolio analysis for high frequency trading. Expert Syst. Appl. 233 (2023)
Spyridon D. Mourtas, Vasilios N. Katsikis
Exploiting the Black-Litterman framework through error-correction neural networks. Neurocomputing 498 (2022)
Vasilios N. Katsikis, Spyridon D. Mourtas, Predrag S. Stanimirovic, Yunong Zhang
Solving Complex-Valued Time-Varying Linear Matrix Equations via QR Decomposition With Applications to Robotic Motion Tracking and on Angle-of-Arrival Localization. IEEE Trans. Neural Networks Learn. Syst. 33 (8) (2022)
Theodore E. Simos, Vasilios N. Katsikis, Spyridon D. Mourtas, Predrag S. Stanimirovic, Dimitrios Gerontitis
A higher-order zeroing neural network for pseudoinversion of an arbitrary time-varying matrix with applications to mobile object localization. Inf. Sci. 600 (2022)
Theodore E. Simos, Vasilios N. Katsikis, Spyridon D. Mourtas
A multi-input with multi-function activated weights and structure determination neuronet for classification problems and applications in firm fraud and loan approval. Appl. Soft Comput. 127 (2022)
Theodore E. Simos, Vasilios N. Katsikis, Spyridon D. Mourtas, Predrag S. Stanimirovic
Unique non-negative definite solution of the time-varying algebraic Riccati equations with applications to stabilization of LTV systems. Math. Comput. Simul. 202 (2022)
Dijana Mosic, Predrag S. Stanimirovic, Vasilios N. Katsikis
Properties of the CMP inverse and its computation. Comput. Appl. Math. 41 (4) (2022)
Vasilios N. Katsikis, Spyridon D. Mourtas, Predrag S. Stanimirovic, Shuai Li, Xinwei Cao
Time-varying mean-variance portfolio selection problem solving via LVI-PDNN. Comput. Oper. Res. 138 (2022)
Theodore E. Simos, Vasilios N. Katsikis, Spyridon D. Mourtas
Multi-input bio-inspired weights and structure determination neuronet with applications in European Central Bank publications. Math. Comput. Simul. 193 (2022)
Ameer Tamoor Khan, Xinwei Cao, Ivona Brajevic, Predrag S. Stanimirovic, Vasilios N. Katsikis, Shuai Li
Non-linear Activated Beetle Antennae Search: A novel technique for non-convex tax-aware portfolio optimization problem. Expert Syst. Appl. 197 (2022)
Dragisa Stanujkic, Darjan Karabasevic, Gabrijela Popovic, Florentin Smarandache, Predrag S. Stanimirovic, Muzafer Saracevic, Vasilios N. Katsikis
A Single Valued Neutrosophic Extension of the Simple WISP Method. Informatica 33 (3) (2022)
Vasilios N. Katsikis, Predrag S. Stanimirovic, Spyridon D. Mourtas, Lin Xiao, Darjan Karabasevic, Dragisa Stanujkic
Zeroing Neural Network With Fuzzy Parameter for Computing Pseudoinverse of Arbitrary Matrix. IEEE Trans. Fuzzy Syst. 30 (9) (2022)
Theodore E. Simos, Vasilios N. Katsikis, Spyridon D. Mourtas
A fuzzy WASD neuronet with application in breast cancer prediction. Neural Comput. Appl. 34 (4) (2022)
Ameer Tamoor Khan, Xinwei Cao, Shuai Li, Vasilios N. Katsikis, Ivona Brajevic, Predrag S. Stanimirovic
Fraud detection in publicly traded U.S firms using Beetle Antennae Search: A machine learning approach. Expert Syst. Appl. 191 (2022)
Theodore E. Simos, Vasilios N. Katsikis, Spyridon D. Mourtas, Predrag S. Stanimirovic
Finite-time convergent zeroing neural network for solving time-varying algebraic Riccati equations. J. Frankl. Inst. 359 (18) (2022)
Zhenyu Li, Yunong Zhang, Liangjie Ming, Jinjin Guo, Vasilios N. Katsikis
Real-domain QR decomposition models employing zeroing neural network and time-discretization formulas for time-varying matrices. Neurocomputing 448 (2021)
Vasilios N. Katsikis, Spyridon D. Mourtas, Predrag S. Stanimirovic, Yunong Zhang
Continuous-Time Varying Complex QR Decomposition via Zeroing Neural Dynamics. Neural Process. Lett. 53 (5) (2021)
Dragisa Stanujkic, Darjan Karabasevic, Gabrijela Popovic, Predrag S. Stanimirovic, Florentin Smarandache, Muzafer Saracevic, Alptekin Ulutas, Vasilios N. Katsikis
An Innovative Grey Approach for Group Multi-Criteria Decision Analysis Based on the Median of Ratings by Using Python. Axioms 10 (2) (2021)
Predrag S. Stanimirovic, Vasilios N. Katsikis, Dimitrios Gerontitis
A New Varying-Parameter Design Formula for Solving Time-Varying Problems. Neural Process. Lett. 53 (1) (2021)
Vasilios N. Katsikis, Spyridon D. Mourtas, Predrag S. Stanimirovic, Shuai Li, Xinwei Cao
Time-Varying Mean-Variance Portfolio Selection under Transaction Costs and Cardinality Constraint Problem via Beetle Antennae Search Algorithm (BAS). Oper. Res. Forum 2 (2) (2021)
Theodore E. Simos, Spyridon D. Mourtas, Vasilios N. Katsikis
Time-varying Black-Litterman portfolio optimization using a bio-inspired approach and neuronets. Appl. Soft Comput. 112 (2021)
Dijana Mosic, Predrag S. Stanimirovic, Jajati Keshari Sahoo, Ratikanta Behera, Vasilios N. Katsikis
One-sided weighted outer inverses of tensors. J. Comput. Appl. Math. 388 (2021)
Dragisa Stanujkic, Darjan Karabasevic, Gabrijela Popovic, Edmundas Kazimieras Zavadskas, Muzafer Saracevic, Predrag S. Stanimirovic, Alptekin Ulutas, Vasilios N. Katsikis, Ieva Meidute-Kavaliauskiene
Comparative Analysis of the Simple WISP and Some Prominent MCDM Methods: A Python Approach. Axioms 10 (4) (2021)
Ameer Tamoor Khan, Xinwei Cao, Shuai Li, Bin Hu, Vasilios N. Katsikis
Quantum beetle antennae search: a novel technique for the constrained portfolio optimization problem. Sci. China Inf. Sci. 64 (5) (2021)
Predrag S. Stanimirovic, Vasilios N. Katsikis, Long Jin, Dijana Mosic
Properties and computation of continuous-time solutions to linear systems. Appl. Math. Comput. 405 (2021)
Dijana Mosic, Predrag S. Stanimirovic, Vasilios N. Katsikis
Weighted composite outer inverses. Appl. Math. Comput. 411 (2021)
Dijana Mosic, Predrag S. Stanimirovic, Vasilios N. Katsikis
Solvability of some constrained matrix approximation problems using core-EP inverses. Comput. Appl. Math. 39 (4) (2020)
Ameer Hamza Khan, Xinwei Cao, Shuai Li, Vasilios N. Katsikis, Liefa Liao
BAS-ADAM: an ADAM based approach to improve the performance of beetle antennae search optimizer. IEEE CAA J. Autom. Sinica 7 (2) (2020)
Vasilios N. Katsikis, Spyridon D. Mourtas, Predrag S. Stanimirovic, Shuai Li, Xinwei Cao
Time-varying minimum-cost portfolio insurance under transaction costs problem via Beetle Antennae Search Algorithm (BAS). Appl. Math. Comput. 385 (2020)
Mengmeng Zhou, Jianlong Chen, Predrag S. Stanimirovic, Vasilios N. Katsikis, Haifeng Ma
Complex Varying-Parameter Zhang Neural Networks for Computing Core and Core-EP Inverse. Neural Process. Lett. 51 (2) (2020)
Jajati Keshari Sahoo, Ratikanta Behera, Predrag S. Stanimirovic, Vasilios N. Katsikis
Computation of outer inverses of tensors using the QR decomposition. Comput. Appl. Math. 39 (3) (2020)
Predrag S. Stanimirovic, Vasilios N. Katsikis, Shuai Li
Higher-Order ZNN Dynamics. Neural Process. Lett. 51 (1) (2020)
Predrag S. Stanimirovic, Vasilios N. Katsikis, Zhijun Zhang, Shuai Li, Jianlong Chen, Mengmeng Zhou
Varying-parameter Zhang neural network for approximating some expressions involving outer inverses. Optim. Methods Softw. 35 (6) (2020)
Jajati Keshari Sahoo, Ratikanta Behera, Predrag S. Stanimirovic, Vasilios N. Katsikis, Haifeng Ma
Core and core-EP inverses of tensors. Comput. Appl. Math. 39 (1) (2020)
Ameer Hamza Khan, Xinwei Cao, Vasilios N. Katsikis, Predrag S. Stanimirovic, Ivona Brajevic, Shuai Li, Seifedine Nimer Kadry, Yunyoung Nam
Optimal Portfolio Management for Engineering Problems Using Nonconvex Cardinality Constraint: A Computing Perspective. IEEE Access 8 (2020)
Vasilios N. Katsikis, Spyridon D. Mourtas
]. Appl. Math. Comput. 349 (2019)
Haifeng Ma, Na Li, Predrag S. Stanimirovic, Vasilios N. Katsikis
Perturbation theory for Moore-Penrose inverse of tensor via Einstein product. Comput. Appl. Math. 38 (3) (2019)
Predrag S. Stanimirovic, Vasilios N. Katsikis, Dejan Kolundzija
Inversion and pseudoinversion of block arrowhead matrices. Appl. Math. Comput. 341 (2019)
Predrag S. Stanimirovic, Vasilios N. Katsikis, Shuai Li
Integration enhanced and noise tolerant ZNN for computing various expressions involving outer inverses. Neurocomputing 329 (2019)
Marko D. Petkovic, Predrag S. Stanimirovic, Vasilios N. Katsikis
Modified discrete iterations for computing the inverse and pseudoinverse of the time-varying matrix. Neurocomputing 289 (2018)
Predrag S. Stanimirovic, Vasilios N. Katsikis, Shuai Li
Hybrid GNN-ZNN models for solving linear matrix equations. Neurocomputing 316 (2018)
Predrag S. Stanimirovic, Vasilios N. Katsikis, Dimitrios Pappas
Computing {2, 4} and {2, 3}-inverses by using the Sherman-Morrison formula. Appl. Math. Comput. 273 (2016)
Charalampos Tsitouras, Vasilios N. Katsikis
approximations to the matrix cosine. Comput. Phys. Commun. 185 (11) (2014)
Vasilios N. Katsikis, Ioannis A. Polyrakis
: Applications in finance. Appl. Math. Comput. 218 (12) (2012)
Predrag S. Stanimirovic, Dimitrios Pappas, Vasilios N. Katsikis, Ivan P. Stanimirovic
Full-rank representations of outer inverses based on the QR decomposition. Appl. Math. Comput. 218 (20) (2012)
Vasilios N. Katsikis
Computational methods for option replication. Int. J. Comput. Math. 88 (13) (2011)
Vasilios N. Katsikis, Dimitrios Pappas, Athanassios Petralias
An improved method for the computation of the Moore-Penrose inverse matrix. Appl. Math. Comput. 217 (23) (2011)
Vasilios N. Katsikis
: Applications in portfolio insurance. Appl. Math. Comput. 215 (3) (2009)
Vasilios N. Katsikis
Computational methods in lattice-subspaces of C[a, b] with applications in portfolio insurance. Appl. Math. Comput. 200 (1) (2008)
Vasilios N. Katsikis
Computational methods in portfolio insurance. Appl. Math. Comput. 189 (1) (2007)