Stochastic Modeling  and Applications Laboratory

Publications

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2021

• Baltas, I., Dopierala, L., Kolodziejczyk, K., Szczepański, M., Weber, G. W., & Yannacopoulos, A. N. (2021). Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty. European Journal of Operational Research.

• Bisiotis, K., Psarakis, S., & Yannacopoulos, A. N. (2021). Control charts in financial applications: An overview. Quality and Reliability Engineering International.

• Freeman, S. N., Isaac, N. J., Besbeas, P., Dennis, E. B., & Morgan, B. J. (2021). A generic method for estimating and smoothing multispecies biodiversity indicators using intermittent data. Journal of Agricultural, Biological and Environmental Statistics, 26(1), 71-89.

• Georgiou, K., Domazakis, G. N., Pappas, D., & Yannacopoulos, A. N. (2021). Markov chain lumpability and applications to credit risk modelling in compliance with the International Financial Reporting Standard 9 framework. European Journal of Operational Research, 292(3), 1146-1164.

• Lappas, P. Z., & Yannacopoulos, A. N. (2021). A machine learning approach combining expert knowledge with genetic algorithms in feature selection for credit risk assessment. Applied Soft Computing, 107, 107391.

• Papayiannis G.I., Domazakis G.N., Drivaliaris D., Koukoulas S., Tsekrekos A.E., Yannacopoulos A.N., "On clustering uncertain and structured data with Wasserstein barycenters and a geodesic criterion for the number of clusters", Journal of Statistical Computation and Simulation

• Petracou, E. V., Xepapadeas, A., & Yannacopoulos, A. N. (2021). Decision Making Under Model Uncertainty: Fréchet–Wasserstein Mean Preferences. Management Science.

• Zafeiris, K. N., Kostaki, A., Kontogiannis, G., & Tsoni, A. (2021). Factors affecting fertility in the multicultural environment of Thrace in Northern Greece. Communications in Statistics: Case Studies, Data Analysis and Applications, 7(4), 639-669.

• Pezoulas V.C., Hazapis O., Lagopati N., Exarchos T.P., Goules A.V., Tzioufas A.G., Fotiadis D.I., Stratis I.G., Yannacopoulos A.N., Gorgoulis V.G., "Machine learning approaches on high throughput ngs data to unveil mechanisms of function in biology and disease", Cancer Genomics and Proteomics

• Deligiannakis G., Zimbidis A., Papanikolaou I.,"Earthquake loss and Solvency Capital Requirement calculation using a fault-specific catastrophe model", Geneva Papers on Risk and Insurance: Issues and Practice

 

2020

• Kravvaritis, D. C., & Yannacopoulos, A. N. (2020). Variational Methods in Nonlinear Analysis. De Gruyter.

• Kampelis N., Papayiannis G.I., Kolokotsa D., Galanis G.N., Isidori D., Cristalli C., Yannacopoulos A.N., An integrated energy simulation model for buildings, 2020, Energies

• Santambrogio F., Xepapadeas A., Yannacopoulos A.N., Rational expectations equilibria in a Ramsey model of optimal growth with non-local spatial externalities, 2020, Journal des Mathematiques Pures et Appliquees

• Kartala X.-I., Englezos N., Yannacopoulos A.N., Future expectations modeling, random coefficient forward-backward stochastic differential equations, and stochastic viscosity solutions, 2020, Mathematics of Operations Research

• Georgiou K., Domazakis G.N., Pappas D., Yannacopoulos A.N., Markov chain lumpability and applications to credit risk modelling in compliance with the International Financial Reporting Standard 9 framework, 2020, European Journal of Operational Research

• Kesidis G., Konstantopoulos T., Zazanis M.A., The distribution of age-of-information performance measures for message processing systems, 2020, Queueing Systems

• Karamatsoukis C.C., Kyriakidis E.G., Dimitrakos T.D., Two-compartment stochastic single vehicle routing problems with simultaneous pickups and deliveries from N ordered customers, 2020, International Journal of Systems Science: Operations and Logistics

• Kyriakidis E.G., Dimitrakos T.D., Karamatsoukis C.C., A Stochastic Single Vehicle Routing Problem with a Predefined Sequence of Customers and Collection of Two Similar Materials, 2020, Methodology and Computing in Applied Probability

• Besbeas P., Morgan B.J.T., A general framework for modeling population abundance data, 2020, Biometrics

• Freeman S.N., Isaac N.J.B., Besbeas P., Dennis E.B., Morgan B.J.T., A Generic Method for Estimating and Smoothing Multispecies Biodiversity Indicators Using Intermittent Data, 2020, Journal of Agricultural, Biological, and Environmental Statistics

• Papageorgiou I., Ceramic investigation: how to perform statistical analyses, 2020, Archaeological and Anthropological Sciences

• Liritzis I., Xanthopoulou V., Palamara E., Papageorgiou I., Iliopoulos I., Zacharias N., Vafiadou A., Karydas A.G., Characterization and provenance of ceramic artifacts and local clays from Late Mycenaean Kastrouli (Greece) by means of p-XRF screening and statistical analysis, 2020, Journal of Cultural Heritage

 

2019

• Baltas I., Xepapadeas A., Yannacopoulos A.N., Robust control of parabolic stochastic partial differential equations under model uncertainty, 2019, European Journal of Control

• Baltas I., Yannacopoulos A.N., Portfolio management in a stochastic factor model under the existence of private information, 2019, IMA Journal of Management Mathematics

• Zafeiris K.N., Kostaki A., Recent mortality trends in Greece, 2019, Communications in Statistics - Theory and Methods

• Kostaki A., Zafeiris K.N., Dealing with limitations of empirical mortality data in small populations, 2019, Communications in Statistics Case Studies Data Analysis and Applications

• Stathopoulou T., Avrami L., Kostaki A., Cavounidis J., Eikemo T.A., Safety, Health and Trauma among Newly Arrived Refugees in Greece, 2019, Journal of Refugee Studies

• Kyriakidis E.G., Dimitrakos T.D., Karamatsoukis C.C., Optimal delivery of two similar products to N ordered customers with product preferences, 2019, International Journal of Production Economics

• Kyriakidis E.G., Dimitrakos T.D., Stochastic single vehicle routing problem with ordered customers and partial fulfilment of demands, 2019, International Journal of Systems Science: Operations and Logistics

• Besbeas P., Morgan B.J.T., Exact inference for integrated population modelling, 2019, Biometrics

• Papageorgiou I., Moustaki I., Sampling of pairs in pairwise likelihood estimation for latent variable models with categorical observed variables, 2019, Statistics and Computing

 

2018

• Papayiannis G.I., Yannacopoulos A.N., Numerical computation of convex risk measures, 2018 ,Annals of Operations Research

• Azevedo N., Pinheiro D., Xanthopoulos S.Z., Yannacopoulos A.N., Contingent claim pricing through a continuous time variational bargaining scheme, 2018, Annals of Operations Research

• Papayiannis G.I., Galanis G.N., Yannacopoulos A.N., Model aggregation using optimal transport and applications in wind speed forecasting, 2018, Environmetrics

• Baltas I., Xepapadeas A., Yannacopoulos A.N., Robust portfolio decisions for financial institutions, 2018, Journal of Dynamics and Games

• Papayiannis G.I., Yannacopoulos A.N., Convex risk measures for the aggregation of multiple information sources and applications in insurance, 2018, Scandinavian Actuarial Journal

• Papayiannis G.I., Giakoumakis E.A., Manios E.D., Moulopoulos S.D., Stamatelopoulos K.S., Toumanidis S.T., Zakopoulos N.A., Yannacopoulos A.N., A functional supervised learning approach to the study of blood pressure data, 2018, Statistics in Medicine

• Petracou E.V., Domazakis G.N., Papayiannis G.I., Yannacopoulos A.N., Towards a common European space for asylum, 2018, Sustainability (Switzerland)

• Konstantopoulos T., Yuan L., Zazanis M.A., A fully stochastic approach to limit theorems for iterates of Bernstein operators, 2018, Expositiones Mathematicae

• Kesidis G., Konstantopoulos T., Zazanis M.A., The generating functions of stirling numbers of the second kind derived probabilistically, 2018, Mathematical Scientist

• Stathopoulou T., Avrami L., Mouriki A., Cavounidis J., Kostaki A., Self-reported depression among migrant and native populations in Greece in times of crisis, 2018, European Journal of Public Health

• Gkiouleka A., Avrami L., Kostaki A., Huijts T., Eikemo T.A., Stathopoulou T., Depressive symptoms among migrants and non-migrants in Europe: Documenting and explaining inequalities in times of socio-economic instability, 2018, European Journal of Public Health

• Stathopoulou T., Stornes P., Mouriki A., Kostaki A., Cavounidis J., Avrami L., McNamara C.L., Rapp C., Eikemo T.A., Health inequalities among migrant and native-born populations in Greece in times of crisis: The MIGHEAL study, 2018, European Journal of Public Health

• Liritzis I., Zacharias N., Papageorgiou I., Tsaroucha A., Palamara E., Characterisation and analyses of museum objects using pXRF: An application from the Delphi Museum, Greece, 2018, Studia Antiqua et Archaeologica

 

2017

• Kotzamanis B., Baltas P., Kostaki A., The trend of period fertility in Greece and its changes during the current economic recession, 2017, Population Review

• Besbeas P., Morgan B.J.T., Variance estimation for integrated population models, 2017, AStA Advances in Statistical Analysis

• Cowen L.L.E., Besbeas P., Morgan B.J.T., Schwarz C.J., Hidden Markov models for extended batch data, 2017, Biometrics