Ioannis Kyriakou

According to our database, Ioannis Kyriakou authored at least 12 papers between 2016 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Risk assessment and optimal scheduling of serial projects.

Zixuan Zhang, Michail Chronopoulos, Dimitrina S. Dimitrova, Ioannis Kyriakou

OR Spectr., September, 2024

Unified Moment-Based Modeling of Integrated Stochastic Processes.

Ioannis Kyriakou, Riccardo Brignone, Gianluca Fusai

Oper. Res., 2024

Bi-level optimisation of subsidy and capacity investment under competition and uncertainty.

Zixuan Zhang, Michail Chronopoulos, Ioannis Kyriakou, Dimitrina S. Dimitrova

Eur. J. Oper. Res., 2024

2023

On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging.

Russell Gerrard, Ioannis Kyriakou, Jens Perch Nielsen, Peter Vodicka

Eur. J. Oper. Res., June, 2023

2022

Technical Note - On Matrix Exponential Differentiation with Application to Weighted Sum Distributions.

Milan Kumar Das, Henghsiu Tsai, Ioannis Kyriakou, Gianluca Fusai

Oper. Res., 2022

2021

Robust Classification via Support Vector Machines.

Vali Asimit, Ioannis Kyriakou, Simone Santoni, Salvatore Scognamiglio, Rui Zhu

CoRR, 2021

Forecasting benchmarks of long-term stock returns via machine learning.

Ioannis Kyriakou, Parastoo Mousavi, Jens Perch Nielsen, Michael Scholz

Ann. Oper. Res., 2021

2020

General lattice methods for arithmetic Asian options.

Anna Maria Gambaro, Ioannis Kyriakou, Gianluca Fusai

Eur. J. Oper. Res., 2020

2019

Communication and personal selection of pension saver's financial risk.

Russell Gerrard, Munir Hiabu, Ioannis Kyriakou, Jens Perch Nielsen

Eur. J. Oper. Res., 2019

A general framework for pricing Asian options under stochastic volatility on parallel architectures.

Stefania Corsaro, Ioannis Kyriakou, Daniele Marazzina, Zelda Marino

Eur. J. Oper. Res., 2019

Preface: application of operations research to financial markets.

Ioannis Kyriakou, Athanasios A. Pantelous, Georgios Sermpinis, Stavros A. Zenios

Ann. Oper. Res., 2019

2016

General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options.

Gianluca Fusai, Ioannis Kyriakou

Math. Oper. Res., 2016