← All authors Athanasios N. Yannacopoulos Athens University of Economics and Business (per OpenAlex) · ORCID · OpenAlex
66 papers in scope · 66 published · 1 on the econ.EM arXiv · 718 citations · h-index 15 (over the papers listed here)
Papers (1 of 66)
Control Charts and Multifactor Affine Term Structure Models
published 2025 · Applied Mathematical Finance
with Konstantinos Bisiotis, Stelios Psarakis
Bounded Rational Players in a Symmetric Random Exchange Market
published 2024 · Mathematics · 1 citations
with Aliyu Yusuf, Bruno Oliveira, Alberto A. Pinto
Spatial externalities, R&D spillovers, and endogenous technological change
published 2024 · Regional Science and Urban Economics · 11 citations · first circulated 2022
with Spyridon Tsangaris, Anastasios Xepapadeas, Luca Salvati
Assessing the Flexibility of Power Systems through Neural Networks: A Study of the Hellenic Transmission System
published 2024 · Sustainability · 3 citations
Earthquake Insurance via CAT Bonds Utilizing Autoregressive Neural Networks and Active Faults
published 2024 · The Journal of Fixed Income
with Emmanouil Louloudis, Alexandros A. Zimbidis, Andrianos E. Tsekrekos
Introduction to Essays in Honour of Anastasios Xepapadeas
published 2024 · Environmental and Resource Economics
An optimal control problem with state constraints in a spatio-temporal economic growth model on networks
published 2024 · Journal of Mathematical Economics · 7 citations · first circulated 2023
published 2024 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 1 citations · first circulated 2023
Consensus Group Decision Making Under Model Uncertainty with a View Towards Environmental Policy Making
published 2024 · Environmental and Resource Economics · 3 citations · first circulated 2023
Deep neural networks for probability of default modelling
published 2024 · 5 citations
with Kyriakos Georgiou
Modelling of Functional Profiles and Explainable Shape Shifts Detection: An Approach Combining the Notion of the Fréchet Mean with the Shape-Invariant Model
published 2023 · Mathematics · 1 citations · first circulated 2020
Environmental regulation with preferences for social status
published 2023 · Ecological Economics · 8 citations
with Eftichios S. Sartzetakis, Anastasios Xepapadeas
Bayesian inversion techniques for stochastic partial differential equations
published 2023
with Alexandros M. Pasiouras, Apostolos Burnetas
Spatial growth theory: Optimality and spatial heterogeneity
published 2022 · Journal of Economic Dynamics and Control · 6 citations · first circulated 2021
with Anastasios Xepapadeas
Affine Term Structure Models: Applications in Portfolio Optimization and Change Point Detection
published 2022 · Mathematics · 1 citations
with Konstantinos Bisiotis, Stelios Psarakis
Stochastic assessment of seismic risk using faults to address the incomplete information in historical catalogues
published 2022 · European Actuarial Journal · 3 citations
with Emmanouil Louloudis, Alexandros A. Zimbidis
Optimal Control Approaches to Sustainability Under Uncertainty
published 2022 · Implementing the UN sustainable development goals - regional perspectives · 1 citations
Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty
published 2021 · European Journal of Operational Research · 82 citations
with Ioannis Baltas, Łukasz Dopierała, Krzysztof Kołodziejczyk, Marek Szczepański, Gerhard-Wilhelm Weber
Control charts in financial applications: An overview
published 2021 · Quality and Reliability Engineering International · 28 citations
with Konstantinos Bisiotis, Stelios Psarakis
A machine learning approach combining expert knowledge with genetic algorithms in feature selection for credit risk assessment
published 2021 · Applied Soft Computing · 114 citations
with Pantelis Z. Lappas
On clustering uncertain and structured data with Wasserstein barycenters and a geodesic criterion for the number of clusters
published 2021 · Journal of Statistical Computation and Simulation · 6 citations
Optimal Pension Fund Management Under Risk and Uncertainty: The Case Study of Poland
published 2021 · Springer proceedings in mathematics & statistics
with Ioannis Baltas, Marek Szczepański, Łukasz Dopierała, Krzysztof Kołodziejczyk, Gerhard-Wilhelm Weber
Markov chain lumpability and applications to credit risk modelling in compliance with the International Financial Reporting Standard 9 framework
published 2020 · European Journal of Operational Research · 13 citations
with Kyriakos Georgiou, G. Domazakis, Dimitrios Pappas
An Integrated Energy Simulation Model for Buildings
published 2020 · Energies · 24 citations
Rational expectations equilibria in a Ramsey model of optimal growth with non-local spatial externalities
published 2020 · Journal de Mathématiques Pures et Appliquées · 6 citations · first circulated 2017
with Filippo Santambrogio, Anastasios Xepapadeas
Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions
published 2020 · Mathematics of Operations Research · 7 citations
with Xanthi-Isidora Kartala, Nikolaos Englezos
Who would invest only in the risk-free asset?
published 2018 · International Journal of Financial Engineering · first circulated 2016
with Nuno Azevedo, Diogo Pinheiro, Stylianos Xanthopoulos
Robust control of parabolic stochastic partial differential equations under model uncertainty
published 2018 · European Journal of Control · 31 citations
with Ioannis Baltas, Anastasios Xepapadeas
Convex risk measures for the aggregation of multiple information sources and applications in insurance
published 2018 · Scandinavian Actuarial Journal · 10 citations
Robust portfolio decisions for financial institutions
published 2018 · Journal of Dynamics and Games · 28 citations
with Ioannis Baltas, Anastasios Xepapadeas
A functional supervised learning approach to the study of blood pressure data
published 2017 · Statistics in Medicine · 6 citations
Portfolio management in a stochastic factor model under the existence of private information
published 2017 · IMA Journal of Management Mathematics · 21 citations
with Ioannis Baltas
Spatial growth with exogenous saving rates
published 2016 · Journal of Mathematical Economics · 25 citations · first circulated 2014
with Anastasios Xepapadeas, Andreas Ioannidis
Wiener chaos expansion and numerical solutions of the Heath–Jarrow–Morton interest rate model
published 2016 · The Journal of Computational Finance
with Evangelia A. Kalpinelli, Nikolaos Thomaidis
Uncertainty and inside information
published 2016 · Journal of Dynamics and Games · 17 citations
with Ioannis Baltas
Contingent claim pricing through a continuous time variational bargaining scheme
published 2015 · Annals of Operations Research · 4 citations
with Nuno Azevedo, Diogo Pinheiro, Stylianos Xanthopoulos
Optimal switching decisions under stochastic volatility with fast mean reversion
published 2015 · European Journal of Operational Research · 2 citations
with Andrianos E. Tsekrekos
Using statistical shape theory for the monitoring of nonlinear profiles
published 2014 · Applied Stochastic Models in Business and Industry · 7 citations
with Javier Cano, Javier M. Moguerza, Stelios Psarakis
Optimal Control in Space and Time and the Management of Environmental Resources
published 2014 · Annual Review of Resource Economics · 33 citations
with William A. Brock, Anastasios Xepapadeas, William Brock
Optimal agglomerations in dynamic economics
published 2014 · Journal of Mathematical Economics · 25 citations · first circulated 2012
with William A. Brock, Anastasios Xepapadeas
Spatial externalities and agglomeration in a competitive industry
published 2014 · Journal of Economic Dynamics and Control · 18 citations
with William A. Brock, Anastasios Xepapadeas
Robust Control and Hot Spots in Spatiotemporal Economic Systems
published 2014 · Dynamic Games and Applications · 20 citations
with William A. Brock, Anastasios Xepapadeas
The Bioeconomics of Migration: A Selective Review Towards a Modelling Perspective
published 2014 · Springer proceedings in mathematics & statistics · 4 citations
with Electra Petracou, Anastasios Xepapadeas
Numerical methods for hyperbolic SPDEs: a Wiener chaos approach
published 2013 · Stochastic Partial Differential Equations Analysis and Computations · 8 citations
with Evangelia A. Kalpinelli, Nikolaos E. Frangos
On a variational sequential bargaining pricing scheme
published 2013 · 2 citations
with Nuno Azevedo, Diogo Pinheiro, Stylianos Xanthopoulos
Contract pricing and utility sharing
published 2013 · IMA Journal of Management Mathematics · 1 citations
with Michail Anthropelos, Nikolaos E. Frangos, Stylianos Xanthopoulos
Stochastic Burgers PDEs with random coefficients and a generalization of the Cole–Hopf transformation
published 2013 · Stochastic Processes and their Applications · 8 citations · first circulated 2011
with Nikolaos Englezos, Nikolaos E. Frangos, Xanthi-Isidora Kartala
Cultural Site Portfolios
published 2012 · Procedia - Social and Behavioral Sciences
with İrini Dimitriyadis, Nikolaos E. Frangos
Ramsey meets Laibson and Itô: Effects of hyperbolic discounting on stochastic growth
published 2012 · The Journal of Economic Asymmetries · 2 citations
with Epaminondas Panas
A projected gradient dynamical system modelling the dynamics of bargaining
published 2011 · The Journal of Difference Equations and Applications · 2 citations
with Diogo Pinheiro, Alberto A. Pinto, Stylianos Xanthopoulos
Optimal investment and reinsurance policies in insurance markets under the effect of inside information
published 2011 · Applied Stochastic Models in Business and Industry · 29 citations
with Ioannis Baltas, Nikolaos E. Frangos
On the convergence to Walrasian prices in random matching Edgeworthian economies
published 2011 · Central European Journal of Operations Research · 4 citations
with Alberto A. Pinto, Miguel Ferreira, Bärbel Finkenstädt, Bruno Oliveira
A Wiener Chaos Approach to Hyperbolic SPDEs
published 2011 · Stochastic Analysis and Applications · 13 citations
with Evangelia A. Kalpinelli, Nikolaos E. Frangos
Wiener Chaos Solutions for Linear Backward Stochastic Evolution Equations
published 2011 · SIAM Journal on Mathematical Analysis · 4 citations
with Nikolaos E. Frangos, Ioannis Karatzas
Bargaining Skills in an Edgeworthian Economy
published 2011 · Springer proceedings in mathematics
with Miguel Ferreira, Bärbel Finkenstädt, Bruno Oliveira, Alberto A. Pinto
Stochastic Saddle Paths and Economic Theory
published 2011 · Springer proceedings in mathematics
A model for optimal stopping in advertisement
published 2009 · Nonlinear Analysis Real World Applications · 8 citations
with Christos Nikolopoulos
SCENARIOS FOR PRICE DETERMINATION IN INCOMPLETE MARKETS
published 2008 · International Journal of Theoretical and Applied Finance · 10 citations
with Stylianos Xanthopoulos
A short overview of some behavioural scenarios for derivative pricing in incomplete markets
published 2007 · PAMM · 1 citations
with Diogo Pinheiro, Alberto A. Pinto, Stylianos Xanthopoulos
Reinsurance control in a model with liabilities of the fractional Brownian motion type
published 2007 · Applied Stochastic Models in Business and Industry · 7 citations
with Nikolaos E. Frangos, Spyridon D. Vrontos
Rational expectations models: An approach using forward–backward stochastic differential equations
published 2007 · Journal of Mathematical Economics · 15 citations
A closed-form solution for the price of cross-commodity electricity derivatives
published 2006 · Physica A Statistical Mechanics and its Applications · 7 citations
with D. Tsitakis, Stylianos Xanthopoulos
Ruin probability at a given time for a model with liabilities of the fractional Brownian motion type: A partial differential equation approach
published 2005 · Scandinavian Actuarial Journal · 6 citations
with Nikolaos E. Frangos, Spyridon D. Vrontos
A novel approach to exchange rate control using controlled backward stochastic differential equations
published 2005 · Ekonomia/Ekonomia XXI Wieku · 3 citations
no link
A random dynamical system model of a stylized equity market
published 2004 · Physica A Statistical Mechanics and its Applications · 6 citations
with Spyridon J. Hatjispyros
Spatio-Tempporal Dynamics and coupling in a Macroeconomic Model Patterns in Neighboring Areas
published 2001 · Ekonomia/Ekonomia XXI Wieku
with Nicolas A. Yannacopoulos
no link
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