Athanasios N. Yannacopoulos

Orcid: 0000-0001-9489-4268

According to our database1, Athanasios N. Yannacopoulos authored at least 23 papers between 2004 and 2023.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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Bibliography

2023
Consensus group decision making under model uncertainty with a view towards environmental policy making.
CoRR, 2023

2022
Control charts in financial applications: An overview.
Qual. Reliab. Eng. Int., 2022

Decision Making Under Model Uncertainty: Fréchet-Wasserstein Mean Preferences.
Manag. Sci., 2022

Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty.
Eur. J. Oper. Res., 2022

2021
Markov chain lumpability and applications to credit risk modelling in compliance with the International Financial Reporting Standard 9 framework.
Eur. J. Oper. Res., 2021

A machine learning approach combining expert knowledge with genetic algorithms in feature selection for credit risk assessment.
Appl. Soft Comput., 2021

2020
Future Expectations Modeling, Random Coefficient Forward-Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions.
Math. Oper. Res., 2020

Statistical monitoring of functional data using the notion of Fréchet mean combined with the framework of the deformation models.
CoRR, 2020

2019
Robust control of parabolic stochastic partial differential equations under model uncertainty.
Eur. J. Control, 2019

Learning with Wasserstein barycenters and applications.
CoRR, 2019

2018
Numerical computation of convex risk measures.
Ann. Oper. Res., 2018

Contingent claim pricing through a continuous time variational bargaining scheme.
Ann. Oper. Res., 2018

2016
Optimal switching decisions under stochastic volatility with fast mean reversion.
Eur. J. Oper. Res., 2016

2014
Robust Control and Hot Spots in Spatiotemporal Economic Systems.
Dyn. Games Appl., 2014

2012
Lumpable Markov chains in risk management.
Optim. Lett., 2012

On the convergence to Walrasian prices in random matching Edgeworthian economies.
Central Eur. J. Oper. Res., 2012

2011
Wiener Chaos Solutions for Linear Backward Stochastic Evolution Equations.
SIAM J. Math. Anal., 2011

2010
On the approximate controllability of the stochastic Maxwell equations.
IMA J. Math. Control. Inf., 2010

2008
Modeling Privacy Insurance Contracts and Their Utilization in Risk Management for ICT Firms.
Proceedings of the Computer Security, 2008

2007
A probabilistic model for optimal insurance contracts against security risks and privacy violation in IT outsourcing environments.
Int. J. Inf. Sec., 2007

2005
A formal model for pricing information systems insurance contracts.
Comput. Stand. Interfaces, 2005

2004
Stochastic Models for the Lexical Richness of a Text: Qualitative Results.
J. Quant. Linguistics, 2004

How Much Should We Pay for Security? (Invited Paper).
Proceedings of the Security Management, Integrity, and Internal Control in Information Systems, 2004


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