A novel corporate credit rating system based on Student’st hidden Markov models A Petropoulos, SP Chatzis, S Xanthopoulos Expert Systems with Applications 53, 87-105, 2016 | 79 | 2016 |
A hidden Markov model with dependence jumps for predictive modeling of multidimensional time-series A Petropoulos, SP Chatzis, S Xanthopoulos Information Sciences 412, 50-66, 2017 | 24 | 2017 |
On a question of Verma about indecomposable representations of algebraic groups and of their Lie algebras S Xanthopoulos Queen Mary, University of London, 1992 | 22 | 1992 |
Modeling privacy insurance contracts and their utilization in risk management for ICT firms AN Yannacopoulos, C Lambrinoudakis, S Gritzalis, SZ Xanthopoulos, ... Computer Security-ESORICS 2008: 13th European Symposium on Research in …, 2008 | 18 | 2008 |
Scenarios for price determination in incomplete markets SZ Xanthopoulos, AN Yannacopoulos International Journal of Theoretical and Applied Finance 11 (05), 415-445, 2008 | 12 | 2008 |
A closed-form solution for the price of cross-commodity electricity derivatives D Tsitakis, S Xanthopoulos, AN Yannacopoulos Physica A: Statistical Mechanics and its Applications 371 (2), 543-551, 2006 | 9 | 2006 |
Behavioural and dynamical scenarios for contingent claims valuation in incomplete markets L Boukas, D Pinheiro, AA Pinto, SZ Xanthopoulos, AN Yannacopoulos Journal of Difference Equations and Applications 17 (7), 1065-1084, 2011 | 7 | 2011 |
A generalized ROC approach for the validation of credit rating systems and scorecards SZ Xanthopoulos, CT Nakas The Journal of Risk Finance 8 (5), 481-488, 2007 | 6 | 2007 |
Can ESG Stocks Be a Safe Haven during Global Crises? Evidence from the COVID-19 Pandemic and the Russia-Ukraine War with Time-Frequency Wavelet Analysis I Katsampoxakis, S Xanthopoulos, C Basdekis, AG Christopoulos Economies 12 (4), 89, 2024 | 3 | 2024 |
Contingent claim pricing through a continuous time variational bargaining scheme N Azevedo, D Pinheiro, SZ Xanthopoulos, AN Yannacopoulos Annals of Operations Research 260, 95-112, 2018 | 3 | 2018 |
A projected gradient dynamical system modelling the dynamics of bargaining D Pinheiro, AA Pinto, SZ Xanthopoulos, AN Yannacopoulos Journal of Difference Equations and Applications 19 (1), 59-95, 2013 | 3 | 2013 |
A Risk Model for Privacy Insurance AN Yannacopoulos, S Katsikas, C Lambrinoudakis, S Gritzalis, ... Digital Privacy, 369-384, 2007 | 3 | 2007 |
The Beta intervalling effect during a deep economic crisis-evidence from Greece G Mantsios, S Xanthopoulos International Journal of Business and Economic Sciences Applied Research 9 (1), 2016 | 2 | 2016 |
On a variational sequential bargaining pricing scheme N Azevedo, D Pinheiro, SZ Xanthopoulos, AN Yannacopoulos Optimization 62 (11), 1501-1524, 2013 | 2 | 2013 |
Metaheuristic-Based Machine Learning Approach for Customer Segmentation PZ Lappas, SZ Xanthopoulos, AN Yannacopoulos Metaheuristics for Machine Learning: New Advances and Tools, 101-133, 2022 | 1 | 2022 |
Contract pricing and utility sharing M Anthropelos, NE Frangos, SZ Xanthopoulos, AN Yannacopoulos IMA Journal of Management Mathematics 25 (3), 329-352, 2014 | 1 | 2014 |
Linear and Nonlinear Parabolic Partial Differential Equations in Financial Engineering LA Boukas, KI Vasileiadis, SZ Xanthopoulos, AN Yannacopoulos Mathematical Modeling with Multidisciplinary Applications, 191-228, 2013 | 1 | 2013 |
Minimum Regret Pricing of Contingent Claims in Incomplete Markets C Kountzakis, SZ Xanthopoulos, AN Yannacopoulos Dynamics, Games and Science I: DYNA 2008, in Honor of Maurício Peixoto and …, 2011 | 1 | 2011 |
Exogenous Versus Endogenous Consumer Time Preferences: Oligopoly E Rouskas, S Xanthopoulos Review of Industrial Organization, 1-21, 2024 | | 2024 |
Trends and Challenges after the Impact of COVID-19 and the Energy Crisis on Financial Markets C Basdekis, AG Christopoulos, I Katsampoxakis, S Xanthopoulos Energies 17 (15), 3857, 2024 | | 2024 |