Athanasios Pantelous

Assoc Professor

Accepting PhD Students

20072023
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Research Output 2007 2020

2020

Closed-form approximate solutions for a class of coupled nonlinear stochastic differential equations

Meimaris, A. T., Kougioumtzoglou, I. A. & Pantelous, A. A., Jan 2020, In : Applied Mathematics and Computation. 364, 18 p., 124669.

Research output: Contribution to journalArticleResearchpeer-review

2019

An approximate technique for determining in closed form the response transition probability density function of diverse nonlinear/hysteretic oscillators

Meimaris, A. T., Kougioumtzoglou, I. A., Pantelous, A. A. & Pirrotta, A., 2019, (Accepted/In press) In : Nonlinear Dynamics. 15 p.

Research output: Contribution to journalArticleResearchpeer-review

A new solution approach to two-stage fuzzy location problems with risk control

Yang, Y., Zhou, J., Wang, K. & Pantelous, A. A., May 2019, In : Computers and Industrial Engineering. 131, p. 157-171 15 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

A reliability-and-cost-based fuzzy approach to optimize preventive maintenance scheduling for offshore wind farms

Zhong, S., Pantelous, A. A., Goh, M. & Zhou, J., 1 Jun 2019, In : Mechanical Systems and Signal Processing. 124, p. 643-663 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Cryptocurrencies: dust in the wind?

Luo, M., Kontosakos, V. E., Pantelous, A. A. & Zhou, J., 1 Jul 2019, In : Physica A: Statistical Mechanics and its Applications. 525, p. 1063-1079 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Hidden interactions in financial markets

Stavroglou, S. K., Pantelous, A. A., Stanley, H. E. & Zuev, K. M., 1 Jan 2019, In : Proceedings of the National Academy of Sciences of the United States of America. 166, 22, p. 10646-10651 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Mortality effects of economic fluctuations in selected eurozone countries

Seklecka, M., Md Lazam, N., Pantelous, A. & O'Hare, C., 1 Jan 2019, In : Journal of Forecasting. 38, 1, p. 39-62 24 p.

Research output: Contribution to journalArticleResearchpeer-review

Non-stationary response statistics of nonlinear oscillators with fractional derivative elements under evolutionary stochastic excitation

Fragkoulis, V. C., Kougioumtzoglou, I. A., Pantelous, A. A. & Beer, M., 2019, (Accepted/In press) In : Nonlinear Dynamics. 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Preface: application of operations research to financial markets

Kyriakou, I., Pantelous, A. A., Sermpinis, G. & Zenios, S. A., 1 Nov 2019, In : Annals of Operations Research. 282, 1-2, p. 1-2 2 p.

Research output: Contribution to journalEditorialOther

Open Access
4 Citations (Scopus)

Solving the green-fuzzy vehicle routing problem using a revised hybrid intelligent algorithm

Wang, R., Zhou, J., Yi, X. & Pantelous, A. A., 29 Jan 2019, In : Journal of Ambient Intelligence and Humanized Computing. 10, 1, p. 321-332 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Special issue of the International Journal of Finance and Economics innovations in finance, economics, risk management, and policy

Cuthbertson, K., Kyriakou, I., Sermpinis, G. & Pantelous, A. A., 2019, (Accepted/In press) In : International Journal of Finance and Economics. p. 1-2 2 p.

Research output: Contribution to journalEditorialOtherpeer-review

Stochastic response determination of structural systems modeled via dependent coordinates: a frequency domain treatment based on generalized modal analysis

Pirrotta, A., Kougioumtzoglou, I. A. & Pantelous, A. A., 4 Mar 2019, (Accepted/In press) In : Meccanica. 11 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

The impact of parameter uncertainty in insurance pricing and reserve with the temperature-related mortality model

Seklecka, M., Pantelous, A. A. & O'Hare, C., Jul 2019, In : Journal of Forecasting. 38, 4, p. 327-345 19 p.

Research output: Contribution to journalArticleResearchpeer-review

2018
7 Citations (Scopus)

A closed form approximation and error quantification for the response transition probability density function of a class of stochastic differential equations

Meimaris, A. T., Kougioumtzoglou, I. A. & Pantelous, A. A., 20 Jun 2018, In : Probabilistic Engineering Mechanics. 54, p. 87-94 8 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

A dynamic analysis of S&P 500, FTSE 100 and EURO STOXX 50 indices under different exchange rates

Chen, Y., Mantegna, R. N., Pantelous, A. A. & Zuev, K. M., 1 Mar 2018, In : PLoS ONE. 13, 3, 40 p., e0194067.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File
2 Citations (Scopus)

Affordable levels of house prices using fuzzy linear regression analysis:the case of Shanghai

Zhou, J., Zhang, H., Gu, Y. & Pantelous, A. A., Aug 2018, In : Soft Computing. 22, 16, p. 5407-5418 12 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

An effective solution approach to fuzzy programming with application to project scheduling

Zhang, Q., Zhou, J., Wang, K. & Pantelous, A. A., 1 Dec 2018, In : International Journal of Fuzzy Systems. 20, 8, p. 2383-2398 16 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Approximate analytical solutions for a class of nonlinear stochastic differential equations

Meimaris, A. T., Kougioumtzoglou, I. A. & Pantelous, A. A., 1 Sep 2018, (Accepted/In press) In : European Journal of Applied Mathematics. 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Claims reserving with a stochastic vector projection

Portugal, L., Pantelous, A. A. & Assa, H., 14 Mar 2018, In : North American Actuarial Journal . 22, 1, p. 22-39 18 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

Constrained non-linear multi-objective optimisation of preventive maintenance scheduling for offshore wind farms

Zhong, S., Pantelous, A. A., Beer, M. & Zhou, J., 1 May 2018, In : Mechanical Systems and Signal Processing. 104, p. 347-369 23 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Forecasting and trading high frequency volatility on large indices

Liu, F., Pantelous, A. A. & von Mettenheim, H. J., 1 May 2018, In : Quantitative Finance. 18, 5, p. 737-748 12 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Implicit analytic solutions for the linear stochastic partial differential beam equation with fractional derivative terms

Liaskos, K. B., Pantelous, A. A., Kougioumtzoglou, I. A. & Meimaris, A. T., 1 Nov 2018, In : Systems and Control Letters. 121, p. 38-49 12 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Loss aversion around the world: empirical evidence from pension funds

Xie, Y., Hwang, S. & Pantelous, A. A., 1 Mar 2018, In : Journal of Banking and Finance. 88, p. 52-62 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Modeling frost losses: application to pricing frost insurance

Assa, H., Wang, M. & Pantelous, A. A., 14 Mar 2018, In : North American Actuarial Journal . 22, 1, p. 137-159 23 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Momentum and reversal strategies in Chinese commodity futures markets

Yang, Y., Göncü, A. & Pantelous, A. A., 1 Nov 2018, In : International Review of Financial Analysis. 60, p. 177-196 20 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

New approaches for optimizing standby redundant systems with fuzzy lifetimes

Zhou, J., Han, Y., Liu, J. & Pantelous, A. A., 1 Sep 2018, In : Computers and Industrial Engineering. 123, p. 263-277 15 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Non-cooperative dynamic games for general insurance markets

Boonen, T. J., Pantelous, A. A. & Wu, R., 1 Jan 2018, In : Insurance: Mathematics and Economics. 78, p. 123-135 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Performance of technical trading rules: Eevidence from the crude oil market

Psaradellis, I., Laws, J., Pantelous, A. A. & Sermpinis, G., Nov 2018, (Accepted/In press) In : European Journal of Finance. 23 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Stochastic degenerate Sobolev equations: well posedness and exact controllability

Liaskos, K. B., Stratis, I. G. & Pantelous, A. A., 1 Feb 2018, In : Mathematical Methods in the Applied Sciences. 41, 3, p. 1025-1032 8 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Time series analysis of S&P 500 index: A horizontal visibility graph approach

Vamvakaris, M. D., Pantelous, A. A. & Zuev, K. M., 1 May 2018, In : Physica A: Statistical Mechanics and its Applications. 497, p. 41-51 11 p.

Research output: Contribution to journalArticleResearchpeer-review

2017

Causality networks of financial assets

Stavroglou, S., Pantelous, A., Soramäki, K. & Zuev, K., 4 Jul 2017, In : Journal of Network Theory in Finance. 3, 2, p. 17-67 51 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

Closed form solution for the equations of motion for constrained linear mechanical systems and generalizations: an algebraic approach

Moysis, L., Pantelous, A. A., Antoniou, E. & Karampetakis, N. P., 1 Feb 2017, In : Journal of the Franklin Institute. 354, 3, p. 1421-1445 25 p.

Research output: Contribution to journalArticleResearchpeer-review

Credibilistic risk aversion

Liu, Y., Zhou, J. & Pantelous, A. A., 3 Jul 2017, In : Quantitative Finance. 17, 7, p. 1135-1145 11 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Effects of loss aversion on neural responses to loss outcomes: An event-related potential study

Kokmotou, K., Cook, S., Xie, Y., Wright, H., Soto, V., Fallon, N., Giesbrecht, T., Pantelous, A. & Stancak, A., 1 May 2017, In : Biological Psychology. 126, p. 30-40 11 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Investors' behavior on S&P 500 index during periods of market crashes: a visibility graph approach

Vamvakaris, M. D., Pantelous, A. A. & Zuev, K., 2017, Handbook of Investors' Behavior During Financial Crises. Economou, F., Gavriilidis, K., Gregoriou, G. N. & Kallinterakis, V. (eds.). 1st ed. London UK: Academic Press, p. 401-417 17 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

3 Citations (Scopus)

Modal analysis of multi-degrees-of-freedom systems with singular matrices: Analytical dynamics approach

Pantelous, A. A. & Pirrotta, A., 1 Jun 2017, In : Journal of Engineering Mechanics. 143, 6, 06017005.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Mortality effects of temperature changes in the United Kingdom

Seklecka, M., Pantelous, A. A. & O'Hare, C., 1 Nov 2017, In : Journal of Forecasting. 36, 7, p. 824-841 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Nuclear catastrophe risk bonds in a Markov-dependent environment

Shao, J., Pantelous, A. A., Ayyub, B. M., Chan, S. & Nadarajah, S., Dec 2017, In : ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part A: Civil Engineering. 3, 4, 12 p., 04017018.

Research output: Contribution to journalArticleResearchpeer-review

Optimal strategies for a non-linear premium-reserve model in a competitive insurance market

Pantelous, A. A. & Passalidou, E., Mar 2017, In : Annals of Actuarial Science. 11, 1, p. 1-19 19 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Pairs trading with commodity futures: evidence from the Chinese market

Yang, Y., Goncu, A. & Pantelous, A., 2017, In : China Finance Review International. 7, 3, p. 274-294 21 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Potential games with aggregation in non-cooperative general insurance markets

Wu, R. & Pantelous, A. A., 1 Jan 2017, In : ASTIN Bulletin. 47, 1, p. 269-302 34 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Pricing and simulating catastrophe risk bonds in a Markov-dependent environment

Shao, J., Papaioannou, A. D. & Pantelous, A. A., 15 Sep 2017, In : Applied Mathematics and Computation. 309, p. 68-84 17 p.

Research output: Contribution to journalArticleResearchpeer-review

8 Citations (Scopus)

Random vibration of linear and nonlinear structural systems with singular matrices: A frequency domain approach

Kougioumtzoglou, I. A., Fragkoulis, V. C., Pantelous, A. A. & Pirrotta, A., 15 Sep 2017, In : Journal of Sound and Vibration. 404, p. 84-101 18 p.

Research output: Contribution to journalArticleResearchpeer-review

10 Citations (Scopus)

Response determination of linear dynamical systems with singular matrices: a polynomial matrix theory approach

Antoniou, E. N., Pantelous, A. A., Kougioumtzoglou, I. A. & Pirrotta, A., 1 Feb 2017, In : Applied Mathematical Modelling. 42, p. 423-440 18 p.

Research output: Contribution to journalArticleResearchpeer-review

The study of the invariants of homogeneous matrix polynomials using the extended hermite equivalence εrh

Kalogeropoulos, G. I., Karageorgos, A. D. & Pantelous, A. A., 1 Jan 2017, Mathematical Research Summaries. Rowe, M. A. (ed.). Nova Science Publishers, Vol. 2. p. 193-194 2 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Otherpeer-review

Welcome Message from the Chairs

Al-Dabass, D., Colla, V., Vannuci, M. & Pantelous, A., 4 May 2017, In : Proceedings - UKSim-AMSS 2016: 10th European Modelling Symposium on Computer Modelling and Simulation. p. ix 7920215.

Research output: Contribution to journalEditorialOtherpeer-review

Welcome Message from the Chairs

Al-Dabass, D., Xie, Z., Orsoni, A. & Pantelous, A., 2017, Proceedings: UKSim-AMSS 11th European Modelling Symposium on Computer Modelling and Simulation - EMS 2017. Al-Dabass, D., Xie, Z., Orsoni, A. & Pantelous, A. (eds.). Piscataway NJ USA: IEEE, Institute of Electrical and Electronics Engineers, p. x 1 p.

Research output: Chapter in Book/Report/Conference proceedingForeword / PostscriptOther

2016
13 Citations (Scopus)

A high order finite element scheme for pricing options under regime switching jump diffusion processes

Rambeerich, N. & Pantelous, A. A., 1 Jul 2016, In : Journal of Computational and Applied Mathematics. 300, p. 83-96 14 p.

Research output: Contribution to journalArticleResearchpeer-review

18 Citations (Scopus)

Analysis of correlation based networks representing DAX 30 stock price returns

Birch, J., Pantelous, A. A. & Soramäki, K., 1 Apr 2016, In : Computational Economics. 47, 4, p. 501-525 25 p.

Research output: Contribution to journalArticleResearchpeer-review