• Conference Object  

      Comparative analysis of artificial neural network models: Application in bankruptcy prediction 

      Charalambous, Chris; Charitou, Andreas; Kaourou, Froso (IEEE, 1999)
      This study compares the predictive performance of three neural network methods, namely the Learning Vector Quantization, Radial Basis Function, the Feedforward network that uses the conjugate gradient optimization algorithm, ...
    • Working Paper  Open Access

      Risk management for sovereign financing within a debt sustainability framework 

      Athanasopoulou, Marialena; Consiglio, Andrea; Erce, Aitor; Gavilan Gonzalez, Angel; Moshammer, Edmund; Zenios, Stavros A. (European Stability Mechanism Working Paper No. 31, 2018-09)
      The mix of instruments used to finance a sovereign is a key determinant of debt sustainability through its effect on funding costs and risks. We extend standard debt sustainability analysis to incorporate debt-financing ...
    • Article  

      Stochastic linear programs with restricted recourse 

      Vladimirou, Hercules; Zenios, Stavros A. (1997)
      Stochastic programs with recourse provide an effective modeling paradigm for sequential decision problems with uncertain or noisy data, when uncertainty can be modeled by a discrete set of scenarios. In two-stage problems ...