• Conference Object  

      Application of artificial neural networks in the prediction of earnings 

      Falas, Tasos; Charitou, Andreas; Charalambous, Chris (IEEE, 1994)
      The feasibility of using artificial neural networks (ANNs) for predicting future earnings by stock market and capital market investors was evaluated. A multilayer perceptron feedforward neural network architecture with an ...
    • Article  

      A dynamic stochastic programming model for international portfolio management 

      Topaloglou, Nikolas; Vladimirou, Hercules; Zenios, Stavros A. (2008)
      We develop a multi-stage stochastic programming model for international portfolio management in a dynamic setting. We model uncertainty in asset prices and exchange rates in terms of scenario trees that reflect the empirical ...
    • 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 ...