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ORCIDAndreas E. Kyprianou
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2020 – today
- 2023
[c5]Stylianos Loizidis
, Spyros Theocharides, Venizelos Venizelou, Demetris Evagorou, George Makrides, Andreas E. Kyprianou, George E. Georghiou:
Extreme Supervised Algorithm for Day Ahead Market Price Forecasting. ISC2 2023: 1-7- 2022
- [j12]Alexander M. G. Cox, Simon C. Harris, Andreas E. Kyprianou, Minmin Wang:
Monte Carlo Methods for the Neutron Transport Equation. SIAM/ASA J. Uncertain. Quantification 10(2): 775-825 (2022) - 2021
- [j11]Andreas E. Kyprianou, Juan Carlos Pardo, Matija Vidmar:
Double hypergeometric Lévy processes and self-similarity. J. Appl. Probab. 58(1): 254-273 (2021) - [j10]Alexander M. G. Cox, Emma Horton, Andreas E. Kyprianou, Denis Villemonais:
Stochastic Methods for Neutron Transport Equation III: Generational Many-to-One and ktteff. SIAM J. Appl. Math. 81(3): 982-1001 (2021) - 2020
- [j9]Dorottya Fekete, Joaquín Fontbona, Andreas E. Kyprianou:
Skeletal stochastic differential equations for superprocesses. J. Appl. Probab. 57(4): 1111-1134 (2020) - [i1]Alexander M. G. Cox, Simon C. Harris, Andreas E. Kyprianou, Minmin Wang:
Monte-Carlo Methods for the Neutron Transport Equation. CoRR abs/2012.02864 (2020)
2010 – 2019
- 2019
- [j8]Dorottya Fekete, Joaquín Fontbona, Andreas E. Kyprianou:
Skeletal stochastic differential equations for continuous-state branching processes. J. Appl. Probab. 56(4): 1122-1150 (2019) - 2016
- [j7]Albert Ferreiro-Castilla, Andreas E. Kyprianou, Robert Scheichl:
An Euler-Poisson scheme for Lévy driven stochastic differential equations. J. Appl. Probab. 53(1): 262-278 (2016) - 2014
- [j6]Andreas E. Kyprianou, Juan Carlos Pardo, Alexander R. Watson:
The extended hypergeometric class of Lévy processes. J. Appl. Probab. 51(A): 391-408 (2014) - 2012
- [j5]Andreas E. Kyprianou, Ronnie Loeffen, José Luis Pérez:
Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes. J. Appl. Probab. 49(1): 150-166 (2012) - [j4]Andreas E. Kyprianou, Antonio Murillo-Salas, José Luis Pérez:
An Application of the Backbone Decomposition to Supercritical Super-Brownian Motion with a Barrier. J. Appl. Probab. 49(3): 671-684 (2012) - [j3]Andreas E. Kyprianou, Curdin Ott:
Spectrally Negative Lévy Processes Perturbed by Functionals of their Running Supremum. J. Appl. Probab. 49(4): 1005-1014 (2012)
2000 – 2009
- 2007
- [j2]Andreas E. Kyprianou, Budhi Arta Surya:
Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels. Finance Stochastics 11(1): 131-152 (2007) - 2005
- [c4]Andreas E. Kyprianou, George E. Georghiou:
Wavelet Packet Denoising for On-Line Partial Discharge Detection in High Voltage Systems. ISIC 2005: 1184-1189 - 2004
- [j1]Andreas E. Kyprianou:
Some calculations for Israeli options. Finance Stochastics 8(1): 73-86 (2004) - [c3]Farzad Rezaei, Charalambos D. Charalambous, Andreas E. Kyprianou:
Optimization of fully observable nonlinear stochastic uncertain controlled diffusion: monotonicity properties and optimal sensitivity. CDC 2004: 2555-2560 - [c2]Farzad Rezaei, Charalambos D. Charalambous, Andreas E. Kyprianou:
Optimization of nonlinear stochastic uncertain relaxed controlled systems: entropy rate functionals and robustness. CDC 2004: 2561-2565 - [c1]Charalambos D. Charalambous, Farzad Rezaei, Andreas E. Kyprianou:
Relations between information theory, robustness, and statistical mechanics of stochastic systems. CDC 2004: 3479-3484
Coauthor Index
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