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 | 2009 | |
|---|---|---|
| r2 |      | |
| r1 | | Hercules Vladimirou, Stavros A. Zenios: Stochastic Programming: Parallel Factorization of Structured Matrices. Encyclopedia of Optimization 2009: 3789-3795 |
| 2008 | ||
| j32 | | Stavros A. Zenios, David Saunders: Feature Cluster: Operational Research for Risk Management. European Journal of Operational Research 185(3): 1402-1403 (2008) |
| j31 | | Nikolas Topaloglou, Hercules Vladimirou, Stavros A. Zenios: A dynamic stochastic programming model for international portfolio management. European Journal of Operational Research 185(3): 1501-1524 (2008) |
| j30 | | Andrea Consiglio, Flavio Cocco, Stavros A. Zenios: Asset and liability modelling for participating policies with guarantees. European Journal of Operational Research 186(1): 380-404 (2008) |
| 2007 | ||
| j29 | | David Saunders, Costas Xiouros, Stavros A. Zenios: Credit risk optimization using factor models. Annals OR 152(1): 49-77 (2007) |
| j28 | | Andrea Consiglio, Flavio Cocco, Stavros A. Zenios: Scenario optimization asset and liability modelling for individual investors. Annals OR 152(1): 167-191 (2007) |
| 2005 | ||
| j27 | | Norbert J. Jobst, Stavros A. Zenios: On the simulation of portfolios of interest rate and credit risk sensitive securities. European Journal of Operational Research 161(2): 298-324 (2005) |
| j26 | | Marida Bertocchi, Rosella Giacometti, Stavros A. Zenios: Risk factor analysis and portfolio immunization in the corporate bond market. European Journal of Operational Research 161(2): 348-363 (2005) |
| j25 | | Rita Laura D'Ecclesia, Stavros A. Zenios: Estimation of asset demands by heterogeneous agents. European Journal of Operational Research 161(2): 386-398 (2005) |
| 2004 | ||
| j24 | | Andrea Consiglio, Flavio Cocco, Stavros A. Zenios: www.Personal_Asset_Allocation. Interfaces 34(4): 287-302 (2004) |
| 1999 | ||
| j23 | | Andreas C. Soteriou, Stavros A. Zenios: Using data envelopment analysis for costing bank products. European Journal of Operational Research 114(2): 234-248 (1999) |
| j22 | | Stavros A. Zenios: High-performance computing in finance: The last 10 years and the next. Parallel Computing 25(13-14): 2149-2175 (1999) |
| 1998 | ||
| j21 | | Yair Censor, Alfredo N. Iusem, Stavros A. Zenios: An interior point method with Bregman functions for the variational inequality problem with paramonotone operators. Math. Program. 81: 373-400 (1998) |
| 1997 | ||
| j20 | | Søren S. Nielsen, Stavros A. Zenios: Scalable Parallel Benders Decomposition for Stochastic Linear Programming. Parallel Computing 23(8): 1069-1088 (1997) |
| 1996 | ||
| j19 | | Søren S. Nielsen, Stavros A. Zenios: Solving multistage stochastic network programs on massively parallel computers. Math. Program. 73: 227-250 (1996) |
| j18 | | Søren S. Nielsen, Stavros A. Zenios: A stochastic programming model for funding single premium deferred annuities. Math. Program. 75: 177-200 (1996) |
| 1995 | ||
| j17 | | Yair Censor, Emmanuel D. Chajakis, Stavros A. Zenios: Parallelization Strategies of a Row-action Method for Multicommodity Network Flow Problems. Parallel Algorithms Appl. 6(2-3): 179-205 (1995) |
| 1994 | ||
| j16 | | Ruijin Qi, Stavros A. Zenios: On the Scalability of Data-Parallel Decomposition Algorithms for Stochastic Programs. J. Parallel Distrib. Comput. 22(3): 565-570 (1994) |
| j15 | | Mustafa Pinar, Stavros A. Zenios: A data-level parallel linear-quadratic penalty algorithm for multicommodity network flows. ACM Trans. Math. Softw. 20(4): 531-552 (1994) |
| 1993 | ||
| j14 | | Stavros A. Zenios: A model for portfolio management with mortgage-backed securities. Annals OR 43(6): 337-356 (1993) |
| j13 | | Stavros A. Zenios, Pan Kang: Mean-absolute deviation portfolio optimization for mortgage-backed securities. Annals OR 45(1): 433-450 (1993) |
| j12 | | Mustafa Ç. Pinar, Stavros A. Zenios: A Comparative Study of Parallel Decompositions for Multicommodity Flow Problems. Parallel Algorithms Appl. 1(4): 255-271 (1993) |
| 1992 | ||
| j11 | | Søren S. Nielsen, Stavros A. Zenios: Massively Parallel Algorithms for Singly Constrained Convex Programs. INFORMS Journal on Computing 4(2): 166-181 (1992) |
| j10 | | Mustafa Ç. Pinar, Stavros A. Zenios: Parallel Decomposition of Multicommodity Network Flows Using a Linear-Quadratic Penalty Algorithm. INFORMS Journal on Computing 4(3): 235-249 (1992) |
| j9 | | Søren S. Nielsen, Stavros A. Zenios: Data structures for network algorithms on massively parallel architectures. Parallel Computing 18(9): 1033-1052 (1992) |
| 1991 | ||
| j8 | | Joel Wein, Stavros A. Zenios: On the Massively Parallel Solution of the Assignment Problem. J. Parallel Distrib. Comput. 13(2): 228-236 (1991) |
| j7 | | Emmanuel D. Chajakis, Stavros A. Zenios: Synchronous and asynchronous implementations of relaxation algorithms for nonlinear network optimization. Parallel Computing 17(8): 873-894 (1991) |
| c5 |  | Xiaoye S. Li, Stavros A. Zenios: On a Massively Parallel e-Relaxization Algorithm for Linear Transformation Problems. ICPP (3) 1991: 306-307 |
| c4 | | Søren S. Nielsen, Stavros A. Zenios: An Investigation of the Effect of Problem Structure on Stochastic Programming Algorithms. PPSC 1991: 193-198 |
| 1990 | ||
| j6 | | Stavros A. Zenios: Matrix Balancing on a Massively Parallel Connection Machine. INFORMS Journal on Computing 2(2): 112-125 (1990) |
| j5 | | Stavros A. Zenios: Integrating network optimization capabilities into a high-level modeling language. ACM Trans. Math. Softw. 16(2): 113-142 (1990) |
| 1989 | ||
| j4 | | Stavros A. Zenios: Parallel Numerical Optimization: Current Status and an Annotated Bibliography. INFORMS Journal on Computing 1(1): 20-43 (1989) |
| j3 | | Stavros A. Zenios, Arne Drud, John M. Mulvey: Balancing large social accounting matrices with nonlinear network programming. Networks 19(5): 569-585 (1989) |
| c3 | | Mike McKenna, Stavros A. Zenios: An Optimal Parallel Implementation of a Quadratic Transportation Algorithm. PPSC 1989: 357-363 |
| 1988 | ||
| j2 | | Stavros A. Zenios, John M. Mulvey: A distributed algorithm for convex network optimization problems. Parallel Computing 6(1): 45-56 (1988) |
| c2 | | Stavros A. Zenios, Robert Lasken: The connection machines CM-1 and CM-2: solving nonlinear network problems. ICS 1988: 648-658 |
| 1987 | ||
| j1 | | David P. Ahlfeld, John M. Mulvey, Ron S. Dembo, Stavros A. Zenios: Nonlinear programming on generalized networks. ACM Trans. Math. Softw. 13(4): 350-367 (1987) |
| 1986 | ||
| c1 | | Stavros A. Zenios, John M. Mulvey: Nonlinear network programming on a vector supercomputer (abstract). ACM Conference on Computer Science 1986: 497 |
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