Happy New Year! I am pleased to let you know that the final version of our article "Project scheduling problem with fuzzy activity durations: A novel operational law based solution framework" is now available online, containing full bibliographic details. sciencedirect.com/science/ar…

I am pleased to let you know that the final version of our article "Technical analysis, spread trading, and data snooping control" is now available online, containing full bibliographic details. sciencedirect.com/science/ar…

I am pleased to let you know that the final version of my article "Catastrophe Bond Pricing in The Primary Market: The Issuer Effect And Pricing Factors" is now available online, containing full bibliographic details authors.elsevier.com/a/1g93h…

Joint Statistics of Natural Frequencies Corresponding to Structural Systems with Singular Random Parameter Matrices | Journal of Engineering Mechanics | Vol 148, No 3 shar.es/aWIdwO

Novel utility-based life cycle models to optimise income in retirement sciencedirect.com/science/ar…

Very happy to see our paper "Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach" (with Y. Chen, Y. Li and H.E. Stanley) published in the International Review of Financial Analysis. authors.elsevier.com/a/1eIPv…

retirementincomejournal.com/… Our paper “Personalized drawdown strategies and partial annuitisation to mitigate longevity risk." W.Chen, A.Minney, P.Toscas, B.Koo, Z.Zhu, A.Pantelous. Finance Research Letters, 39, 2021 has been included in this month’s edition of RIJ Research Roundup

Very happy to see our paper ""On Fuzzy Simulations for Expected Values of Functions of Fuzzy Numbers and Intervals" published in IEEE Transactions on Fuzzy Systems (JIF.: 9.518; ESI: 69/909 - Q1 Engineering) together with Y. Liu, Y. Miao, J. Zhou & P. Ji ieeexplore.ieee.org/document…

A Novel Causal Risk‐Based Decision‐Making Methodology: The Case of Coronavirus onlinelibrary.wiley.com/doi/… Very happy to see our paper published in Risk Analysis (4 ABS, JIF.3.137; ESI.84/2310-Q1 Social Sciences) together with @skstavroglou @BAyyub, V.Kallinterakis, and H.E Stanley.

Glad to see my recently published paper together with A.Pirrotta, I.Kougioumtzoglou,@AlbertoDiMatte1, V.Fragkoulis & C.Adam to have been selected to be featured in the Editor's Choice section of the Journal of Engineering Mechanics page in the ASCE Library lnkd.in/gibYHzp

Very happy to see our paper "Random vibration of linear systems with singular matrices based on Kronecker canonical forms of matrix pencils" published in MSSP (JIF. 6.471, A*) together with A. Karageorgos, L. Moysis, V. Fragkoulis and I Kougioumtzoglou authors.elsevier.com/c/1cyAe…

Very happy to see our paper "Bayesian Value-at-Risk backtesting: The case of annuity pricing" published in EJOR. In this paper, we propose new Unconditional, Independence and Conditional Coverage VaR-forecast backtests under a Bayesian framework. Enjoy it! doi.org/10.1016/j.ejor.2020.…

Very happy to see published our last paper entitled “Deterministic and Random Vibration of Linear Systems with Singular Parameter Matrices and Fractional Derivative Terms” | Journal of Engineering Mechanics | Vol 147, No 6 shar.es/aoOeqP Please enjoy it!

Very happy to see our paper "Univariate and multivariate claims reserving with Generalized Link Ratios" published in IME (ABDC A*, ABS 3*) together with Luís Portugal and Richard Verrall. authors.elsevier.com/c/1cUJH…

Very happy to see our paper "Pricing in a competitive stochastic insurance market" published in IME (ABDC A*, ABS 3*) together with Fotios Mourdoukoutas, Tim Boonen and Bonsoo Koo. doi.org/10.1016/j.insmatheco…

A new paper alert together with colleagues from Monash Engineering and members of the Monash Energy Institute. Harmonic and Interharmonic Phasor Estimation Using Matrix Pencil Method for Phasor Measurement Units ieeexplore.ieee.org/document… Please, enjoy it!