ΧΡΙΣΤΑΚΗΣ ΧΑΡΑΛΑΜΠΟΥΣ
ΧΑΡΑΛΑΜΠΟΥΣ ΧΡΙΣΤΑΚΗΣ
CHARALAMBOUS CHRISTAKIS
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ΚΑΘΗΓΗΤΗΣ/ΡΙΑ
Τμήμα Διοίκησης Επιχειρήσεων και Δημόσιας Διοίκησης
ΟΕΔ 01 - Σχολή Οικονομικών Επιστημών και Διοίκησης
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Προσωπικό Προφίλ

 
 
 

Profile Information

 
 
                     BSc First Class Honours 1969
                     Electronics & Electrical Engineering
                     University of Surrey, England
 
                     PhD Electrical Engineering 1973
                     McMaster University
                     Hamilton, Ontario, Canada  
 
 
 
 
   Mathematical Programming with Application in Finance and Financial Prediction
   Credit Risk
   Machine Learning
   Artficial Neural Networks with Application in Business ,
   Large-Scale Optimization
   Signal Processing
 
1. C. Charalambous, "Unconstrained Optimization Based on Homogeneous Models", Mathematical Programming, Vol 5, pp. 189-198, 1973.
 
2. C. Charalambous, "Nonlinear Least pth Optimization and Nonlinear Programming", Mathematical Programming, Vol 12, pp. 195-225, 1977.
 
3. C. Charalambous, "On Conditions for Optimality of the Nonlinear l1 Problem" Mathematical Programming, Vol 17, pp. 123-135, 1979.
 
4. C. Charalambous, "A Method to Overcome the ill-Conditioning Problem of Differentiable Penalty Functions", Operations Research, Vol 28, No. 3, Part II, pp. 650-667, 1980.
 
5. C. Charalambous, "Acceleration of the HAP approach for the multifacility location problem", Naval Research logistics Quarterly, Vol. 32, pp. 373-389, 1985.
 
6. C. Charalambous, "A New Approach to Multicriterion Optimization Problem and Its Application to the Design of 1-D Digital Filters" IEEE Transactions on Circuits and              Systems, Vol. 36, No. 6, pp. 773-784, 1989.

7. C. Charalambous and S. Martzoukos, “Hybrid Artificial Neural Networks for
Efficient Valuation of Real Options and Financial Derivatives”, Computational Management Science 2, p. 155-161, 2005.
 
8. P. Andreou, C. Charalambous and S. Martzoukos, “Option Pricing with Artificial Neural Networks and Implied Parameters”, European Journal of Operational Research, 185,  pp. 1415-1433, 2008.
 
9. C. Charalambous, N. Christofides, E.D. Constantinides and S. Martzoukos. “Implied Non-Recombining Trees and Calibration for the Volatility Smile”, Quantitative Finance,     August, 2007, pp. 459-472, 2007. It is also reprinted in “Quantitative Fund Management”, Editors Demster, Pflug and Mitra, Chapman & Hall, Financial Mathematics Series,    Ch. 20, pp. 425-450, 2008.
 
10. Panayiotis Andreou, Chris Charalambous and Spiros Martzoukos, “ Generalized Parameter Functions for Option Pricing”, Journal of Banking and Finance, Vol. 34, pp.633-  646, 2010.
 
11. George Hadjinicolas, Chris Charalambous and Eitan Muller, “Product Positioning Using a Self-Organizing Map and the Rings of Influence”, Decision Sciences Journal, Vol.      44, Number 3, pp. 431-461, June 2013.
 
12. Chris Charalambous, Spiros H. Martzoukos and Zenon Taoushianis (2019), “Predicting corporate bankruptcy using the framework of Leland-Toft: evidence from U.S”.,          Quantitative Finance, DOI: 10.1080/14697688.2019.1667519.