All Stories

  1. Stable Multilevel Deep Neural Networks for Option Pricing and xVAs Using Forward-Backward Stochastic Differential Equations

    Article • November 2024, ACM (Association for Computing Machinery)

    Panos Parpas

  2. Exploring Optimal Pump Scheduling in Water Distribution Networks with Branch and Bound Methods

    Article • Water Resources Management, October 2016, Springer Science + Business Media

    Panos Parpas, Dr Edo Abraham

  3. A Weighted Mirror Descent Algorithm for Nonsmooth Convex Optimization Problem

    Article • Journal of Optimization Theory and Applications, June 2016, Springer Science + Business Media

    Panos Parpas

  4. Demonstrating demand response from water distribution system through pump scheduling

    Article • Applied Energy, May 2016, Elsevier

    Panos Parpas, Dr Edo Abraham

  5. Robust Numerical Calibration for Implied Volatility Expansion Models

    Article • SIAM Journal on Financial Mathematics, January 2016, Society for Industrial & Applied Mathematics (SIAM)

    Panos Parpas

  6. MAGMA: Multilevel Accelerated Gradient Mirror Descent Algorithm for Large-Scale Convex Composite Minimization

    Article • SIAM Journal on Imaging Sciences, January 2016, Society for Industrial & Applied Mathematics (SIAM)

    Panos Parpas

  7. Control of water distribution networks with dynamic DMA topology using strictly feasible sequential convex programming

    Article • Water Resources Research, December 2015, American Geophysical Union (AGU)

    Panos Parpas, Dr Edo Abraham

  8. On Using Spectral Graph Theory to Infer the Structure of Multiscale Markov Processes

    Article • July 2015, Society for Industrial & Applied Mathematics (SIAM)

    Panos Parpas

  9. Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach

    Article • INFORMS Journal on Computing, April 2015, INFORMS

    Panos Parpas

  10. Approximation of System Components for Pump Scheduling Optimisation

    Article • Procedia Engineering, January 2015, Elsevier

    Panos Parpas, Dr Edo Abraham

  11. Hydraulic Resilience Index for the Critical Link Analysis of Multi-feed Water Distribution Networks

    Article • Procedia Engineering, January 2015, Elsevier

    Panos Parpas

  12. Optimized Control of Pressure Reducing Valves in Water Distribution Networks with Dynamic Topology

    Article • Procedia Engineering, January 2015, Elsevier

    Panos Parpas, Dr Edo Abraham

  13. Experimental Investigation of Resilience and Pressure Management in Water Distribution Networks

    Article • Procedia Engineering, January 2015, Elsevier

    Panos Parpas

  14. Adaptive water distribution networks with dynamically reconfigurable topology

    Article • Journal of Hydroinformatics, November 2014, IWA Publishing

    Panos Parpas

  15. Stochastic Optimization of Investment Planning Problems in the Electric Power Industry

    Article • June 2014, Wiley

    Panos Parpas

  16. A stochastic multiscale model for electricity generation capacity expansion

    Article • European Journal of Operational Research, January 2014, Elsevier

    Panos Parpas

  17. Singularly Perturbed Markov Decision Processes: A Multiresolution Algorithm

    Article • SIAM Journal on Control and Optimization, January 2014, Society for Industrial & Applied Mathematics (SIAM)

    Panos Parpas

  18. Dynamic Topology in Water Distribution Networks

    Article • Procedia Engineering, January 2014, Elsevier

    Panos Parpas

  19. A Feasibility Study of Host-Level Contention Detection by Guest Virtual Machines

    Article • December 2013, Institute of Electrical & Electronics Engineers (IEEE)

    Panos Parpas

  20. Editorial to computational techniques in management science

    Article • Computational Management Science, November 2013, Springer Science + Business Media

    Panos Parpas

  21. On the information-based complexity of stochastic programming

    Article • Operations Research Letters, November 2013, Elsevier

    Panos Parpas

  22. A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control

    Article • Automatica, June 2013, Elsevier

    Panos Parpas

  23. Sum of Non-Concave Utilities Maximization for MIMO Interference Systems

    Article • IEEE Transactions on Wireless Communications, April 2013, Institute of Electrical & Electronics Engineers (IEEE)

    Panos Parpas

  24. Editorial

    Article • Computational Management Science, July 2012, Springer Science + Business Media

    Panos Parpas

  25. An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty

    Article • Computational Management Science, May 2012, Springer Science + Business Media

    Panos Parpas

  26. Solving MRF Minimization by Mirror Descent

    Article • January 2012, Springer Science + Business Media

    Panos Parpas

  27. Stochastic Optimization of Investment Planning Problems in the Electric Power Industry

    Article • June 2011, Wiley

    Panos Parpas

  28. Robust portfolio optimization: a conic programming approach

    Article • Computational Optimization and Applications, June 2011, Springer Science + Business Media

    Panos Parpas

  29. Partitioning procedure for polynomial optimization

    Article • Journal of Global Optimization, February 2010, Springer Science + Business Media

    Panos Parpas

  30. Decomposition-based Method for Sparse Semidefinite Relaxations of Polynomial Optimization Problems

    Article • Journal of Optimization Theory and Applications, October 2009, Springer Science + Business Media

    Panos Parpas

  31. Dynamic mean-variance portfolio analysis under model risk

    Article • The Journal of Computational Finance, June 2009, Incisive Media

    Panos Parpas

  32. Convergence analysis of a global optimization algorithm using stochastic differential equations

    Article • Journal of Global Optimization, January 2009, Springer Science + Business Media

    Panos Parpas

  33. An interior point algorithm for continuous minimax: implementation and computation

    Article • Optimization Methods and Software, December 2008, Taylor & Francis

    Panos Parpas

  34. An Algorithm for the Global Optimization of a Class of Continuous Minimax Problems

    Article • Journal of Optimization Theory and Applications, November 2008, Springer Science + Business Media

    Panos Parpas

  35. A smoothing algorithm for finite min–max–min problems

    Article • Optimization Letters, June 2008, Springer Science + Business Media

    Panos Parpas

  36. A Pricing Mechanism for Resource Management in Grid Computing

    Article • Computational Economics, February 2008, Springer Science + Business Media

    Panos Parpas

  37. Convergence of an Interior Point Algorithm for Continuous Minimax

    Article • Journal of Optimization Theory and Applications, November 2007, Springer Science + Business Media

    Panos Parpas

  38. Mean and variance optimization of non–linear systems and worst–case analysis

    Article • Computational Optimization and Applications, November 2007, Springer Science + Business Media

    Panos Parpas

  39. Global optimization of robust chance constrained problems

    Article • Journal of Global Optimization, October 2007, Springer Science + Business Media

    Panos Parpas

  40. Global optimization of higher order moments in portfolio selection

    Article • Journal of Global Optimization, September 2007, Springer Science + Business Media

    Panos Parpas

  41. Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems

    Article • INFORMS Journal on Computing, May 2007, INFORMS

    Panos Parpas

  42. Linearly Constrained Global Optimization and Stochastic Differential Equations

    Article • Journal of Global Optimization, June 2006, Springer Science + Business Media

    Panos Parpas

  43. Global Optimization of the Scenario Generation and Portfolio Selection Problems

    Article • January 2006, Springer Science + Business Media

    Panos Parpas

  44. Duality Gaps in Nonconvex Optimization

    Article • Springer Science + Business Media

    Panos Parpas

  45. Maximum Entropy and Game Theory

    Article • Springer Science + Business Media

    Panos Parpas

  46. Laplace Method and Applications to Optimization Problems

    Article • Springer Science + Business Media

    Panos Parpas

  47. Global Optimization Algorithms for Financial Planning Problems

    Article • Springer Science + Business Media

    Panos Parpas

  48. Decomposition Algorithms for the Solution of Multistage Mean-Variance Optimization Problems

    Article • Springer Science + Business Media

    Panos Parpas

  49. Algorithms for Minimax and Expected Value Optimization

    Article • Wiley

    Panos Parpas

  50. Threshold Accepting Approach to Improve Bound-based Approximations for Portfolio Optimization

    Article • Springer Science + Business Media

    Panos Parpas