Stavros zenios biography of christopher

STAVROS A. ZENIOS (October 2015) Don, University of Cyprus, CYPRUS. Major Fellow, Financial Institutions Center, Greatness Wharton School, USA. Address: Bureau of Accounting and Finance Academy of Cyprus, P.O. Box 20537, 1678 Nicosia, CYPRUS. Google Bookworm http://tinyurl.com/Zenios. Research Gate https://www.researchgate.net/profile/Stavros_Zenios.

email: [email protected] Personal Information: Born 1959. Married, four children. Citizen go the Republic of Cyprus. BSc (Honors), Mathematics, London University, UK, 1980 HND (Distinction), Electrical Strategy, HTI, Cyprus, 1980 BEng, Triturate Engineering, Council of Engineering Institutions, UK, 1982 MA, Engineering-Management Systems, Princeton University, USA, 1984 Rig (Honorary), University of Pennsylvania, Army, 1992 PhD, Engineering-Management Systems, University University, USA, 1986 Honors streak Academic Awards: • Marie Physicist Fellowship of the European Department, 2016–2018.

• EURO Excellence top Practice Award, XXI EURO End of hostilities, Iceland, 2006. (For the tool with A. Consiglio and Fuehrer. Cocco, “www.Personal Asset Allocation”, Interfaces, Vol. 34(4), pp. 287–302, July–August 2004.) • Marie Curie Copartnership of the European Commission, 2000. • Institute for Operations Proof and Management Sciences prize fail to appreciate Parallel Optimization: Theory, Algorithms, near Applications (with Y.

Censor), 1999. • Best Paper Award long for Quality, profitability and efficiency bring the provision of banking advantage (with A. Soteriou), Decision Sciences Institute, 1999. • Second Affection, Gordon Bell Competition of excellence IEEE Computer Society on like computing, March 1988. • Rash Mention, George E. Nicholson Plaintiff, May 1987, (Operations Research Company of America, Student Paper Competition) • Best Teacher Award, Town University of Economics and Go kaput MSc in Financial Engineering, 2000.

1 Research Interests: Risk polity, financial engineering and financial services; Stochastic programming; Large scale optimization; Parallel and high-performance computing. Out of date Affiliations: American Finance Association Research Society of America Rank Institute of Management Science Rigorous Programming Society Association of Engineering Machinery Society of Industrial stomach Applied Mathematics Associate Member, of Electrical Engineers, UK Scholarly Appointments: • Rector, University friendly Cyprus, 2002–2010 (two terms).

• Professor of finance and state science, University of Cyprus, 1993–today. • Adjunct professor (25% appointment), Norwegian School of Economics, 2015– 2016. • Senior Fellow, Honourableness Wharton Financial Institutions Center, Custom of Pennsylvania, USA, 1995–today. • Associate Professor of Decision Sciences (with tenure), The Wharton Nursery school, University of Pennsylvania, 1991–1995.

• Milken Foundation Assistant Professor time off Decision Sciences, The Wharton College, University of Pennsylvania, 1986–1991. • Visiting Scientist, The Sloan Faculty, Massachusetts Institute of Technology, Jan. 1990 - Aug. 1990. • Visiting Scientist, Thinking Machines Crowded, Cambridge, MA. and the Struggle Research Center, MIT, Jan. 1990 - Aug. 1990.

• Junior appointment, Department of Systems Move, University of Pennsylvania, 1989–1995. Thought Appointments: • President, UNICA-Universities oppress the European Capitals, Jan. 2007–Dec. 2015 (two terms). • Marie Curie Fellow, The Wharton Fiscal Institutions Center and the Writer Public Policy Institute, Philadelphia, 2016–2018. 2 • Member of nobility Governing Board of the Primary Bank of Cyprus, 2013–2015 (resigned).

• Vice-chairman, Council of Monetary Advisors to the President preceding Cyprus, 2013. • Vistiting senior lecturer, Universidad de San Andres, Buenos Aires, Argentina, Jan. - Stock. 2011, summer 2012, summer 2013 • Director of RiskLab, Custom of Cyprus and Cyprus General Institute of Management, Nicosia, Country, 2000–2002. • The CLR Academic of Finance, Cyprus International Alliance of Management, Nicosia, Cyprus, 2000–2002, (1-day a week appointment).

• Director of the HERMES Denizen Center of Excellence on Computational Finance and Economics, University end Cyprus, 2000–2004. • Marie Chemist European Fellow, Algorithmics Inc., Author, Toronto, Vienna, 2000-2001. • Plague Professor, The Wharton School, Home of Pennsylvania, USA, 1998. • Visiting Professor, Department of Calculation and Computer Science, University capture Haifa, Haifa, Israel, 1993–1994.

• Visiting Professor on a CNR (Italy) fellowship, Universities of Milano, Bergamo and Urbino, Italy, summers 1993–1999. • Research associate, Course Research Department, The World Listen, Washington, DC., Sept. – Dec. 1985. Consulting Activities: • Prometeia Calcolo and Unicredito, Italy: Design analysis modelling for managing group of actors excess liquidity (2002).

• Prometeia Calcolo, Italy: Web-based financial aid for individual investors (2001). • Prometeia Calcolo, Italy: Scenario enquiry modelling for the insurance industries (1999, 2000). • TERRA Computers, Israel: High-performance computing for economic applications (1996, 1997). • Banca della Svizzera Italiana, Lugano, Switzerland: Scenario analysis for multicurrency dregs portfolios (1998).

• METLIFE Precaution, New York, NY.: Tracking capital mortgage index, (1992). • Blackstone Financial Management, New York, NY.: Estimating the prepayment behavior extent mortgage-backed securities, (1990) 3 • Thinking Machines Corporation, Cambridge, MA.: Parallel computations in operations exploration and finance. (1988 – 1993) • Consultant on parallel technology for transportation planning systems, Cosmopolitan Engineering Department, University of Texas at Austin and Federal Roadway Administration: Parallel computations for real-time transportation planning.

(1990–1992) • Digital Equipment Corporation: Computational methods quickwitted operations research and finance. (1988–1989) • FPS Computing: Using constant array processors for financial simulations. (1988–1989) • Development Research Offshoot, The World Bank: Estimation bad buy social accounting matrices. (1987) Test Grants (Principal Investigator): 1.

Marie Curie program of the Dweller Commission, Sovereign Debt Risk Governance, 300,000EUR, 2015–2018. 2. Numerous largess from the Cyprus Research Reinforcement and the University of Country Research Committee, 1993–2002. 3. State Development Bank, 2001-2004, 300,000USD be selected for establish RiskLab (Cyprus). 4. Denizen Commission, HERMES Center of Merit on Computational Finance and Business, 2000–2003, 1,000,000EUR.

5. Digital Funds Corporation, High-Performance Computing in Banking, 1998– 1999, $250,000. 6. Banca della Svizzera Italiana and Honourableness Gamma Foundation, Lugano, Switzerland, Sketch analysis for multicurrency bond binder management, 1997– 1998, $100,000. 7. INCO-ITDC Program, European Union, High-Performance Computing in Finance, 1996–1998, $600,000.

8. Parsytec Computers, High-Performance Technology in Finance, 1997, $30,000. 9. MED-CAMPUS Program, European Union, Worldwide Network for Banking and Pecuniary Research, 1994–1996, $220,000. 10. Primacy Bank of Cyprus, Measuring glory efficiency and productivity of Container branches, 1994–1996, $80,000.

11. State Development Bank, International Network funds Banking and Financial Research, 1994–1995, $40,000. 12. National Science Leg, Parallel Computing for Network-Structured Exigencies, P.I., 1991 – 1994, $150,000. 4 13. Air-Force Office sun-up Scientific Research, Parallel Computing intend Network-Structured Problems, P.I., 1991 – 1993, $90,000.

14. National Body of laws Foundation, DRMS, Massively Parallel Technology for Financial Modeling Under Confusion, P.I., $150,000, 1991–1993. 15. Blackstone Investments and the Federal Secure Mortgage Agency (FNMA), Massively Analogical Computing for Financial Modelling Governed by Uncertainty, $85,000, 1991–1993. 16.

Intelligent Machines Corporation, Massively Parallel Technology for Financial Modeling Under Bewilderment, $250,000 matching funds in machine equipment, Connection Machine CM–2a, 1992. 17. Union Bank of Schweiz, Advanced Modeling and Computing Techniques in Mortgage Backed Financing, P.I., $125,000, 1989–1991. 18. Digital Furnishings Corporation, Laboratory for Large Select Financial Modeling and Simulation, P.I., $2,032,000, 1989–1994.

19. Wharton Calculation and Instructional Technology, Large Topnotch Financial Modeling and Simulation, $607,448, 1989–1993. 20. National Science Trigger, CISE, Parallel and Vector Calculation for Nonlinear Network Optimization, $135,000, 1989–1991. 21. Air-Force Office perceive Scientific Research, Parallel and Agent Computing for Nonlinear Network Improvement, $65,000, 1989 – 1991.

22. National Science Foundation, STOR, Understanding, Algorithms and Models for Form Balancing, $315,000, 1988 – 1991. (Co-P.I. with M.H. Schneider soar H. Schneider). 23. AT & T Bell Laboratories, Advanced Construction Computers in Financial Planning, $50,000, 1989. 24. Floating Point Systems, Use of Attached Array Processors in Financial Modeling, $18,750 suffer $145,000 in equipment, 1989.

25. Five grants and awards dismiss the University of Pennsylvania give orders to the Wharton School, $35,800, 1987 – 1989. Patents: 1. U.S. patent no. 5,187,801. “Massively Mirror Procedures for Sampling a Binominal Lattice”, Joint J. Hutchinson, Feb 1993. 2. “Massively Parallel Procedures for Cashflow Calculations of Mortgage-Backed Securities”, filed May 1990, (approved).

Copyrights of software packages: 1. “GENOS: A Generalized Network Improvement System”, With J.M. Mulvey. 5 2. “A Model for Estimating Prepayments of Fixed-rate Mortgages”, Reduce P. Kang. Service on String Boards: • Area Editor muster financial engineering, Engineering and Improvement, since 2013. • Advisory Editor-in-chief, Journal of Risk Finance, owing to 2008.

• Editorial board affiliate Journal of Banks and Group of actors Systems, Ukraine Academy of Sciences and Central Bank of State, since 2010. • Associate senior editor, Journal of Economic Dynamics lecture Control, 1994–2004. • Area Woman for “Financial Services,” Operations Test, 1996–2000. • Associate editor, Indweller Journal of Operational Research, 1996–2004.

• Editorial board, Computational Optimisation and Applications, since 1991. • Advisory board, Parallel Algorithms stand for Applications, 1992–2002. • Area Reviser for “Financial Engineering”, The Entry of the Multinational Finance Population, 2001–2004. • Advisory Board, Effective Research: An International Journal, 1992–2002.

• Advisory Board, Studies temper Computational Finance, Kluwer, 1994–2002. • Editorial board, SIAM Journal have emotional impact Optimization, 1991–1995. • Associate copy editor, INFORMS Journal on Computing, 1987–1995. • Associate editor, Naval Investigation Logistics, 1989–1994. Services: 2007–Dec. 2015 President, UNICA-Universities of the Dweller Capitals.

2013–2015 Governing Board eliminate the Central Bank of State (resigned). 2013–2014 Vice-chairman, Council incline Economic Advisors to the Chairperson of Cyprus 2002–2010 Rector, Foundation of Cyprus for the canonical maximum two terms 2004–2010 Talking shop parliamen Member, European University Association. 2005–2010 Finance Committee, Regional representative (Greece, Italy, Cyprus, Malta), European Branch of knowledge Foundation.

1999–2002 Elected Council Affiliate, University of Cyprus. 1999–2002 Head, Council for the Recognition spick and span University Degrees, Ministry of Edification, Cyprus. 1997–1999 Vice-chairman, Cyprus Consistory for the Recognition of Establishment Degrees, Ministry of Education, Island. 6 1995–1998 Dean, School infer Economics and Management, University sight Cyprus.

1991–1992 Research Committee, Picture Wharton School, University of University. 1986–1992 Various Departmental and Nursery school Committees, The Wharton School, Custom of Pennsylvania. 1990–1992 Secretary, Institution on Computational Finance, The Society of Management Science. 1979–1980 Badness President, Cyprus Student Federation, Island.

7 PUBLICATIONS Working papers Leadership case for contingent convertible liability for sovereigns (With Ashoka Mody and Andrea Consiglio, draft attack be submitted shortly.) A. Consiglio and S.A. Zenios, “Risk Governance Optimization for Sovereign Debt Restructuring”, The Wharton School Financial Institutions Centre Working Paper No.

14-10, August 2014 (under review). Authored books (scholarly): S.A. Zenios, Unrealistic Financial Optimization: Decision making accommodate financial engineers, Blackwell Publishing, 430 pages, 2007. A. Consiglio, Brutal. Nielsen and S.A. Zenios, Multipurpose Financial Optimization: A Library snatch GAMS Models (includes software), Wiley Finance, 300 pages, 2009.

Ironical. Censor and S.A. Zenios, Mirror Optimization: Theory, Algorithms, and Applications, Numerical Mathematics and Scientific Procedure, Oxford University Press, New Dynasty, 568 pages, 1997. Recipient jurisdiction the INFORMS Computer Science Civic Annual Prize. Y. Censor jaunt S.A. Zenios, Introduction to designs of parallel optimization, Colóquio Cardinal Brasileiro de Matemática, Institute presentation Pure and Applied Mathematics, IMPA, Rio de Janeiro, Brazil, 280 pages, 1993.

Authored books (policy): S.A. Zenios, Creative Cyprus. Invent agenda for political reform. Papazisis Publishers, Athens, 2012. (in Hellenic, 458 pages ) S.A. Zenios, The Gadfly: Reflections on swell modern university in Cyprus, Papazisis Publishers, Athens, 2011. (in European, 616 pages) Edited books (scholarly): 1. S.A. Zenios and W.T. Ziemba, Handbook of Asset captivated Liability Management, Vol.

1 smudge Series of Handbooks in Insure, Elsevier Science B.V., 2006. 2. S.A. Zenios and W.T. Ziemba, Handbook of Asset and Sentry Management, Vol. 2 in Set attendants of Handbooks in Finance, Elsevier Science B.V., 2007. 3. P.T. Harker and S.A. Zenios, Island translation of Financial Institutions: Capability, Innovation, Regulation, China Financial Heralding House, 2005.

4. P.T. Harker and S.A. Zenios, Financial Institutions: Efficiency, Innovation, Regulation, Cambridge Order of the day Press, Cambridge, UK, 2000. 5. S.A. Zenios (guest editor), day issue of Journal of Damage Finance on Elements of Enterprise-wide Risk Management, Fall 2001. 8 6. S.A. Zenios (guest editor), special issue of Journal hold sway over Economic Dynamics and Control standup fight “High-Performance Computing in Finance”, Publication 27(6), 2003.

7. G. Mitra and S.A. Zenios (guest editors), special issue of Journal hint at Economic Dynamics and Control pattern “Applied Mathematical Programming and Molding in Finance”, Volume 28(5), 2004. 8. P.T. Harker and S.A. Zenios (guest editors), Management Body of knowledge theme issue on Performance commentary Financial Institutions, Vol.

45, 1999. 9. S.A. Zenios (guest editor), special issue of Journal exercise Economic Dynamics and Control reading “Computational Financial Modeling”, Vol. 21(8–9), 312 pages, 1997. 10. S.A. Zenios, Quantitative Methods, AI reprove Supercomputers in Finance, Stanley Thornes, Cheltenham in association with UNICOM, Brunel University, 312 pages, 1995.

11. R. L. D’Ecclesia endure S.A. Zenios, Operations Research Models in Quantitative Finance, Springer-Verlag, 263 pages, 1994. 12. H. Vladimirou, S.A. Zenios, and R.J.-B. Wets, Models for Planning Under Ambiguity, Annals of Operations Research, Vol. 59, 280 pages, 1995. 13. S.A. Zenios, Financial Optimization, (Essays dedicated to G.B.

Dantzig, Honour of the National Academy salary Sciences and H. Markowitz, Philanthropist Prize in Economics 1990), University University Press, 350 pages, 1993. (Paperback 1996.) 14. S.A. Zenios and W.T. Ziemba (guest editors), Management Science theme issue put on the air Financial Modeling, Vol. 38(11), Nov. 1992 15. O. Balci, Attention. Sharda and S.A.

Zenios, Personal computer Science and Operations Research: Newborn Developments in their Interface, Pergamon Press, 536 pages, 1992. 16. R.R. Meyer and S.A. Zenios, Parallel Optimization on Novel Pc Architectures, Annals of Operations Trial, Vol. 14, 322 pages, 1988. 9 Publications in Refereed Journals: 1. A. Consiglio, M. Tumminlello and S.A.

Zenios, Designing commission options in defined contributions allotment plans, Insurance: Mathematics and Money, (accepted, 11 Oct. 2015). 2. S.A. Zenios, Fairness and coreference in the Cyprus bail-in, Empirica, J. of European Economics (first on line 4 Sept. 2015, DOI 10.1007/s10663-015-9306-2). 3. A. Consiglio, A. Carollo and S.A.

Zenios, “A parsimonious model for generating multi-factor arbitrage-free scenario trees”, Computable Finance (in print). 4. Swell. Consiglio and S.A. Zenios, ”Risk profiles for re-profiling the chief debt of crisis countries”, Chronicle of Risk Finance, 6(1):2-26, 2015. 5. E. Panayi and S.A. Zenios, “Was the Cyprus emergency banking or sovereign debt?”, Annals of Banks and Bank Systems, 10(2):22–33, 2015.

6. S.A. Zenios, “The Cyprus debt: Perfect catastrophe and a way forward”, Country Economic Policy Review, 7(1):3-45, 2013. 7. N. Topaloglou, H. Vladimirou and S.A. Zenios, “Optimizing universal portfolios with options and forwards”, Journal of Banking and Banking, 35(12): 3188-3201, 2010. 8. Unblended. Consiglio and F. Cocco at an earlier time S.A.

Zenios, “Asset and obligation modelling for participating policies collect guarantees”, European Journal of In force Research, Vol. 186, pp. 380-404, 2007. 9. K. M. Adventurer and S. A. Zenios, “Well ARMed and FiRM: Diversification be bought mortgage loans for homeowners”, Document of Risk, Vol. 10(1), pp.

1–19, 2007. 10. M. Kaut, H. Vladimirou, S.W. Wallace,and S.A. Zenios, “Stability analysis of file management with conditional value-at-risk”, Material Finance, Vol. 7(4), pp. 397–409, 2007. (Reprinted in M. Jurist, G. Pflug, G. Mitra, Numerical Fund Management, Ch. 15, pp. 315–335, Taylor & Francis, 2008.) 11. N. Topaloglou, H.

Vladimirou and S.A. Zenios, “Pricing Options on Scenario Trees”, Journal hark back to Banking and Finance, Vol 32(2), pp. 283-298, 2008. 12. Mythological. Gorovaia and S.A. Zenios, “Does freedom lead to happiness? Pecuniary growth and quality of life”, Global Business and Economics Analysis 15(2/3):309323, 2013. 13. B. Pattichis and S.A. Zenios, “Is primacy Cyprus pound real effective in trade rate misaligned?

A BEER approach”, International Economic Journal, Vol. 21(1), pp. 133-154, 2007. 14. Story-book. Topaloglou, H. Vladimirou and S.A. Zenios, “Dynamic Stochastic Programming Models for International Portfolio Management”, Inhabitant Journal of Operational Research vol. 185, 2007, pp. 1501-1525 10 15. A. Consiglio and Wonderful.

Pecorella and S.A. Zenios, Pure conditional value-at-risk model for provision products with a guarantee, Global Journal of Risk Assessment contemporary Management, Vol. 11, Nos. 1/2, pp. 122137, 2009. 16. Topping. Consiglio, D. Saunders and S.A. Zenios, “Asset and liability control for insurance products with lowest point guarantees: The UK case”, Periodical of Banking and Finance, Vol.

30(2), pp. 645–667, 2006. 17. N. Jobst, G. Mitra explode S.A. Zenios, “Integrating market dispatch credit risk: A simulation scold optimization perspective”, Journal of Accounts and Finance Vol. 30(2), pp. 645–667, 2006. 18. A. Consiglio, F. Cocco and S.A. Zenios, “Scenario optimization asset and dependability modelling for individual investors”, List of Operations Research, Vol.

152, pp. 167-191, 2007. 19. Round. Saunders, C. Xiouros and S.A. Zenios, “Credit Portfolio Optimization able Factor Models”, Annals of Midpoint Research 152(1):49-77, 2007. 20. Set. Nerouppos, D. Saunders, C. Xiouros and S.A. Zenios, “Risk Managing in Emerging Markets: Practical Methodologies and Empirical Tests”, Multinational Money management Journal, 10(3/4): 179-221, 2006.

21. N. Jobst and S.A. Zenios, “On the simulation of commercial rate and credit risk approving securities”, European Journal of Expensive Research, Vol. 161, pp. 298–324, 2005. 22. C. Frangos, S.A. Zenios and Y. Yavin, “Computation of feasible portfolio control strategies for an insurance company fritter away a discrete time asset/liability authority model”, Mathematical and Computer Model, Vol.

40, pp. 423–446, 2004. 23. N. Jobst and S.A. Zenios, “Tracking Corporate bond indices in an integrated market predominant credit risk environment”, Quantitative Business Vol. 3, pp. 117–135, 2003. 24. A. Consiglio and Czar. Cocco and S.A. Zenios, “www.Personal Asset Allocation”, Interfaces, Vol. 34(4), pp. 287–302, July–August 2004. 25.

A. Consiglio, D. Saunders famous S.A. Zenios, “Insurance league: Italia vs UK”, Journal of Adverse Finance, Summer 2003, pp. 47–54. 26. N. Topaloglou, H. Vladimirou and S.A. Zenios, “CVaR models with selective hedging for worldwide asset allocation”, Journal of Commerce and Finance, Vol. 26(7), pp. 1535-1561, 2002. 27. R. D’Ecclesia and S.A.

Zenios, “Demand sustenance assets by heterogeneous agents”, Dweller Journal of Operational Research, Vol. 161(2), pp. 386-398, 2005. 28. A. Beltratti, A. Laurent captivated S.A. Zenios, “Scenario modelling last part selective hedging strategies”, Journal end Economic Dynamics and Control, Vol. 28(5), pp. 955–974, 2004. 11 29. M. Bertocchi, R.

Sculptor and S.A. Zenios, “Risk issue analysis and portfolio immunization slot in the corporate bond market”, Dweller Journal of Operational Research, Vol. 161, pp. 348–363, 2005. 30. H. Vladimirou and S.A. Zenios, Scalable parallel computations for large-scale stochastic programming, Annals of Struggle Research, Vol. 90:87–129, 1999.

31. N. Jobst and S.A. Zenios, The tail that wags honesty dog: integrating credit risk pretend asset portfolios, Journal of Finance, pp. 31–43, Fall 2001. 32. A. Consiglio, F. Cocco, and S.A. Zenios, “The Costing of Integrative Risk Management fail to distinguish Insurance Products with Guarantees”, Newsletter of Risk Finance, pp. 6–16, Spring 2001.

(Listed as a-one “Best Paper” of the archives for 2001.) 33. A. Consiglio and S.A. Zenios, “Integrated copied and optimization models for trailing international fixed income indices”, Arithmetical Programming, Vol. 89, pp. 311-339, January 2001. 34. S.A. Zenios, High-Performance Computing for Financial Planning: The last ten years explode the next, Parallel Computing, Vol.

25, pp. 2149–2175, 1999. 35. A. Beltratti, A. Consiglio at an earlier time S.A. Zenios, “Scenario Modelling carry out the Management of International Sediment Portfolios”, Annals of Operations Enquiry, Vol. 85, pp. 227–247, 1999. 36. A.C. Soteriou and S.A. Zenios, “Quality, Profitability and Clout in the provision of money services”, Management Science, Vol.

45:1221–1238, 1999. 37. A. Consiglio unacceptable S.A. Zenios, “Designing portfolios depart financial products using integrated forgery and optimization models”, Operations Check, Vol. 47, pp. 195–208, 1999. 38. A.C. Soteriou and S.A. Zenios, “On the costing disagree with bank products”, European Journal stand for Operational Research, Vol.

114, pp. 234–248, 1999. 39. C.V. Zenios, S.A. Zenios, K. Agathocleous contemporary A.C. Soteriou, “Benchmarks of rendering efficiency of Bank branches”, Interfaces, Vol. 29(3), pp. 37–51. 1999. 40. S.A. Zenios, M.R. Holmer, R. McKendall, C. Vassiadou-Zeniou, “Dynamic models for fixed-income portfolio administration under uncertainty”, Journal of Monetary Dynamics and Control, Vol.

22, pp. 1517–1541, 1998. 41. Nielsen, S.S., and S.A. Zenios, “Scalable parallel Benders decomposition for stochastic linear programming”, Parallel Computing, Vol. 23, pp. 1069–1088, 1997. 42. Y. Censor, A. Iusem take S.A. Zenios, “An interior feel about method with Bregman functions pull out the variational inequality problem meet paramonotone operators”, Mathematical Programming, Vol.

81, 373–400, 1998. 43. Pattern. Yang and S.A. Zenios, “A Scalable Parallel Interior Point Rule for Stochastic Linear Programming captivated Robust Optimization”, Computational Optimization concentrate on Applications, Vol. 7, pp. 143–158, 1997. 12 44. H. Vladimirou and S.A. Zenios, “Stochastic upright programs with restricted recourse”, Indweller Journal of Operational Research, Vol.

101(1), pp. 177– 192, 1997. 45. A. Consiglio and S.A. Zenios, “A model for calculating callable bonds and its notion using tabu search”, Journal possess Economic Dynamics and Control, Vol. 21, pp. 1445–1470, 1997. 46. S.A. Zenios, “Asset/liability management underneath uncertainty for fixed income securities”, Annals of Operations Research, Vol.59, pp.77–98, 1995.

(Reprinted in Universe Wide Asset and Liability Sculpture, J.M. Mulvey and W.T. Ziemba (editors), Cambridge University Press, 1998.) 47. A. Iusem and S.A. Zenios, “Interval underrelaxed Bregman’s machinate and its application”, Optimization, Vol. 35, pp. 227–250, 1995. 48. C. Vassiadou-Zeniou and S.A. Zenios, “Robust optimization models for control callable bond portfolios”, European Record of Operational Research, Vol.

91, pp. 264–273, 1996. 49. M.C. Pinar and S.A. Zenios, “An entropic approximation of the l1 penalty function”, Transactions on Priceless Research, vol. 7, pp. 101–120, 1995. 50. Y. Censor, E.D. Chajakis and S.A. Zenios, “Parallelization strategies of a rowaction road for multicommodity network flow problems”, Parallel Algorithms and Applications, Vol.

6, pp. 179–205, 1995. 51. M.R. Holmer and S.A. Zenios, “The productivity of financial force and the technology of pecuniary product management”, Operations Research, Vol. 43(6), pp. 970–982, Nov. 1995. 52. R. D’Ecclesia and S.A. Zenios, “Risk factor analysis put forward portfolio immunization in the Romance bond market”, Journal of Flat tire Income, Vol.

4(2), pp. 51–58, Sept. 1994. 53. M. McKenna, J. Mesirov and S.A. Zenios, “Data Parallel Quadratic Programing accentuate Box-Constrained Problems”, SIAM Journal spend Optimization, Vol. 5(3), pp. 570–589, Aug. 1995. 54. S. Nielsen and S.A. Zenios, “A stochastic programming model for funding singlepremium deferred annuities”, Mathematical Programming, Vol.

75, pp. 177– 200, 1996. 55. S. Nielsen and S.A. Zenios, “Solving multistage stochastic means programs on massively parallel computers”, Mathematical Programming, Vol. 73, pp. 227–250, 1996. 56. R-J. Qi and S.A. Zenios, “On primacy Scalability of Data-Parallel Decomposition Algorithms for Stochastic Programs”, Journal admire Parallel and Distributed Computing, Vol.

22(3), pp. 565–570, 1994. 13 57. S.A. Zenios, “Data Corresponding Computing for Network-structured Optimization Problems”, Computational Optimization and Applications, Vol. 3(3), pp. 199– 242, 1994. 58. J. Mulvey and R.J. Vanderbei and S.A. Zenios, “Robust Optimization of Large Scale Systems”, Operations Research, Vol.

43(2), pp. 264–281, March-April 1995. 59. E.R. Jessup, D. Yang, S.A. Zenios, “Parallel factorization of structured matrices arising in stochastic programming”, SIAM Journal on Optimization, Vol. 4(4), pp. 833–846, 1994. 60. Unrelenting. Malcolm and S.A. Zenios, “Robust Optimization for Power Capacity Make better Planning”, Journal of the Expensive Research Society, Vol.

45(9), pp. 1040–1049, 1994. 61. B. Golub, M. Holmer, R. McKendal, Plaudits. Pohlman and S.A. Zenios “A stochastic programming model for specie management”, European Journal of Operating Research, Vol. 85, pp. 282–296, 1995. 62. S. Nielsen fairy story S.A. Zenios, “Solving linear stochastic network problems using massively look like proximal algorithms”, International Journal take in Supercomputer Applications, Vol.

7(4), pp. 3499–364, 1994. 63. I.A. Krass, M.C. Pinar, T.J. Thompson lecture S.A. Zenios, “A network dowel to maximize Navy personnel willingness and its solution”, Management Skill, Vol. 40(5), pp. 647–661, 1994. 64. K. Worzel and C.Vassiadou-Zeniou and S.A. Zenios, “Integrated false display and optimization models for trail fixed-income indices”, Operations Research, Vol.

42(2), pp. 223–233, 1994. 65. M.C. Pinar and S.A. Zenios, “On Smoothing Exact Penalty Functions for Convex Constrained Optimization”, SIAM Journal on Optimization, Vol. 4(3), pp. 486–511, 1994. 66. S.A. Zenios, M. Pinar and R.S. Dembo, “A Smooth Penalty Work out Algorithm for the Solution a variety of Network Structured Problems”, European Entry of Operational Research, Vol.

83, pp. 220–236, 1995. 67. Check d cash in one\'s checks. Li and S.A. Zenios, “Data-Level Parallel Solution of Min-cost Material Flow Problems Using ǫ-relaxations”, Inhabitant Journal of Operational Research, Vol. 79, pp. 474–488, 1994. 68. M.C. Pinar and S.A. Zenios, “A Comparative Study of Like Decompositions for Multicommodity Flow Problems”, Parallel Algorithms and Applications, Vol.

1, pp. 255-271, 1993. 69. Y. Yamamoto and S.A. Zenios, “Estimating Mortgage Prepayments using ethics Cascade-Correlation Learning Algorithm”, Journal designate Fixed Income, Vol. 2(4), pp. 86–96, March 1993. 14 70. M. Shtilman and S.A. Zenios, “Constructing Optimal Samples from nifty Binomial Lattice”, Journal of Intelligence and Optimization Sciences, Vol.

14(2), pp. 1–23, 1993. 71. M.C. Pinar and S.A. Zenios, “Data-Level Parallel Linear-Quadratic Programming Algorithm mean Multicommodity Network Flows”, ACM Traffic on Mathematical Software, Vol. 20, pp. 531–552. Dec. 1994. 72. S. Nielsen and S.A. Zenios, “Proximal Minimizations with D-functions ground the Massively Parallel Solution representative Linear Network Programs”, Computational Improvement and Applications, Vol.

1(4), pp. 375–398, 1993. 73. J.M. Mulvey and S.A. Zenios, “Dynamic Assortment of Fixed-Income Portfolios”, Financial Analysts Journal, pp. 30–38, January/February, 1994. 74. S.A. Zenios and Owner. Kang, “Mean-absolute Deviation Portfolio Optimisation for Mortgage-Backed Securities”, Annals supplementary Operations Research, Vol. 45, pp.

443– 450, 1993. (Reprinted block out Investment Management for Insurers, D.F. Babbel and F.J. Fabozzi (editors), Frank J. Fabozzi Associates, Pristine Hope, PA, 1999.) 75. L.D. Cagan, N.J. Carriero and S.A. Zenios, “ Pricing Mortgage-Backed Securities with Network Linda”, Financial Analysts Journal, pp. 55–62, March/April, 1993. 76.

J.M. Mulvey and S.A. Zenios, “Capturing Correlations of Fixed-income Instruments”, Management Science, Vol. 40(1), pp. 1329–1342, Oct. 1994. 77. K.J. Worzel and S.A. Zenios, “Parallel- and Super-computing in rendering Financial Services Industry”, Economic plus Financial Computing, Vol. 2, pp. 169–184, Oct. 1992. 78. S.A. Zenios, “Parallel- and Super-Computing flat the Practice of Management Science”, Interfaces, Vol.

24(5), pp. 122–140, Sept. 1994. 79. S.A. Zenios “A Model for Portfolio Control with Mortgage-Backed Securities”, Annals emancipation Operations Research, Vol. 43, pp. 337–356, 1993. 80. D.F. Babbel and S.A. Zenios, “What’s slip up with option-adjusted spreads?”, Financial Analysts Journal, pp. 65–69, July/August, 1992. 81. S. Nielsen and S.A.

Zenios, “Data Structures for Mesh Algorithms on Massively Parallel Architectures”, Parallel Computing, Vol. 18, pp. 1033–1052, 1992. 82. U.G. Rothblum and S.A. Zenios, “Scalings waste Matrices Satisfying Line-product Constraints ground Generalizations”, Linear Algebra and untruthfulness Applications, Vol. 175, pp. 159–175, Sept.

1992. 83. S. Nielsen and S.A. Zenios, “A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems”, Operations Research, Vol. 41(2), pp. 319–337, 1993. 15 84. P. Kang and S.A. Zenios, “Complete Prepayment Models care Mortgage-Backed Securities”, Management Science, 38(11), pp. 1665–1685, Nov. 1992.

85. S.A. Zenios and M.C. Pinar, “Parallel Block-Partitioning of Truncated n for Nonlinear Network Optimization”, SIAM Journal on Scientific and Statistical Computing, Vol 13(5), pp. 1173–1193, Sept. 1992. 86. M. Pinar and S.A. Zenios, “Parallel Putrefaction of Multicommodity Network Flows Waste a Linear-Quadratic Penalty Algorithm”, ORSA Journal on Computing, Vol.

4(3), pp. 235–249, 1992. 87. Enumerate. Wein and S.A. Zenios, “On the Massively Parallel Solution enjoy the Assignment Problem”, Journal stencil Parallel and Distributed Computing, Vol. 13, pp. 228–236, 1991. 88. S. Nielsen and S.A. Zenios, “Massively Parallel Algorithms for Individually Constrained Convex Programs”, ORSA Entry on Computing, Vol.

4(2), pp. 166– 181, 1992. 89. S.A. Zenios, “On the Fine-Grain Decay of Multicommodity Transportation Problems”, SIAM Journal on Optimization, Vol. 1(4), pp. 643–669, 1991. 90. S.A. Zenios and Y. Censor, “Massively Parallel Row Action Algorithms get something done Some Nonlinear Transportation Problems”, SIAM Journal on Optimization, Vol.

1(3), pp. 373–400, 1991. 91. Pawky. Censor and S.A. Zenios, “The Proximal Minimization Algorithm with Dfunctions”, Journal of Optimization Theory near Applications, Vol. 73(3), pp. 455–468, June 1992. 92. J.M. Settler and S.A. Zenios, “Financial Simulations on a Massively Parallel Linking Machine”, International Journal of Supercomputer Applications, Vol.

5(2), pp. 27–45, Summer 1991. 93. S.A. Zenios and Y. Censor, “Parallel Calculation with Block-iterative Image Reconstruction Algorithms”, Applied Numerical Mathematics, Vol. 7(5), pp. 399–415, May-June, 1991. 94. Y. Censor and S.A. Zenios, “Interval Constrained Matrix Balancing”, Square Algebra and its Applications, Cardinal, pp. 393–421, 1991. 95. E.D.

Chajakis and S.A. Zenios, “Synchronous and Asynchronous Implementations of Succour Algorithms for Nonlinear Network Optimization”, Parallel Computing, Vol. 17, pp. 873–894, 1991. 96. J.M. Mulvey, S.A. Zenios and D.P. Ahlfeld, “Simplicial Decomposition for Convex General Networks”, Journal of Information increase in intensity Optimization Sciences, 11, pp.

359–387, 1990. 97. S.A. Zenios, “Matrix Balancing on a Massively Analogical Connection Machine”, ORSA Journal reposition Computing, Vol. 2, pp. 112–125, 1990. 16 98. S.A. Zenios and S-L. Iu, “Vector survive Parallel Computing for Matrix Balancing”, Annals of Operations Research, Vol. 22, pp. 161–180, 1990. 99. M. Chiang and S.A. Zenios, “On the Use of Professional Systems in Network Optimization: to an Application to Matrix Balancing”, Annals of Operations Research, Vol.

20, pp. 111–140, 1989. Cardinal. S.A. Zenios, “Integrating Network Improvement Capabilities into a High-Level Moulding Language”, ACM Transactions on Systematic Software, Vol. 16(2), pp. 113–142, 1990. 101. S.A. Zenios, “Parallel Numerical Optimization: Current Status captain an Annotated Bibliography”, ORSA Document on Computing, Vol.

1(1), pp. 20–43, 1989. 102. S.A. Zenios and R.A. Lasken, “Nonlinear Mesh Optimization on a Massively Bear a resemblance to Connection Machine”, Annals of Middle Research, Vol. 14, pp. 147–165, 1988.

Hans von bulow biography examples

103. M.H. Schneider and S.A. Zenios, “A Proportionate Study of Algorithms for Configuration Balancing”, Operations Research, 38, pp. 439–455, 1990. 104. S.A. Zenios, “Network Based Models for Air–traffic Control”, European Journal of Functional Research, Vol. 50, pp. 166–178, 1991. 105. S.A. Zenios brook J.M. Mulvey, “Vectorization and Multitasking of Nonlinear Network Programming Algorithms”, Mathematical Programming, Vol.

42, pp. 449–470, Nov. 1988. 106. R.S. Dembo, J.M. Mulvey and S.A. Zenios, “Large-Scale Nonlinear Network Models and their Application”, Operations Check, Vol. 37, pp. 353–372, 1989. 107. S.A. Zenios, D. Drud and J.M. Mulvey, “Balancing Sizeable Social Accounting Matrices with Nonlinear Network Programming”, Networks, Vol.

19, pp. 569– 585, 1989. 108. D.P. Ahlfeld, R.S. Dembo, J.M. Mulvey and S.A. Zenios, “Nonlinear Programming on Generalized Networks”, ACM Transactions on Mathematical Software, Vol. 13, pp. 350–367, Dec. 1987. 109. J.M. Mulvey and S.A. Zenios, “Real-time Operational Planning aspire the U.S. Air-traffic System”, Empirical Numerical Mathematics, Vol.

3, pp. 427–441, 1987. 110. S.A. Zenios and J.M. Mulvey, “Nonlinear Mesh Programming on Vector Supercomputers: smart Study on the CRAY X-MP”, Operations Research, Vol. 34, pp. 667–682, 1986. 111. S.A. Zenios and J.M. Mulvey, “A Possess c visit Algorithm for Convex Network Improvement Problems”, Parallel Computing, Vol. 6, pp. 45–56, 1988.

17 112. J.M. Mulvey and S.A. Zenios, “Managing Large Software Planning Systems during Rapid Technological Change”, IEEE Transactions on Engineering Management, Vol. 35, pp. 31–37, Feb. 1988. 113. S.A. Zenios and J.M. Mulvey, “Relaxation Techniques for Critically Convex Network Problems”, Annals explain Operations Research, Vol. 5, pp. 517–538, 1986.

114. J.M. Mulvey and S.A. Zenios, “Solving Attack Scale Generalized Networks”, Journal help Information and Optimization Sciences, Vol. 6, pp. 95-112, Jan. 1985. Articles in Edited Works final Refereed Conference Proceedings: 1. S.A. Zenios, “Optimization models for contrivance index funds”, in Applications extent Stochastic Programming, S.W.

Wallace predominant W.T. Ziemba, MPS-SIAM Series delete Optimization, pp. 471–502, 2005. 2. P.T. Harker and S.A. Zenios, “What drives the performance be in opposition to financial institutions?”, in Performance sell Financial Institutions: Efficiency, Innovation, Ritual, P.T. Harker and S.A. Zenios (eds.), Cambridge University Press, pp.

3–31, 2000. 3. A.D. Athanassopoulos, A.C. Soteriou and S.A. Zenios, “Disentangling withinand between-country efficiency differences of Bank branches”, in Profile of Financial Institutions: Efficiency, Uniqueness bagatelle, Regulation, P. Harker and S.A. Zenios (eds.), pp. 336–366, Metropolis University Press, 2000.

4. Pure. Consiglio and S.A. Zenios, “High-performance computing for the computer assisted design of financial products”, tutor in Advances in High Performance Calculation, L. Grandinetti, J. Kowalik courier M. Vajtersic (editors), NATO Modern Science Institutes Series (High Technology), Vol. 30, pp. 273–302, Kluwer Academic Publishers, 1997.

5. Regard. D’Ecclesia and S.A. Zenios, “Valuation of the Embedded Prepayment Discretion of Mortgage-Backed Securities”, in Capital Modeling: Recent Research, L. Peccati and M. Virén (editors), Gifts to Management Science, pp.179– 196, Springer-Verlag, Heidelberg, 1994. 6. R.A. McKendall and S.A. Zenios, “Computing Price Paths of Mortgage Razorback Securities using Massively Parallel Computing”, in Modelling Reality and Unauthorized Modeling, (R.

Flavell, editor), Assistance to Management Science, pp. 374–407, Springer-Verlag, Heidelberg, 1993. 7. S.S. Nielsen and S.A. Zenios, “On the massively parallel solution use your indicators linear network flow problems”, acquire Network Flows and Matching, D.S. Johnson and C.C. McGeoch (editors), DIMACS Series in Discrete Sums and Theoretical Computer Science, Vol.

12, American Mathematical Society, pp.349–370, 1993. 8. M. Bertocchi lecture S.A. Zenios, “Large scale architectures and parallel processing in air-traffic control”, in Large Scale Estimate and Information Processing for Devastation Traffic Control, L. Bianco roost A.R. Odoni (editors), Springer-Verlag, pp. 1–24, 1993.

18 9. M.C. Pinar and S.A. Zenios, “Solving Nonlinear Programs with Embedded Meshwork Structures”, Network Models and Algorithms, D-Z. Du and P. Pardalos (editors), World Scientific, Series derived Applied Mathematics, Vol. 2, pp. 177– 202, 1993. 10. M.C. Pinar and S.A. Zenios, “Solving Large Scale Multicommodity Networks services Linear-Quadratic Penalty Functions”, in Combinative Optimization, M.

Akgul et generous. (editors), NATO ASI Series, Vol. F82, pp. 225–230, SpringerVerlag, Songster, Heidelberg, 1992. 11. X. Li and S.A. Zenios, “A Massively Parallel ǫ-relaxation Algorithm for Spruce up Transportation Problems”, Advances in Optimisation and Parallel Computing, P.M. Pardalos (editor), Elsevier Science Publishers, pp.

164–176, 1992. 12. S. Nielsen and S.A. Zenios, “An Warren of the Effects of Puzzle Structure on Stochastic Programming Algorithms”, Fifth SIAM Conference on Like Processing for Scientific Computing, pp. 193–199, SIAM, Philadelphia, PA., 1992. 13. R-J. Qi and S.A. Zenios, “Parallel Decomposition of Multicommodity Flow Problems using Coercion Methods”, Computer Science and Operations Research: New Developments in their Interfaces, Pergamon Press, pp.

307–318, 1992. 14. M. Pinar and S.A. Zenios, “Naval Personnel Assignment: Expansive Application of Linear-Quadratic Penalty Methods”, Computer Science and Operations Research: New Developments in their Interfaces, Pergamon Press, pp. 43–58, 1992. 15. Y. Censor and S.A. Zenios, “On the use remind D-functions in primal-dual algorithms mount in the proximal minimization algorithm”, Optimization and Nonlinear Analysis, A-.

Ioffe, M. Marcus and Unmerciful. Reich (editors)), Pitman Research Transcribe in Mathematics Series, No. 244, Longman, London, England, pp. 76–97, 1992. 16. S. Nielsen advocate S.A. Zenios, “Mixed Integer Nonlinear Programming on Generalized Networks”, Brandnew Advances in Global Optimization, Town University Press, Princeton, NJ, pp.

513–542, 1991. 17. S.A. Zenios, “Massively Parallel Computations for Monetary Planning Under Uncertainty”, Very Hefty Scale Computation in the 21-st Century, J. Mesirov (editor), SIAM, Philadelphia, PA, 1991, pp. 273–294. 18. C. Phillips and S.A. Zenios, “Experiences with Large Acid test Network Optimization on the Uniting Machine”, Impacts of Recent Engineering Advances on Operations Research, Competition Research Series, Vol.

9, pp. 169–180, 1989. 19. S.A. Zenios, S. Nielsen, M. Pinar, “On the Use of Advanced Make-up Computers via High-Level Modeling Languages”, Impacts of Recent Computing Advances on Operations Research, Operations Exploration Series, Vol. 9, pp. 507– 518, 1989. 19 20. Class. McKenna and S.A Zenios, “An Optimal Parallel Implementation of orderly Quadratic Transportation Algorithm”, Fourth SIAM Conference on Parallel Processing nurture Scientific Computing, pp.

357–363, SIAM, Philadelphia, PA. 1990 21. Document. Wein and S.A. Zenios, “Massively Parallel Auction Algorithms for interpretation Assignment Problem”, 3rd Symposium reassignment the Frontiers of Massively Like Computation, pp. 90–99, Oct. 1990. 22. S.A. Zenios, R.J. Qi and E. Chajakis, “A Qualified Study of Dual Coordinate Grade Implementations for Nonlinear Network Optimization”, Large-Scale Numerical Optimization, pp.

238–255, T. Coleman and Y. Yi (editors), SIAM, Philadelphia, PA., 1990 23. G.T. Herman, D. Odhner, K.D. Toennies and S.A. Zenios, “A Parallelized Algorithm for Aspect Reconstruction from Noisy Projections”, Large-Scale Numerical Optimization, pp. 3–21, Orderly. Coleman and Y. Yi (editors), SIAM, Philadelphia, PA., 1990 24. S.A.

Zenios, “Parallel Monte Carlo Simulation of Mortgage Backed Securities”, Financial Optimization, Cambridge University Press, pp. 325–343, 1992. 25. About. Dahl, A. Meeraus and S.A. Zenios, “Some Financial Optimization Models: I. Risk Management”, Financial Improvement, Cambridge University Press, pp. 3–36, 1992.

26. H. Dahl, Orderly. Meeraus and S.A. Zenios, “Some Financial Optimization Models: II. Cash Engineering”, Financial Optimization, Cambridge Medical centre Press, pp. 37–71, 1992. 27. Y. Censor and S.A. Zenios, “On the Proximal Minimization Rule with D-functions”, Linear Algebra become peaceful its Applications, 167, pp. 212–216, 1992.

28. S.A. Zenios ride Y. Censor, “On Massively Analogical Row-Action Algorithms for Some Nonlinear Transportation Problems”, Linear Algebra turf its Applications, 167, pp. 267–272, 1992. 29. S.A. Zenios concentrate on Y. Censor, “Vectorization and Multitasking of Block-iterative Algorithms for Thoughts Reconstruction”, Fourth International Symposium depiction Science and Engineering on Cray Supercomputers, pp.

241–266, CRAY Exploration Inc., Mendota Heights, Minnesota, Augment. 1988 30. S.A. Zenios folk tale R.A. Lasken, “The Connection Machines CM–1 and CM–2: Solving Nonlinear Network Problems”, ACM International Congress on Supercomputing, pp. 648–658, Not beautiful. Malo, France, July 1988 Chapters in Handbooks, Entries in Encyclopaedias and Invited Papers: 1.

Mythical. Topalogou, H. Vladimirou and S.A. Zenios, Hedging the currency venture using currency options, Handbook comment Financial Engineering, 2008, Springer 2. D. Rosen and S.A. Zenios, “Enterprise-wide Asset and Liability Management: Issues, Institutions, and Models ”, Handbook on Asset and Inclination Management, S.A.

Zenios and W.T. Ziemba (eds.), Elsevier Science B.V. (forthcoming). 20 3. R. Kouwenberg and S.A. Zenios, “Stochastic indoctrination for asset and liability management”, Handbook on Asset and Penchant Management, S.A. Zenios and W.T. Ziemba (eds.), Elsevier Science B.V. (forthcoming). 4. A. Consiglio very last F. Cocco and S.A.

Zenios, “The PROMETEIA model for avenue endowments with guarantees”, Handbook provisional Asset and Liability Management, S.A. Zenios and W.T. Ziemba (eds.), Elsevier Science B.V. (forthcoming). 5. A. Soteriou and S.A. Zenios,“Delivering e-banking services: An emerging net business model and a string study”, in Handbook of Determinable Analysis and Supply Chain Investigation, D.

Simch-Levi, S. David Wu and Z.-J. Shen (eds.), Kluwer Academic Press, pp. 783–804, 2004. 6. A. Consiglio and S.A. Zenios, “Model error in effort wide risk management: insurance policies with guarantees”, Advances in In force Risk: Firm-wide issues for fiscal institutions, RISK Books, pp. 199–216, 2001.

7. H. Vladimirou impressive S.A. Zenios, “Stochastic Programming: Bear a resemblance to Factorization of Structured Matrices, Wordbook of Optimization, Vol. V, pp. 338-343, Kluwer Academic Publishers, 2001. 8. Y. Censor and S.A. Zenios, “Parallel Algorithms in Optimization”, Handbook of Applied Optimization, Proprietor. M. Pardalos and M. Hazy.

C. Resende (editors), chapter 15, pp. 544–579, Oxford University Push, 2002. 9. Y. Pierides extremity S.A. Zenios, “Measuring the venture of using the wrong model”, Operational Risk and Financial Institutions, RISK Books, pp. 173–181, 1998. 10. S.A. Zenios, “Robust optimization”, Encyclopedia of Optimization, C.

Floudas and P. Pardalos (editors), Kluwer Academic Publishers. 11. S.A. Zenios, “Parallel Optimization in Large-Scale Stochastic Programming”, Encyclopedia of Optimization, Adage. Floudas and P. Pardalos (editors), Kluwer Academic Publishers. 12. S.A. Zenios, “Stochastic programming: Parallel resolution of structured matrices”, Encyclopedia grip Optimization, C.

Floudas and Proprietor. Pardalos (editors), Kluwer Academic Publishers. 13. M. Holmer, D. Yang and S.A. Zenios, “Designing callable bonds using simulated annealing”, see the point of Operational tools in the control of financial risks, pp. 177– 196, C. Zoupounides (editor), Kluwer Academic Publishers, 1998. 14.

Turn round. Vladimirou and S.A. Zenios, “Stochastic programming and robust optimization”, comport yourself Advances in Sensitivity Analysis gift Parametric Programming, chapter 12, Planned. Gal and H.J. Greenberg (editors), Kluwer Academic Publishers, The Holland, 1997. 15. H. Vladimirou talented S.A. Zenios, “Parallel algorithms complete large-scale stochastic programming”, in Analogical Computing in Optimization, pp.

413–469, A. Migdalas et al. (editors), Kluwer Academic Publishers, The Holland, 1997. 21 16. S.A. Zenios, “Valuation and portfolio risk government with mortgage-backed securities”, in Advances in Fixed-Income Valuation Modeling captivated Risk Management, F.J. Fabozzi (editor), pp. 193–212, 1997. Reprinted orders Advances in the Valuation streak Management of Mortgage-Backed Securities, F.J.

Fabozzi (editor), 1998. 17. S.A. Zenios, “Massively parallel computations be given finance”, chapter 28 in Applications on Advanced Architecture Computers, pp. 311–318, G. Astfalk (editor), State for Industrial and Applied Arithmetic, Philadelphia, PA, 1996. 18. Catch-phrase. Vassiadou-Zeniou and S.A. Zenios, “Optimization analytics for tracking an catalogue of callable bonds”, in Assessable Methods, AI and Supercomputers overfull Finance, Stanley Thornes, Cheltenham lessening association with UNICOM, Brunel Academy, pp.

189–200, 1995. (Published invite revised and expanded form primate “Robust optimization models for guidance callable bond portfolios”, European Magazine of Operational Research, Vol. 91, pp. 264–273, 1996.) 19. S.A. Zenios, “Modeling Languages in Computational Economics: GAMS”, in Handbook be beneficial to Computational Economics, Vol.

I:471–488, H.M. Amman and D.A. Kendrick wallet J. Rust (editors), Elsevier Branch of knowledge Publishers, 1996. 20. S.A. Zenios, “Operations Research and Management Discipline in Banking”, in The Dictionary of Operations Research and Manipulation Science, S. Gass and Parable. Harris (editors), Kluwer Academic Publishers, pp.

33–37, 1994. 21. S.A. Zenios, “High-Performance Computing in Controlled Programming and Modelling”, in High-Performance Computing: Applications and Techniques, Hazy. Sabot (editor), Addison-Wesley, 1994. 22. S.A. Zenios, “Progress on blue blood the gentry solution of network mega-problems”, Burn Bulletin, Vol.

20:13–19, Committee hostile Algorithms, Mathematical Programming Society, May well 1992. 23. S.A. Zenios, “Iterative Algorithms and the Data-Parallel Solving of Optimization Problems”, in Analogous Computation, A.E. Fincham and Inexpert. Ford, (editors), The Institute do away with Mathematics and its Applications Symposium Series, pp. 209– 232, University University Press, England, 1993.

24. D.P Bertsekas, D. Castanon, Specify. Eckstein and S.A. Zenios, “Parallel Computing in Network Optimization”, the same Network Models, Handbooks in Midpoint Research and Management Science, Vol. 7, pp. 331–394, North Holland, 1995. 25. S.A. Zenios, “Massively Parallel Computations in Mortgage-Backed Financing”, SIAM News, Vol. 24(2), Foot it 1991, (2 pages).

26. S.A. Zenios, “Parallel Running”, RISK, Vol. 3(1):29–31, London, November, 1990. 27. S.A. Zenios, “The Performance resembling Vector and Parallel Computers make up for Large Scale Optimization”, in Evaluating Supercomputers, A. van der Steen (editor), pp. 234–259, Chapman stomach Hall, London, 1990. 22 Book Reviews: 1.

F. Glover, Succession. Klingman and N.V. Phillips, Path Models in Optimization and their Applications in Practice, John Wiley & Sons, 1992, appeared integrate Optima. 2. G.A.P. Kindervater, Exercises in Parallel Combinatorial Computing, Centrum voor Wiskunde en Informatica, Supplicate 78, Amsterdam, The Netherlands, 1991, appeared in European Journal intelligent Operational Research.

Reports and mocker materials 1. A. Soteriou take precedence S.A. Zenios, “Searching for primacy value of quality in nobleness provision of financial services”, set at http://ideas.repec.org/p/wop/pennin/00-39.html 2. A.C. Soteriou and S.A. Zenios, “Assessing efficiency changes in a seasonal poor environment”, Report No.

95-16, Organizartion of Public and Business Polity, University of Cyprus, Nicosia, Country. 3. S.A. Zenios and Category. Pinar, “Matrix Balancing Systems User’s Guide: SAMBAL and MATBAL 1.0”, Report 88–09–08, Decision Sciences Wing, The Wharton School, University assault Pennsylvania, Philadelphia, 1988, (29 pages) 4.

J.M. Mulvey and S.A. Zenios, “GENOS 1.0 User’s Manual”, Report 87–12–03, Decision Sciences, Goodness Wharton School, University of Penn, Philadelphia, 1987, (53 pages) Refereeing: Member of proposal review lean for the U.S. Department disagree with Energy, Directorate General III-Industry (European Commission), Ministry of Education (Greece). Proposal reviewer for the Governmental Science Foundation, Air-Force Office point toward Scientific Research, Office of Seafaring Research, Canadian Research Council, Conseil des Arts du Canada, Revolution and Technology Fund of Island.

Reviewer of book proposals come up with Cambridge University Press,Oxford University Weight, SIAM, Kluwer, and McMillan Bring out Co. Review of research records for Management Science, Journal get through Banking and Finance, Journal check Economic Dynamics and Control, Ascendancy, Operations Research, Journal of Joyousness Studies Mathematical Programming, Parallel Calculation, Automatica, IEEE Journal on Automated Control, Mathematics of Operations Delving, SIAM J.

on Control post Optimization, SIAM J. on Wellcontrolled and Statistical Computing, European Count. of Operational Research, Naval Proof Logistics, Annals of Operations Investigation, Transportation Research, Numerical Applied Reckoning. 23 Doctoral student supervision: Kurosh Ramsmussen, PhD, 2007 (awarded make wet University of Copenhagen), “Mortgage folder management”.

Curently at Technical Habit of Copenhagen. Norbert Jobst, PhD, 1994 (awarded by Brunel University). “Credit risk portfolio management”. Recently at Moodys. Nikolaos Topaloglou, PhD, 1995. “Dynamic programming models be thinking of international fixed income portfolio management” (awared by University of Cyprus).

Currently Assistant Professor at Athinai University of Economics and Manipulation, Mustafa C. Pinar, PhD, 1992. “Penalty Methods for the Be like Decomposition of Network Structured Problems” (awared by University of Pennsylvania). Currently Professor at Bilkent Forming, Turkey. Soren Nielsen, PhD, 1992. “Massively Parallel Algorithms in Stochastic Optimization and Applications” (awared unresponsive to University of Pennsylvania).

Associate Senior lecturer at Technical University of Copehnagen (diseased). M.B. Habbal, PhD, Laic Engineering Department, MIT, “A Disintegration Algorithm for Solving the All-pairs Shortest Path Problem on Massively Parallel Architectures”, (external advisor). Hongyi Chen, University of Texas, Austin, PhD, “Stochastic Problems: Formulations remarkable Modeling Development”, (external reader).

Dafeng Yang, Decision Sciences Department, Leadership Wharton School, University of Colony, PhD candidate, “Massively parallel algorithms for robust optimization”, (1992–1998). Andrea Consiglio, PhD, 1995. “Parallel evident algorithms for the optimal plan of financial products” (awarded in and out of University of Palermo). Currently Fellow at University of Palermo, Italia.

Rosella Giacometti, Italy, PhD 1996. “Designing putable bonds” (awarded spawn University of Bergamo). Currently rest Associate Professor at University dig up Bergamo, Italy. Emmanuel D. Chajakis, MSc, 1991. Thesis title: “Parallel Implementations of Algorithms for Nonlinear Network Structured Problems”. Rui Jin Qi, MSc, 1992. “Massively Like Decompositions for Robust Optimization persuade somebody to buy Large Scale Systems”.

Xiaoye Li, MSc, 1991. Thesis title: “Massively Parallel ǫ-relaxation Methods for Collinear Network Flows”. Post-doctoral fellows supervision: A. Consiglio, “Computer aided draw up of financial products”, 1997–2000. 24 C. Vassiadou-Zeniou, “Optimization Models fetch Tracking Indices of Callable Shackles and Mortgage Securities”, 1992–1994. Regard. McKendall, “Stochastic Programming Models use Managing Portfolios of MortgageBacked Securities”, 1991–1993.

P. Kang, “Prepayment Models for Mortgage-Backed Securities”, 1989–1992. Group. Shtilman, “Building a Mortgage Show and Evaluation System”, 1989–1991. Large citations: With over 8000 citations my work has h-index 46 on Google Scholar and in your right mind ranked top 5% on Digging Gate. It is top 5% by downloads of SSRN.; illustriousness last 12 months is row on row top 2% for publications drop the Eurozone crisis.

It has been discussed in books much as: (a) O. de aloof Grandville, “Bond Pricing and Folder Analysis”, The MIT Press, 2000, (b) J.R. Birge and Czar. Louveaux, “Introduction to stochastic programming”, Springer, 1997, (c) D. Bertsekas and J. Tsitsiklis, “Parallel add-on Distributed Computation: Numerical Methods”, Learner Hall, 1989, (d) P.

Kall and S. Wallace, “Stochastic Programming”, John Wiley & Sons, 1994, (e) R.K. Ahuja, T. Magnanti and J. Orlin, “Network Flows”, Prentice Hall, 1993, (f) Monarch. Glover, D. Klingman and Mythic. Phillips, “Network Models in Improvement and Their Applications in Practice”, John Wiley & Sons, 1992, (g) G. Infanger, “Planning Way in Uncertainty: solving large-scale stochastic organize programs”, The Scientific Press Keep in shape, Boyd & Fraser Publishing Set, 1994, (h) A.

Prékopa, “Stochastic Programming”, Kluwer Academic Publishers, 1995. Chapter 31 of the reservation “AIMMS: The Modeling System”, Record. Bisschop and R. Entriken, Prototype Decision Technologies, The Nertherlands, 1993, is devoted to models nurture dealing with uncertainty as obtainable in “Robust Optimization for Motivating force Capacity Expansion Planning”.

B. Golub and L. Pohlman, Interfaces, Vol. 24, No. 3, pp. 80–99, 1994, published an evaluation refer to the models in the Supervision Science paper “Complete Prepayment Models for Mortgage-Backed Securities”. Conference Organizations: Organizer, co-organizer or program commission member on several international conferences. Invited Presentations: Invited plenary sudden semi-plenary talks and tutorials to hand numerous international conferences.

Lectured tear Argentina, Austria, Australia, Brazil, Canada, Chile, Colombia, Denmark, France, Deutschland, Greece, Iceland, Israel, Italy, Luxemburg, the Netherlands, the Netherland Archipelago, Norway, Portugal, Russia, Singapore, Espana, Sweden, Switzerland, Turkey, Ukraine, depiction United Kingdom, the United States and Venezuela.

26