Stelios Psarakis

Professor

Athens University of Economics and Business

Greece

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Stelios Psarakis is a Professor at the Athens University of Economics and Business in Greece. His research areas include control charts, multifactor affine term structure models, and the statistical modeling of functional profiles. Noteworthy recent publications focus on applications in portfolio optimization and the integration of artificial neural networks in understanding multivariate control charts.

Articles (11)

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2025

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2024

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2023

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2023

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2023

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2023

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2022

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2022

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2022

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2021

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2021

Collaborators (5)

Philippe Castagliola

FRANCE

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Athanasios Rakitzis

Assistant Professor

University of Piraeus

GREECE

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Georgios Papayiannis

Professor (Assistant)

University of Piraeus

GREECE

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Petros Maravelakis

Associate Professor

University of Pireaus

GREECE

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Giovanni Celano

Professore Associato

Università degli Studi di Napoli Federico II

ITALY

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Stelios Psarakis

Research Interests

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About

Articles (11)

Control Charts and Multifactor Affine Term Structure Models

Probability‐type, Shewhart‐type and EWMA control charts for individual observations from the two‐parameter Lindley distribution

An EWMA sign chart for dispersion with exact run length properties

The EWMA sign chart revisited: performance and alternatives without and with ties

An exponentially weighted moving average control chart based on signed ranks for finite horizon processes

Modelling of Functional Profiles and Explainable Shape Shifts Detection: An Approach Combining the Notion of the Fréchet Mean with the Shape-Invariant Model

Affine Term Structure Models: Applications in Portfolio Optimization and Change Point Detection

Control charts in financial applications: An overview

A robust meta‐method for interpreting the out‐of‐control signal of multivariate control charts using artificial neural networks

An EWMA signed ranks control chart with reliable run length performances

An EWMA-type chart based on signed ranks with exact run length properties

Collaborators (5)

Philippe Castagliola

Athanasios Rakitzis

Georgios Papayiannis

Petros Maravelakis

Giovanni Celano

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