Vasilios N Katsikis

Vasilios N. Katsikis
Assistant Professor
General Department of Mathematics
Technological Education Institute of Piraeus
Petrou Ralli & Thivon 250
12244 Aigaleo
Athens, Greece

Phone Number: +302105381245

vaskats@gmail.com

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Specialization and Research Interests

1. Functional Analysis
2. Ordered Spaces
3. Generalized Wedges (Ordered Cones)
4. Ordered subspaces with the Riesz Decomposition Property
5. Scientific computing and computational methods in Vector Lattices
6. Mathematical Economics(Portfolio Insurance)
7. Computational Methods for the Moore-Penrose Generalized Inverse, applications in image restoration.


Journal articles

2010	DOI S Chountasis, V N Katsikis, D Pappas (2010) Digital Image Reconstruction In The Spectral Domain Utilizing The Moore-Penrose Inverse Mathematical Problems in Engineering Abstract: Notes:
2009	S Chountasis, V N Katsikis, D Pappas (2009) S. Chountasis, V.N. Katsikis, D. Pappas, Image restoration via fast computing of the Moore-Penrose inverse matrix 16th IWSSIP Abstract: Notes:
	DOI S Chountasis, V N Katsikis, D Pappas (2009) Applications of the Moore-Penrose Inverse in digital image restoration, Mathematical Problems in Engineering Abstract: Notes:
2008	V N Katsikis_D Pappas (2008) Fast computing of the Moore-Penrose inverse matrix Electronic Journal of Linear Algebra 17: Abstract: Notes:
	DOI Vasilios N Katsikis (2008) Computational methods in lattice-subspaces of C[a,b] with applications in portfolio insurance Abstract: In this article we develop a computational method for an algorithmic process first posed by I. Polyrakis in 1996 in order to check whether a finite collection of linearly independent positive functions in C[a, b] forms a lattice-subspace. Lattice-subspaces are closely related to a cost minimization problem in the theory of finance that ensures the minimum-cost insured portfolio and this connection is further investigated here. Finally, we propose a computational method in order to solve the minimization problem and to calculate the minimum-cost insured portfolio. All of the numerical work is performed using the Matlab high-level language. Notes:
2007	DOI Vasilios N Katsikis (2007) Computational methods in portfolio insurance Applied Mathematics and Computation 189: 1. 9-22 June Abstract: In this article we develop a computational method for an algorithmic process first posed by Abramovichâ��Aliprantisâ�� Polyrakis in 1994 in order to check whether a finite collection of linearly independent positive vectors in Rm forms a latticesubspace. Lattice-subspaces are closely related to a cost minimization problem in the theory of finance that ensures the minimum-cost insured portfolio and this connection is further investigated here. Finally, we propose a computational method in order to solve the minimization problem and to calculate the minimum-cost insured portfolio. All of the numerical work is performed using the Matlab high-level language. Notes:

Journal articles