Research
Research Interest 1
My current research is in the intersection of mathematical methods & techniques with applications in finance, actuarial science and engineering. I am specifically interested in developments of new tools and techniques in uncertainty quantification, risk analysis and management.
My key expertise is in the area of:
*Quantitative Finance
- Behavioural Finance Aspects (Equity Premium Puzzle, Disappointment & Loss Aversion, Asset Allocation)
- Catastrophe Risk Bonds
- Economics of Community Disaster Resilience
- Co-integration Based Networks
- Visibility Graph Theory (Hyperbolic Geometry)
*Actuarial Science
- Premium – Reserve Strategies
- Premium Pricing Methodologies
- Competitive Insurance Markets
- Mortality Modelling (Climate Changes)
- Risk Analysis
*Mathematical Engineering
- Robust control theory and applications
- Singular Systems
- Stochastic Vibration Theory: systems with singular mass matrices
- Multi-Body Systems – Higher order systems
Research grants
Role of incidental sensory-affective stimuli on the brain valuation system.
UNILEVER NEDERLAND BV (NETHERLANDS)
October 2015 - September 2019
Agricultural Insurance and Reinsurance
SOCIETY OF ACTUARIES (USA)
July 2015 - March 2017
RARE - Risk Analysis, Ruin and Extremes
EUROPEAN COMMISSION
December 2012 - November 2016
Research collaborations
Dr Efstathios Antoniou
Alexander Technological Educational Institute of Thessaloniki, Greece
Mathematical methods in Engineering
Dr Hirbod Assa
Premium - Reserve Processes; Reserving; Agriculture Finance & Commodities
Prof. Bilal Ayyub
University of Maryland, USA
Economics of Community Disaster Resilience
Prof. Michael Beer
Leibniz Universität Hannover, Germany and University of Liverpool, UK
Reliability Theory; Optimization
Prof. George Halikias
City University, UK
Robust Theory and Stability (Strong Stability, Asymptotic Stability etc.);
Prof. Soosung Hwank
Sungkyunkwan University, Korea
Behavioural Finance; Asset Allocation; Quantitative Finance
Dr Vasileios Kallinterakis
Behavioural Finance
Prof. Grigoris Kalogeropoulos
National and Kapodistrian University of Athens, Greece
Mathematical Control Theory Research Group: Linear Control Theory
Prof. Nikos Karampetakis
Aristotle University of Thessaloniki, Greece
Mathematical Control Theory
Dr Ioannis Kougioumtzoglou
Columbia University, USA
Mathematical Methods in Engineering
Dr Konstantinos Liaskos
National and Kapodistrian University of Athens
Stochastic Differential Equations; Degenerate Sobolev Equations and its Applications in Sciences and Engineering
Prof. Rosario Mantegna
Central European University, Hungary and University of Palermo, Italy
Financial Network Theory
Dr Colin O'Hare
Monash University, Australia
Financial consequences of seasonal change on mortality
Prof. Antonina Pirrotta
University of Palermo, Italy and University of Liverpool, UK
Linear Vibration Theory (Multi-Body & Mechanical Systems)
Dr Nisha Rambeerich
University of Technology, Mauritius
Computational Financial Mathematics
Dr Kimmo Soramaki
Financial Network Analytics LTD (UK)
Financial Network Theory
Dr Andrej Stancak
Cognitive and Behavioural Finance
Prof. Ioannis G. Stratis
National and Kapodistrian University of Athens, Greece
Stochastic Differential Equations; Degenerate Sobolev Equations and its Applications in Sciences and Engineering
Prof. Calum Turvey
Cornell University, USA
Agriculture Finance & Commodities
Dr Jian Zhou
Shanghai University, China
Multi-Objective Programming & Optimization; Genetic Algorithm
Dr Konstantin Zuev
California Institute of Technology, USA
Financial Network Theory