Find Academic Supervisors

• Spectral Analysis of Time Series
• Cointegration Methods
• Bootstrap Applications
• +3 more

Evangelos Ioannidis is an Associate Professor at the Department of Statistics, School of Informatics and Statistics, Athens University of Economics and Business. Born in 1962, he holds a Mathematics PhD from the University of Heidelberg (1993) and has served in his current department since 1999, progressing from Lecturer (1999) to Assistant Professor (2007) and Associate Professor (2023). His expertise spans spectral analysis of time series , cointegration methods , and bootstrap applications in economic data analysis, with additional focus on Official Statistics and sampling techniques . University of Heidelberg: MMath (1987), PhD (1993) Researcher, University of Heidelberg (1987-1991) Visiting Researcher, University of Orsay, Paris Sud (1992-1993) OECD, Paris (1994-1998) National Institute of Labour (1999) His scientific contributions focus on time series econometrics, VAR model spectra, and R&D expenditure analysis. Recent work includes non-parametric spectral estimation and risk-based sampling methodology. He has collaborated with Eurostat on statistical projects (2012-2014). Current affiliations include the Athens University of Economics and Business , where he teaches and conducts research on economic time series analysis and statistical methods.

Angelos KanasView profile

Professor

• Finance
• International Finance
• Financial Markets
• +2 more

Angelos Kanas is a Professor of Finance at the Department of Economics within the School of Economics, Business and International Studies at the University of Piraeus. His academic career spans over two decades with significant contributions to finance, banking, and econometric modeling, supported by continuous research funding from entities including NATO and the European Union. His educational background includes undergraduate studies funded by the Hellenic National Scholarships Foundation (I.K.Y.), an M.Sc. supported by the Bodosakis Foundation, and a Ph.D. financed by the National Scholarships Foundation (I.K.Y.). Kanas specializes in Finance, International Finance, Financial Markets, Financial Risks and Protection, and Banking. His research integrates advanced quantitative methods to analyze systemic risk, market efficiency, and policy impacts, with particular focus on regime-switching models and DEA efficiency measurements. Recent work explores intersections between climate finance, banking stability, and corporate governance. Analysis of his 15 most recent publications reveals an evolving research trajectory: early work (2005-2013) established expertise in exchange rate dynamics and asset pricing, while post-2015 research increasingly addresses banking regulation, systemic risk prediction, and methodological innovations in efficiency analysis. Current work (2022-2025) demonstrates strong engagement with climate-related financial risks and AI applications in finance. Hellenic National Scholarships Foundation (I.K.Y) studentship (undergraduate, three annual) Bodosakis Foundation scholarship (M.Sc.) National Scholarships Foundation (I.K.Y.) scholarship (Ph.D.) Kanas has secured research funding from NATO and EU bodies, reflecting recognition of his work's policy relevance. His extensive refereeing activities across 30+ journals including Journal of International Economics and Journal of Banking and Finance demonstrate scholarly leadership. He teaches core finance courses including International Finance and Special Topics in Finance, and has authored two academic books: Principles of Investment Analysis and Financial Markets (2021) and FinTech and Machine Learning: Basic Principles and Applications (2023).

• Bayesian Inference
• Financial Econometrics
• Time Series Modelling
• +4 more

Ioannis Vrontos is an Associate Professor at the Department of Statistics, Athens University of Economics and Business (AUEB). He holds a B.Sc., M.Sc., and Ph.D. in Statistics all from AUEB (1995, 1997, 2001 respectively). His research focuses on Bayesian methods, financial econometrics, and time series analysis, with applications in asset pricing, volatility modeling, and risk management. He has published extensively in top journals like the Journal of Empirical Finance and Journal of Computational and Graphical Statistics. Education: B.Sc. in Statistics, AUEB (1995) M.Sc. in Statistics, AUEB (1997) Ph.D. in Statistics, AUEB (2001) Research Interests: Bayesian inference, hidden Markov models, financial econometrics, optimal portfolio allocation, and hedge fund analysis. His work integrates advanced statistical techniques with financial market applications. Publications reflect expertise in econometric modeling, particularly in handling model uncertainty and structural breaks. Recent work includes pandemic economic impact analysis and machine learning applications in financial forecasting. Professional Affiliations: Member of the International Society for Bayesian Analysis, Institute of Mathematical Statistics, and Greek Statistical Institute. Lab/Team Involvement: Active in AUEB's statistical research groups, contributing to interdisciplinary projects in finance and economics.

Nikitas PittisView profile

Professor

• Econometric Theory
• Probability Theory
• Portfolio Theory
• +2 more

Professor Nikitas Pittis holds the position of Professor of Financial Econometrics at the University of Piraeus since 2000. His career includes roles as Assistant/Associate Professor at the University of Cyprus (1993–2000), Researcher at the Union Bank of Switzerland (1992–1993), and Researcher at the National Institute of Economic and Social Research (1991–1992). He is affiliated with the Department of Finance and Banking Administration. Research Focus: Econometric Theory Probability Theory Portfolio Theory Decision Theory Philosophy of Economics His notable publications include works on econometric methodology, time series analysis, and financial modeling. He has collaborated with Nikolaos Kourogenis on influential papers in Econometric Reviews and Journal of Time Series Analysis . Professor Pittis has contributed to foundational texts such as Probability Theoretical Foundation of Econometrics and Unified Quantitative Methods in Economics . No honorary doctorates or formal student advisees are explicitly listed in the provided materials.

Ioannis VrontosView profile

Associate Professor

• Bayesian Inference
• Financial Econometrics
• Time Series Modeling
• +7 more

Ioannis Vrontos serves as Associate Professor at the Department of Statistics within the School of Information Sciences and Technology at Athens University of Economics and Business (AUEB). His academic career has been entirely rooted at AUEB, where he completed all his educational milestones. Dr. Vrontos earned his B.Sc. in Statistics (1995), M.Sc. in Statistics (1997), and Ph.D. in Statistics (2001) from Athens University of Economics and Business. His doctoral work focused on Bayesian Autoregressive Conditional Heteroscedasticity models and MCMC applications in time-varying volatility models under the supervision of Petros Dellaportas. His research program centers on advanced statistical methodologies applied to financial markets. Vrontos specializes in Bayesian inference techniques for financial econometrics, with particular emphasis on MCMC methods, hidden Markov models, and time series analysis. His work bridges theoretical statistics with practical financial applications, especially in portfolio optimization, hedge fund analysis, and volatility modeling. Recent research extends into machine learning applications for financial forecasting and pandemic economic impact modeling. The analysis of his recent publications reveals a clear trajectory toward integrating traditional Bayesian methods with modern machine learning approaches. His work increasingly addresses complex financial prediction problems through quantile regression, tree-structured models, and non-homogeneous hidden Markov frameworks. The 2020-2024 publications demonstrate significant focus on pandemic economic impact modeling and advanced forecasting techniques for financial markets. International Society for Bayesian Analysis Institute of Mathematical Statistics Society of Computational Economics Greek Statistical Institute Dr. Vrontos has secured substantial research funding including the Hellenic Foundation for Research and Innovation project on Modeling the Economic and Financial Impact of COVID-19 (2022-2023), multiple ELKE OPA-funded research projects on Bayesian methods in finance, and international collaborations like the Systemic Risk Tomography (SYRTO) Project funded by the European Union. His research group actively investigates financial time series predictability, portfolio optimization under uncertainty, and pandemic economic effects.

Nikolaos KourogenisView profile

Professor

• Quantitative Methods in Finance
• Time Series Analysis
• Econometric Theory
• +3 more

Nikolaos Kourogenis is a full Professor at the Department of Financial and Banking Administration of the University of Piraeus, where he has been teaching since 2002 across undergraduate, postgraduate, and doctoral programs. He currently serves as President of the Department (since 2020) and Director of the Postgraduate Programs "Finance and Banking" and "The Financial and Institutional Framework of Money and Capital Markets" (since 2018). He is a regular member of the University of Piraeus Senate and has served on the Research Committee and as Director of the Doctoral Program. PhD: National Technical University of Athens BA: National and Kapodistrian University of Athens Professor Kourogenis' research focuses on Quantitative Methods in Finance, Time Series Analysis, Econometric Theory, Data Science, Decision Science, and nonlinear mathematical analysis. His work bridges theoretical econometrics with practical financial applications, particularly in asset pricing models, volatility modeling, and time series forecasting. His research demonstrates a consistent progression from foundational mathematical analysis to sophisticated financial modeling applications. His publications in prestigious journals like the Journal of Financial and Quantitative Analysis, Journal of Time Series Analysis, and Journal of Empirical Finance reveal a strong emphasis on methodological rigor in financial econometrics. The research trajectory shows a transition from pure mathematical analysis (early career) to increasingly applied financial econometrics (later career), with particular expertise in handling nonstationary volatility, unit root testing, and factor models in financial markets. Professor Kourogenis has actively participated in European research programs as a scientific manager and in privately funded research initiatives. He has also presented his work at numerous international conferences and served as an invited speaker. His professional experience extends beyond academia to include work in the private banking sector and research associations at the University of Amsterdam. He has taught at the University of Crete and maintains active involvement in academic administration through his roles in departmental leadership and university governance. His contributions to the Department of Financial and Banking Administration have been significant, helping establish it as the only university department in Greece exclusively focused on Finance and Banking Administration.

• Time Series Analysis
• Econometrics
• Applied Macroeconomics
• +1 more

Christos Agiakloglou is a Professor at the Department of Economics of the University of Piraeus , with a specialization in Econometrics and Time Series Analysis . He earned his Ph.D. and Master's degrees from prestigious institutions in the United States, including the University of Illinois at Urbana-Champaign. Education: Ph.D. in Economics (Econometrics), University of Illinois at Urbana-Champaign M.Sc. in Finance, University of Illinois at Urbana-Champaign M.Sc. in Economics, Florida Atlantic University B.Sc. in Economics (with honors), University of Macedonia Research Interests focus on time series analysis , econometric methodology , and applied macroeconomic modeling . His work addresses challenges in statistical inference, unit root testing, and spurious regression behavior, with applications in telecommunications and industrial policy. Scientific Contributions include over 20 peer-reviewed articles and multiple book chapters. Key themes in his publications involve: Testing for trend vs. difference stationarity Spurious regression dynamics Fractional integration and long-memory processes Industrial production cycles He was awarded the Robert E. Demarest Memorial Award for teaching excellence. His research has been cited extensively in international journals. Teaching Responsibilities : Undergraduate: Econometrics I , Econometrics II , Topics in Applied Econometrics Postgraduate: Quantitative Methods for Economic Decisions , Statistical Methods , Quantitative Methods

Malliaropoulos DimitriosView profile

Professor

• Macro-Finance
• Securities Valuation
• Portfolio Management
• +3 more

Professor Dimitrios Malliaropoulos is a faculty member in the Department of Financial and Banking Administration at the University of Piraeus , Greece. In parallel, he serves as Director of Economic Studies and Chief Economist of the Bank of Greece . His career blends rigorous academic research with high-level policy and banking advisory roles. Education & Academic Career: Ph.D. in International Finance, Freie Universitaet Berlin (also studied sociology and economics there) Professor, Department of Financial and Banking Administration, University of Piraeus (current) Former teaching posts at: Brunel University London, London Guildhall University, Freie Universitaet Berlin Visiting Professor, New Economic School (Moscow) and Russian Academy of Sciences Research Interests: His work centres on the intersection of macroeconomics and finance. Core themes include securities valuation, portfolio management, macro-finance linkages, econometric modelling of financial markets, and the international transmission of shocks. This dual focus on asset-pricing theory and policy-oriented macro analysis is reflected in his publications in leading journals. Publications & Thought Leadership: Professor Malliaropoulos has published extensively in top-tier journals such as the Journal of Business , Journal of Banking and Finance , Journal of International Money and Finance , Journal of Empirical Finance , and European Financial Management . Recent research addresses sovereign-risk repricing after the global financial crisis and the impact of credit shocks on Greek banks’ internal capital allocation. Policy & Industry Engagement: Beyond academia, he has served as: Member of the Econometrics Team, Deutsche Bundesbank (1991–1993) Global Asset Allocation Advisor, INVESCO Asset Management, London (1994–1997) Management Consultant, National Bank of Greece (1997–2005) Economic Research Advisor, Eurobank EFG (2005–2013) Representative of the Hellenic Association of Banks in the Economic and Monetary Affairs Committee (EMAC) of the European Banking Federation (2000–2013) These roles have allowed him to translate academic insights into actionable policy and investment strategy, reinforcing his research agenda with real-world relevance.

Loukia MeligkotsidouView profile

Associate Professor

• Bayesian Inference
• Computational Statistics
• Hidden Markov Models
• +4 more

Loukia Meligkotsidou is an Associate Professor of Statistics at the Department of Mathematics of the National and Kapodistrian University of Athens. She holds a BSc in Statistics from Athens University of Economics and Business (2002) and a PhD in Statistics from Lancaster University (2005), focusing on filtering methods for population genetics, phylogenetics, and mixture models. Her research interests span Bayesian inference, computational statistics, hidden Markov models, biostatistics, and econometrics. She teaches undergraduate courses on Bayesian Inference and postgraduate courses on Time Series analysis. Her work emphasizes methodological advancements in statistical modeling, particularly in longitudinal data analysis, competing risks, and model uncertainty. Recent publications address issues like shared parameter models for longitudinal data, Bayesian unit root testing, and quantile regression approaches in financial forecasting. She is a Fellow of the Royal Statistical Society and active in professional societies like ISBA and IMS. Her research integrates theoretical contributions with applied problems in economics, finance, and biology. Notable contributions include frameworks for handling informative dropout mechanisms and developing efficient Bayesian computational methods for complex models. Her work bridges statistical methodology and real-world applications, particularly in econometrics and biostatistics.

Elias TzavalisView profile

Professor

• Econometrics
• Panel Data Analysis
• Unit Root Testing
• +5 more

Elias Tzavalis is a Professor of Economics at the Athens University of Economics and Business (AUEB), Department of Economics. He serves as Director of the MSc program in Banking & Finance for Executives. His research focuses on econometric methodology, panel data analysis, structural breaks, and monetary policy. Notable contributions include work on unit root testing in dynamic panels, Bayesian methods for detecting structural breaks, and applications in financial risk management. Education & Roles: Professor at AUEB since 20XX Director of MSc Banking & Finance Executives Program Research Interests: Advanced econometric techniques, nonlinear modeling of economic relationships, macroeconomic policy analysis, and financial market dynamics. He has extensively published in top journals like Journal of Econometrics , Journal of Empirical Finance , and Econometric Reviews . Publications Trends: Recent work emphasizes structural breaks in macroeconomic data, threshold models for policy analysis, and applications of panel unit root tests. Key themes include fiscal sustainability, risk premium effects, and the impact of inflation regimes on monetary policy. Grants & Awards: No specific awards listed, but extensive citation impact in econometrics and finance literature. Advising & Labs: No student advising records provided, but collaborates frequently with researchers on computational econometrics and financial modeling projects.

Agiakloglou ChristosView profile

Professor

• Time Series Analysis
• Econometrics
• Macroeconomics
• +2 more

Professor Christos Agiakloglou is a faculty member at the Department of Economics, University of Piraeus. He holds a PhD in Econometrics and Time Series Analysis from the University of Illinois at Urbana–Champaign, two Master's degrees in Finance and Economics from the University of Illinois and Florida Atlantic University, and a Bachelor's in Economics from the University of Macedonia. His research spans time series analysis, econometrics, macroeconomics, and industrial organization. Education: PhD, University of Illinois at Urbana–Champaign (Econometrics & Time Series Analysis) MSc in Finance, University of Illinois at Urbana–Champaign MA in Economics, Florida Atlantic University Bachelor in Economics (with honors), University of Macedonia His publications focus on econometric theory, spurious regression, unit root testing, and time series modeling. Notable works include studies on AR(1) processes, fractional integration, and causality in macroeconomic variables. Professor Agiakloglou has received the Robert E. Demarest Memorial Award for Excellence in Teaching at the University of Illinois. He teaches undergraduate and graduate courses in econometrics, statistical methods, and quantitative analysis.