Ilias Chronopoulos

Ilias Chronopoulos is a Lecturer in Finance at the Essex Business School, University of Essex, specializing in financial econometrics and machine learning. He joined the university in April 2022 and holds a PhD in Econometrics from King's College London (2022), an MRes in Economics (2017), and an MSc in Economics (2016) from Queen Mary University of London.

His research focuses on:

• High-dimensional statistics for financial data
• Machine learning applications in econometric modeling
• Time series analysis and volatility forecasting
• Deep neural networks for risk management

Key publications include work in the Annals of Statistics and Journal of Financial Econometrics, with recent studies on deep learning for Value-at-Risk forecasting and penalized estimation in high-dimensional settings. His teaching includes courses in Financial Modelling, Financial Time Series, and Research Methods in Financial Econometrics.