PhD Graduates

Ph.D. Graduates

2018

  • Hronis Georgios, (2018)
    Dissertation Title: "Stochastic modeling of time series with intermittency, persistence and extreme variability, with application to spatio-temporal averages of rainfall fields"
    Supervisor: H. Pavlopoulos, Associate Professor.
    External Examiners: Jan Picek, Professor, Technical University of Liberec, Τσεχία, Carlo De Michele, Associate Professor, Politecnico di Milano, Iταλία
    Internal examiners: P. Dellaportas, Professor, M. Zazanis, Professor, D. Karlis, Professor, E. Ioannidis, Assistant Professor

2017

  • Alexopoulos Aggelis, (2017)
    Dissertation Title: "Συμπερασματολογία για Χρονοσειρές με Άλματα"
    Supervisor: P. Dellaportas, Professor.
    External Examiners: Ομ. Παπασπηλιόπουλος, Department of Economics & Business, Universitat Pompeu Fabra, Spain 
    Internal examiners: A. Yannacopoulos, Professor.
  • Korre Antonia, (2017)
    Dissertation Title: " Goodness of fit tests for random effect models with binary responses estimated via h-likelihood "
    Supervisor: V. Vasdekis, Professor.
    External Examiners: I. Moustaki, Professor, Department of Statistics, London School of Economics, Hrisiis Koroni, Professor, School of Applied Mathematics and Natural Sciences, NTUA, Silvia Cagnone, Associate Professor, Department of Statistics, University of Bologna, Efstathia Bura, Professor, Department of Statistics, George Washington University
    Internal examiners: St. Psarakis, Professor, I. Ntzoufras, Professor

2016

  • Kartala Xanthi - Isidora, (2016)
    Dissertation Title: "Forward - Backward Stochastic Differential Equations with Random Coefficients and Applications to Finance"
    Supervisor: A. Yannacopoulos, Professor.
    External Examiners: D. Kravaritis, Professor, School of Applied Mathematics and Natural Sciences, NTUA,I. StratisProfessor, Department of Mathematics,UOA, Ι. Karatzas, Professor, Department of Mathematics, Columbia University, USA, P. Daskalopoulou, Professor, Department of Mathematics, Columbia University, USA.
    Internal examiners: N. Frangos, Professor, M. Zazanis, Professor.
  • Roumelioti Eleni, (2016)
    Dissertation Title: "Applications of Stochastic Analysis in Sensitivity Analysis and Insurance Mathematics"
    Supervisor: N. Frangos, Professor.
    External Examiners: Ι. Karatzas, Professor, Department of Mathematics, Columbia University, USA, Paul Glasserman, Professor, Graduate School of Business, Columbia University.
    Internal examiners: A. Yannacopoulos, Professor, M. Zazanis, Professor, E. Kyriakidis, Professor, H. Pavlopoulos, Associate Professor.

2015

  • Orfanogiannaki Aikaterini, (2015)
    Dissertation Title: "Application of Hidden Markov and related models to earthquake studies"
    Supervisor: D. Karlis, Associate Professor.
    External Examiners: Gerasimos Papadopoulos,  PI of the National Observatory of Athens, David Vere-Jones, Emeritus Professor of Statistics, School of Mathematics, Statistics and Operations Research, Victoria University Wellington, New Zealand, Gerasimos Tselentis, Professor,University of Patras, Geology Department,  National Observatory of Athens, Jiancang Zhuang, Αssociate Professor of the Institute of Statistical Mathematics, Tokyο, Japan and Department of Statistical Sciences, the Graduate University for Advanced Studies, Κanagawa Japan. 
    Internal examiners: P. Dellaportas, Professor, I. Ntzoufras, Associate Professor.
  • Papagiannis Georgios, (2015)
    Dissertation Title: "Robust Decision Making and Convex Risk Measures Computation"
    Supervisor: A. Yannacopoulos, Professor.
    External Examiners: A. Xepapadeas, Department of International and European Economic Studies, AUEBDiogo Pinheiro, Assistant Professor, Brooklyn College, City University of New York, Ioannis Stratis, Professor, Department of Mathematics,UOA, St. XanthopoulosAssistant Professor, Department of Mathematics, Aegean University, Αlberto Adrego Pinto, Professor, Department of Mathematics, University of Porto, Portugal.
    Internal examiners: E. Kyriakidis, Professor.

2014

  • Vitoratou Vassiliki, (2014)
    Dissertation Title: "Efficient Bayesian Marginal Likelihood Estimation for Generalized Latent Trait Models"
    Supervisor: I. Ntzoufras, Associate Professor.
    External Examiners: Irini Moustaki, Professor, London School of Economics, Nial Friel, Associate Professor in Statistics, University College Dublin, David Dunson, Arts & Sciences Distinguished Professor of Statistical Science, Duke University.  
    Internal examiners: V. Vasdekis, Associate Professor, P. Dellaportas, Professor, N. Demiris, Lecturer.
  • Loizidis Marios, (2014)
    Dissertation Title: "Applications of Markov Chains and Convex Sets in Risk Management"
    Supervisor: A. Yannacopoulos, Professor.
    External Examiners: I. Mourtos, Assistant Professor, Department of Management Science and Technology, AUEB, Αlberto Pinto, Professor, Department of Mathematics, University of Porto, Javier Martinez Moguerza, Associate Professor, University Rey Juan Carlos, Madrid.  
    Internal examiners: E. Panas, Professor, N. Frangos, Professor, St. Psarakis, Associate Professor.
  • Politi Anastasia, (2014)
    Dissertation Title: "Financial Analysis of Demographic Ageing Effect on Pharmaceutical Εxpenditure of Greece"
    Supervisor: N. Frangos, Professor.
    External Examiners: Ε. Χατζηκωνσταντινίδης, Associate Professor, Department of Statistics and Insurance Science,  University of Piraeus, Irini Dimitriyadis, Associate Professor, Department of Computer Education & Instructional Technologies, Bahçeşehir University, K. Souliotis, Lecturer, School of Social Sciences, Universityof the Peloponnese.  
    Internal examiners: A. Yannacopoulos, Professor, M. Zazanis, Professor. E. Panas, Professor. 
  • Tzougas Georgios, (2014)
    Dissertation Title: "Actuarial Modelling of Claim Counts and Losses in Motor Third Party Liability Insurance"
    Supervisor: N. Frangos, Professor. 
    External Examiners: Efstathios Hatzikonstantinidis, Associate Professor, Department of Statistics and Insurance Science,  University of Piraeus, Spyros Vrontos, Lecturer, Department of Statistics and Insurance Science,  University of Piraeus, Søren Asmussen, Professor, Department of Mathematics, Aarhus University, Jean Lemaire, Professor, Statistics Department, WHARTON, University of Pennsylvania.
    Internal examiners: Μ.Ζαζάνης, Professor, D. Karlis, Associate Professor.
  • Tsombanaki Evgenia, (2014)
    Dissertation Title: "Using and Εxpanding Hybrid Latent Variable Models For Modelling Missing Data and For Discovering Influential Points"
    Supervisor: V. Vasdekis, Associate Professor.
    External Examiners: Irini Moustaki, Professor, London School of Economics, Hrisiis Koroni, Professor, School of Applied Mathematics and Natural Sciences, NTUA, Maria Kateri, Professor, RWTH Aachen University, Elena Erosheva, Associate Professor, Department of Statistics, University of Washington.
    Internal examiners: I. Ntzoufras, Associate Professor, I. Papageorgiou, Assistant Professor
  • Hrisis Konstantinos, (2014)
    Dissertation Title: "Measuring and Μodeling Ιncome Ιnequality in Greece"
    Supervisor: A. Livada, Assistant Professor.
    External Examiners: S. Dimeli, Professor, Department of Informatics, AUEB, P. Tsakloglou, Professor, Department Of International and European Economic Studies, AUEB, Α. Μagdalinos, Professor in Econometrics, University of Southampton, Luca Andriani, Lecturer in Economics, Birkbeck University of London, I. Loizidis, Professor, Department Of International and European Economic Studies, AUEB.  
    Internal examiners: V. Vasdekis, Associate Professor.

2013

  • Giannikis Dimitrios, (2013)
    Dissertation Title: "Modelling Financial Time Series using Nonlinear and Nonparametric Bayesian Methods"
    Supervisor: I. Vrontos, Assistant Professor.
    External Examiners: Galeano Pedro, Associate Professor, Department of Statistics, Universidad Carlos III de Madrid, Madrid, Spain, Politis Dimitris, Professor of Mathematics and Adjunct Professor of Economics, Department of Mathematics, University of California, San Diego La Jolla, USA, Tarantola Claudia, Assistant Professor of Statistics, Department of Economics and Quantitative Methods, University of Pavia, Italy, Ilias Tzavalis, Professor, Department of Economics, AUEB. 
    Internal examiners: E. Panas, Professor, P. Dellaportas, Professor.
  • Baltas Ioannis, (2013)
    Dissertation Title: "Stochastic Optimal Control and Stochastic Differential Games: Applications in Insurance"
    Supervisor: A. Yannacopoulos, Professor. 
    External Examiners: St. Xanthopoulos, Assistant Professor, Department of Statistics and Actuarial-Financial Mathematics, Aegean University,  Anastastios Xepapadeas, Professor, Department Of International and European Economic Studies, AUEB, Markos Koutsoulakis, Professor, Dept. of Mathematics & Statistics, University of Massachusetts, AMHERST, USA, Thierry Horsin, Professor, Conservatoire National des Arts et Metiers (CNAM), Paris.
    Internal examiners: N. Frangos, Professor, M. Zazanis, Professor. 
  • Poulopoulou Stavroula, (2013)
    Dissertation Title: "Adaptive Designs in Phase II Clinical Trials"
    Supervisor: D. Karlis, Associate Professor.
    External Examiners: Ourania Dafni, Professor, Nurse School Of Athens, Konstantinos Giannoutsos, School of Medicine, Indiana University, USA, KyungMann Kim, Professor, Dept. of Biostatistics & Medical Informatics and Statistics, Clinical Science Center.  
    Internal examiners: P. Dellaportas, Professor, I. Ntzoufras, Associate Professor.

2012

  • Mytalas Georgios, (2012)
    Dissertation Title: "Queues, Quality Control and Success Runs: Methodology and Applications in Production"
    Supervisor: M. Zazanis,Professor.
    External Examiners: Professor Markos Koutras, Department of Statistics and Insurance Science, University of Piraeus, Apostolos Bournettas, Associate Professor, Mathematics Department, UOA 
    Internal examiners: A. Yannacopoulos, Professor, N. Frangos, Professor, St. Psarakis, Associate Professor, P. Besbeas, Assistant Professor.
  • Tsourti Zoi, (2012)
    Dissertation Title: "On Variance Reduction for Markov Chain Monte Carlo"
    Supervisor: P. Dellaportas, Professor. 
    External Examiners: Professor I. Kontogiannis, Department of Informatics, AUEB, Professor Sean Meyn, University of Illinois, Professor Shane Henderson, Cornell University.
    Internal examiners: I. Ntzoufras, Associate Professor, P. Tsiamyrtzis, Assistant Professor, N. Demiris, Lecturer. 
  • Alexiou Panagiotis, (2012)
    Dissertation Title: "Probabilistic Dividend Models in Risk Theory"
    Supervisor: M. Zazanis,Professor.
    External Examiners: Associate Professor Efstathios Hatzikonstantinidis, Department of Statistics and Insurance Science,  University of Piraeus, Professor Dr. Hans U. Gerber, Université de Lausanne, Switzerland.  
    Internal examiners: E. Panas, Professor, A. Yannacopoulos, Professor, N. Frangos, Professor, E. Kyriakidis, Associate Professor.

2011

  • Kalpinelli Evaggelia, (2011)
    Dissertation Title: "Hyperbolic SPDEs-Analytical and Numerical Study Using Wiener Chaos Approach"
    Supervisor: N. Frangos, Professor.
    External Examiners: Professor I. Stratis, Department of Mathematics,UOA, Associate Professor I. SPiliots, School of Applied Mathematics and Natural sciences, NTUA, Professor M. Katsoulakis, Deparment of Applied Mathematics, University of Crete, Professor Boris Rozovsky, Professor of Applied Mathematics, Brown University.
    Internal examiners: M. Zazanis, Professor, A. Yannacopoulos, Professor. 
  • Plataniotis Anastasios, (2011)
    Dissertation Title: "High Dimensional Time-Varying Covariance Matrices With Applications in Finance"
    Supervisor: P. Dellaportas, Professor. 
    External Examiners: Professor Mohsen Pourahmadi, University of Texas A&M, USA, Professor Marilena Barbieri, Roma 3 University, Italy.
    Internal examiners: I. Vrontos, Assistant Professor, E. Ioannidis, Assistant Professor, D. Karlis, Associate Professor, I. Ntzoufras, Associate Professor. 
  • Penteli Xanthi - Xanthippi, (2011)
    Dissertation Title: "Modelling Multivariate Time Series for Count Data"
    Supervisor: D. Karlis, Associate Professor. 
    External Examiners: Professor Eleni-Kleanthi Katsougianni, UOA Medical School, Associate Professor Georgios Iliopoulos, Department of Statistics and Insurance Science, University of Piraeus,  Associate Professor Konstantinos Fokianos, Department of Mathematics and Statistics, University of Cyprus, Professor Brendan McCabe, School of Management, University of Liverpool. 
    Internal examiners: H. Pavlopoulos, Associate Professor, P. Dellaportas, Professor.

2010

  • Petralias Athanassios, (2010)
    Dissertation Title: "Bayesian Model Determination and Nonlinear Threshold Volatility Models"
    Supervisor: P. Dellaportas, Professor. 
    External Examiners: Professor I. Tzavalis, Department of Economics, AUEB, Professor Paul Damien, Department of Information, Risk and Operations Management (IROM), University of Texas at Austin, Professor Bani K. Mallick, Statistics Department, Texas A&M University, Professor E. Tsionas, Department of Economics, AUEB. 
    Internal examiners: I. Vrontos, Assistant Professor, I. Ntzoufras, Assistant Professor. 

2009

  • Kiani Mehdi, (2009)
    Dissertation Title: "Some Development In Statistical Quality Monitoring and Quality Improvement"
    Supervisor: I. Panaretos, Professor.
    External Examiners: Professor D.C. Montgomery, Arizona State University, Professor P. Tsokos, Distinguished University Department of Μathematics, University of South Florida, Professor Charles W. Champ, Department of Mathematical Sciences, Georgia Southern University. 
    Internal examiners: A. Dimaki, Associate Professor, St. Psarakis, Associate Professor, M. Zazanis, Professor. 

2008

  • Peristera Paraskevi, (2008)
    Dissertation Title: "Statistical Methodology for Estimating Patters of Demographic Phenomena"
    Supervisor: A. Kostaki, Assistant Professor.
    External Examiners: Associate Professor Kleon Tsimbos, Department of Statistics and Insurance Science, University of Piraeus, Professor Nico Keilman, Department of Economics, University of Oslo, Norway, Professor Vyronas Kotzamanis, Department of Planning and Regional Development, School of Engineering, University of Thessaly.
    Internal examiners: E. Panas, Professor, A. Dimaki, Associate Professor, St. Psarakis, Assistant Professor. 
  • Pantelous Athanassios, (2008)
    Dissertation Title: "Stochastic Linear Quadratic Control Problems With Applications to Insurance"
    Supervisor: N. Frangos, Professor. 
    External Examiners: Professor Grigorios Kalogeropoulos, Department of Mathematics, UOA, Professor Ioannis Tsinias, School of Applied Mathematics and Natural Sciences, NTUA, Professor Anastasios Xepapadeas, Department of International and Euroipean Economic Studies, AUEB. 
    Internal examiners: M. Zazanis, Professor, A. Zymbidis, Lecturer, A. Yannacopoulos, Associate Professor.

2007

  • Nikoloulopoulos Aristeidis(2007)
    Dissertation Title: "Application of Copula Functions in Statistics"
    Supervisor: D. Karlis, Assistant Professor
    External Examiners: Professor Harry Joe, Prof. Dept. of Stat., Univ. of British Columbia, Vancouver, Canada, Professor Roger Nelsen, Prof. Dept. of Math. Sciences, Lewis & Clark College, Portland, USA.
    Internal examiners: P. Dellaportas, Professor, E. Ioannidis, Assistant Professor, M. Zazanis, Professor, I. Moustaki, Associate Professor. 
  • Kalogeropoulos Konstantinos, (2007)
    Dissertation Title: "Bayesian Inference for Multidimensional Diffusion Processes"
    Supervisor: P. Dellaportas, Professor. 
    External Examiners: Professor Gareth Roberts, Department of Mathematics and Statistics, Lancaster University, Lancaster LA1 4YF, UK, Professor Yacine Ait-Sahalia, Princeton University, Professor Michael SΓΈrensen, Dept. of Applied Mathematics and Statistics, University of Copenhagen, Universitetsparken 5 DK-2100, Copenhagen, Denmark, Professor Andrew Stuart, Mathematics Institute, Warwick University. 
    Internal examiners: M. Zazanis, Professor, A. Yannacopoulos, Associate Professor. 
  • Mavridis Dimitrios, (2007)
    Dissertation Title: "Goodness-of-Fit Measures and Outlier Detection in Latent Variable Models With Categorical and Mixed Data"
    Supervisor: I. Moustaki, Associate Professor
    External Examiners: Professor Martin Knott, London School of Economics, Professor Maria-Pia Victoria Feser, University of Geneva, Professor Marco Riani, University of Parma.
    Internal examiners: V. Vasdekis, Assistant Professor, M. Zazanis, Professor, I. Ntzoufras, Assistant Professor

2005

  • Vrontos Spyros, (2005)
    Dissertation Title: "On Some Applications of Fractional Brownian Motion to Insurance and Finance "
    Supervisor: N. Frangos, Professor.
    External Examiners: S. Kalpatzidou, Professor, Department of Mathematics, AUTH, A. Yannacopoulos, Associate Professor, Department of Statistics and Actuarial-Financial Mathematics, University of the Aegean, Ioannis Karatzas, Eugene Higgins Professor of Applied Probability, Department of Mathematics and Statistics, Columbia University, N.Y., USA, Jean- Pierre Fouque, Professor Department of Mathematics, North Carolina State University, USA.
    Internal examiners: M. Zazanis, Professor, P. Dellaportas, Associate Professor. 
  • Giakoumatos Stefanos, (2005)
    Dissertation Title: "Auxiliary Variable Sampling for Some Time-Varying Volatility Models "
    Supervisor: P. Dellaportas, Associate Professor. 
    External Examiners: Professor Paul Damien, McCombs School of Business, Department. of Management Science & Information Systems, The University of Texas at Austin, U.S.A., Professor Stephen G. Walker, Department of Mathematical Sciences, University of Bath, UK, Professor Peter Mueller, Department of Biostatistics, M.D. Anderson Cancer Center, University of Texas, USA. 
    Internal examiners: E. Xekalaki, Professor, N. Frangos, Professor, E. Panas, Professor. 
  • Zafeiropoulos Georgios, (2005)
    Dissertation Title: "Collective Risk Theory and Approximations"
    Supervisor: M. Zazanis, Professor. 
    External Examiners: T. Konstantopoulos, Reader, Actuarial Mathematics and Statistics School of Mathematical and Computer Sciences Heriot-Watt University, A. Giannakopoulos, Associate Professor, Department of Statistics and Actuarial-Financial Mathematics, University of the Aegean, Greece, A. Kyprianou, Reader, Actuarial Mathematics and Statistics School of Mathematical and Computer Sciences Heriot-Watt University, H. Waters, Professor, Actuarial Mathematics and Statistics School of Mathematical and Computer Sciences Heriot-Watt University
    Internal Examiners: N. Frangos, Professor, P. Dellaportas, Associate Professor.
  • Linardakis Mihail, (2005)
    Dissertation Title: "Extensions of Latent Variable Models with Applications on Econometric and Educational Models "
    Supervisor: P. Dellaportas, Associate Professor. 
    External Examiners: Professor Dipak Dey, Dept. of Statistics, Univ. of Connecticut, USA, Distinguished Professor Malay Ghosh, Dept. of Statistics, Univ. of Florida, USA, Professor Nicholas Polson, Univ. of Chicago, USA. 
    Internal Examiners: I. Panaretos, Professor, A. Dimaki, Assistant Professor, I. Moustaki, Assistant Professor. 
  • Degiannakis Stavros, (2005)
    Dissertation Title: "Autoregressive Conditional Heteroscedasticity Model Selection"
    Supervisor: E. Xekalaki, Professor.
    External Examiners: G. Bitros, Professor, Department of Economics, AUEB, Professor Johannes Ledolter, John F. Murray Research Professor of Management Sciences and Professor of Statistics, Department of Management Sciences, University of Iowa, USA and Professor of Statistics, Vienna University of Economics and Business Administration, Vienna, Austria, Dimitris Politis, Professor of Mathematics and Adjunct Professor of Economics, Department of Mathematics, University of California, San Diego USA, Professor R. T. Baillie, A. J. Pasant Professor of Economics and Finance, Department of Economics, Michigan State University, USA.
    Internal Examiners: I. Panaretos, Professor, St. Psarakis, Assistant Professor. 

2003

  • Maravelakis Petros, (2003)
    Dissertation Title: " An Investigation of Some Characteristics of Univariate and Multivariate Control Charts"
    Supervisor: I. Panaretos, Professor. 
    External Examiners: Professor Charles W. Champ, Department of Mathematical Science, Georgia Southern University, USA, Professor D.C. Montgomery, Department of Industrial Engineering, Arizona State University, USA, Professor William H. Woodall, Department of Statistics, Virginia Tech, USA.
    Internal Examiners: P. Tzortzopoulos, Professor, St. Psarakis, Lecturer, E. Xekalaki, Professor. 

2002

  • Perakis Mihalis, (2002)
    Dissertation Title: "Συμπερασματολογία Συνδεόμενη με Δείκτες Ικανότητας Διαδικασίων",
    ISBN: 960-7929-99-3.
    Supervisor: E. Xekalaki,  Professor. 
    External Examiners: Norman L. Johnson, Professor Emeritus, Department of Statistics, University of North Carolina, USA, Montgomery D.C., Professor, Department of Industrial Engineering, Arizona State University, USA, Samuel Kotz, Professor, Department of Engineering Management and System Analysis, The George Washington University, USA. 
    Internal Examiners: E. Xekalaki, Professor, I. Panaretos, Professor, P. Tzortzopoulos, Professor, St. Psarakis, Lecturer. 

2001 

  • Vrontos Ioannis, (2001)
    Dissertation Title: “MCMC Εφαρμογές σε Μοντέλα Ετεροσκεδαστικότητας”,
    ISBN: 960-7929-88-8. 
    Supervisor: P. Dellaportas, Associate Professor
    External Examiners: Christian P. Robert, Professor, Universite Paris, France, Herman K. van Dijk, Professor, Econometric Institute, Erasmus University Rotterdam, The Netherlands, Francis X. Diebold, Professor, Department of Economics, University of Pennsylvania, Philadelphia. 
    Internal Examiners: E. Xekalaki, Professor, N. Frangos, Associate Professor, P. Dellaportas, Associate Professor, H. Pavlopoulos, Assistant Professor.

1999

  • Karlis Dimitrios, (1999)
    Dissertation Title: “Προβλήματα Εκτίμησης και Ελέγχων Υποθέσεων σε Πεπερασμένα Μείγματα της Κατανομής Poisson”,
    ISBN: 960-7929-19-5. 
    Supervisor: E. Xekalaki, Professor. 
    External Examiners: Sir David R. Cox, Department of Statistics, University of Oxford, UK, Bruce G. Lindsay, Distinguished Professor, Department of Statistics, Pennsylvania State University, USA, S. Loukas, Professor, Department of Mathematics, University of Ioannina. 
    Internal Examiners: E. Xekalaki, Professor, I. Panaretos, Professor, N. Frangos, Associate Professor, Aik. Dimaki, Lecturer. 
  • Ntzoufras Ioannis, (1999)
    Dissertation Title: “Θέματα Μπεϋζιανής Επιλογής Υποδειγμάτων και Μεταβλητών με Χρήση MCMC”,
    ISBN: 960-7929-26-8. 
    Supervisor: P. Dellaportas, Assistant Professor. 
    External Examiners: G. Kokolakis, Associate Professor, NTUA, A. O’Hagan, Professor, University of Sheffield, UK, Edward I. George, Professor, University of Texas, USA και K. Σκούρας, Lecturer University College London, UK. 
    Internal Examiners: E. Xekalaki, Professor, I. Panaretos, Professor, P. Dellaportas, Associate Professor.