Κατεύθυνση:
΄΄Στατιστικές Μέθοδοι στα Χρηματοοικονομικά΄΄
΄΄Στατιστικές Μέθοδοι στα Χρηματοοικονομικά΄΄
Τμήμα Στατιστικής και Ασφαλιστικής Επιστήμης
Σεμινάρια – Εκδηλώσεις:
Το Τμήμα διοργανώνει διαλέξεις από διακεκριμένους επιστήμονες του εξωτερικού σε θέματα Στατιστικής και Ασφαλίσεων. Ενδεικτικά αναφέρονται οι ακόλουθες διαλέξεις που έλαβαν χώρα τα τελευταία χρόνια:
- “Advancing accelerated life testing: Exploring step-stress models and statistical inference”, Prof. Maria Kateri, Institute of Statistics, RWTH Aachen University, Germany.
- “Support Vector Machine based Sufficient Dimension Reduction (SVM-based SDR)”, Prof. Andreas Artemiou, Department of Information Technologies, University of Limassol, Cyprus.
- “Exact asymptotics of ruin probabilities with linear Hawkes arrivals”, Prof. Zbigniew Palmowski, Department of Applied Mathematics, Faculty of Pure and Applied Mathematics, Wroclaw University of Science and Technology, Wroclaw, Poland.
- “Assessment of competing hazards using a dual-state model”, Επικ. Καθηγητής Ανδρέας Μακρίδης, Τμήμα Στατιστικής & Αναλογιστικών-Χρηματοοικονομικών Μαθηματικών, Πανεπιστήμιο Αιγαίου.
- “Ordered factors in regression-like models — a brief introduction and a proposal”, Prof. Adelchi Azzalini, Dipartimento di Scienze Statistiche, Università degli Studi di Padova, Padova, Italia.
- “Determinants and Implications of the US Insurers’ Voluntary Termination Rates”, Prof. Chenghsien (Jason) Tsai, Department of Risk Management and Insurance, National Chengchi University, Taipei, Taiwan.
- “Έρευνα στην ετερογένεια της νόσου Αλτσχάιμερ με μεθόδους μαγνητικής τομογραφίας και μη εποπτευόμενη μηχανική εκμάθηση”, Δρ. Κωνσταντίνος Πουλάκης, Department of Neurobiology, Care Sciences and Society, Karolinska Institute.
- “Lévy processes refracted at Poisson arrival times”, Dr. Apostolos Papaioannou, Reader in Actuarial and Financial Mathematics, Department of Mathematical Sciences, University of Liverpool, UK.
- “Predictive Ratio Cusum (PRC): A Bayesian approach in online change point detection of short runs”, Δρ. Κωνσταντίνος Μπουραζάς, Τμήμα Στατιστικής, Οικονομικό Πανεπιστήμιο Αθηνών.
- “Δείκτης εξάρτησης και έλεγχος ανεξαρτησίας βάσει της συνάρτησης Kendall”, Αναπλ. Καθηγητής Γεώργιος Αφένδρας, Τμήμα Μαθηματικών, Αριστοτέλειο Πανεπιστήμιο Θεσσαλονίκης.
- “Subdata selection for variable shrinkage in big data”, Δρ. Βασίλειος Χασιώτης, Τμήμα Στατιστικής, Οικονομικό Πανεπιστήμιο Αθηνών.
- “De Finetti’s theorem in Statistics and Information Theory”, Δρ. Γαβαλάκης Λάμπρος, Université Gustave Eiffel, Laboratoire d’Analyse et Mathématiques Appliquées (LAMA), France.
- “From runs to weak runs: Generalizations of distributions of order k and applications”, Αναπλ. Καθηγητής Δαφνής Σπύρος, Τμήμα Στατιστικής & Αναλογιστικών-Χρηματοοικονομικών Μαθηματικών, Πανεπιστήμιο Αιγαίου.
- “Socioeconomic benefits of the AtestMed programme in the Brazilian welfare and pension system”, Prof. Renata Alcoforado, Department of Accounting and Actuarial Science, Universidade Federal de Pernambuco, Recife, Brazil.
- “Clustering multivariate data using finite mixture models”, Επίκ. Καθηγητής Παναγιώτης Παπασταμούλης, Τμήμα Στατιστικής, Οικονομικό Πανεπιστήμιο Αθηνών.
- “The current state, controversies, contradictions and disputes of Statistical Process Control (SPC) in recent years”, Prof. Marien Graham, Department of Science, Mathematics and Technology Education, University of Pretoria, South Africa
- “Too much of a good thing: Model Selection and the Fukushima Nuclear Plant Disaster”, Prof. Constantin T. Yiannoutsos, Department of Biostatistics, R.M. Fairbanks School of Public Health, Indiana University, USA.
- “Επιλογή μοντέλου μέσω ελέγχου υποθέσεων”, Αναπλ. Καθηγητής, Απόστολος Μπατσίδης, Τμήμα Μαθηματικών, Πανεπιστήμιο Ιωαννίνων.
- “Μεροληπτική δειγματοληψία και σταθμισμένες κατανομές”, Αναπλ. Καθηγητής Πολυχρόνης Οικονόμου, Τμήμα Πολιτικών Μηχανικών, Πανεπιστήμιο Πατρών.
- “Model uncertainty assessment for unimodal right-skewed distributions”, Rodrigue Kazzi, Department of Economics and Political Sciences, Vrije Universiteit Brussel, Belgium.
- “Slowdown in mortality improvements: how have different causes of death contributed?”, Prof. George Streftaris, School of Mathematical and Computer Sciences, Heriot-Watt University, UK.
- “CAViaR models for Value-at-Risk and Expected Shortfall with long range dependency features”, Assistant Prof. Gelly Mitrodima, Department of Statistics, London School of Economics and Political Science, London, UK.
- “Teaching AI/Data Science Ethics – what and how? Lessons learned from a course series”, Prof. Bettina Berendt, Technical University of Berlin, Weizenbaum Institute (Germany) and KU Leuven (Belgium).
- “Do R&D tax credits impact pharmaceutical innovation? Evidence from a synthetic control approach”, Dr. Dimitrios Kourouklis, Research Associate, MINES ParisTech, Université PSL, France.
- “Likelihood-based analysis of regression models with missing data: inferential and financial implications”, Dr. Francesco Ungolo, Technical University of Munich, Germany.
- “Στοχαστική ανάλυση και περιελίξεις (windings) επίπεδων στοχαστικών ανελίξεων”, Επικ. Καθηγητής, Σταύρος Βακερούδης, Τμήμα Στατιστικής, Οικονομικό Πανεπιστήμιο Αθηνών.
- “Μίξεις κατανομών µε φθίνοντα βάρη και εφαρμογές”, Δρ. Χρίστος Μέρκατας, Department of Electrical Engineering and Automation, Aalto University, Finland.
- Simulation Analysis of System Life when Component Lives are Determined by a Marked Point Process, Sheldon M. Ross, University of Southern California, USA.
- Research and Publication in Statistics, William H. Woodall, Virginia Tech, USA.
- Comparison of sampling plans by variables using the bootstrap and Monte Carlo simulations, Fernanda Otília Figueiredo, Faculdade de Economia da Universidade do Porto, Portugal.
- Runs and extremes in a discrete time risk model, Serkan Eryilmaz, Atilim University, Ankara, Turkey.
- The linear stochastic order and directed inference for multivariate ordered distributions, Ori Davidov, University of Haifa, Israel
- Bayesian Social Learning from Consumer, Marco Scarsini, LUISS, Italy
- A version of the Fundamental Theorem of Asset Pricing, Καρδαράς Κωνσταντίνος, London School of Economics and Political Science, England
- Wiener-Hopf factorization and non-linear stochastic dynamical systems, Luís Castro, University of Aveiro, Portugal
- Statistical process monitoring and variable selection algorithms, Giovanna Capizzi, University of Padua, Italy
- Polynomials, order statistics and risk models in Insurance and Epidemics, Claude Lefèvre, Université Libre de Bruxelles, Belgium
- The Role of Kernels in Data Analysis: A Statistical Perspective, Marianthi Markatou, University at Buffalo, The State University of New York (SUNY)
- Zero-Inflated processes: Estimated parameter case and extensions, Philippe Castagliola, Université de Nantes, France
- Single and Multi Index Models for Mean and Quantile Regression, Michael Akritas, Penn State University, USA
- Applying (Lean) Six Sigma in Services, Alex Kuiper, Institute of Business and Industrial Statistics, University of Amsterdam, Netherlands
- Scan statistics generated by some stationary sequence, George Haiman, Pierre and Marie Curie University – Paris 6, France
Επίσης έχουν διδάξει σε μαθήματα του ΠΜΣ της Εφαρμοσμένης Στατιστικής διακεκριμένοι συνάδελφοι από πανεπιστήμια του εξωτερικού:
- Pat Altham (University of Cambridge)
- Alan Agresti (University of Florida)
- Narayanaswamy Balakrishnan (McMaster University)
- Nikolaos Limnios (Universite de Technologie Compiegne)
- Marlos Viana (University of Illinois at Chicago)
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