Academic Achievements

Papers

  • George-Jason Siouris, Despoina Skilogianni and Alex Karagrigoriou. Adjusted evaluation measures for asymmetrically important data. Econometric Research in Finance, 4(1):41-66, 2019.
  • George-Jason Siouris, Despoina Skilogianni and Alex Karagrigoriou. Post model correction in value at risk and expected shortfall. International Journal of Mathematical, Engineering and Management Sciences, 4(3):542-566, 2019.
  • George-Jason Siouris and Alex Karagrigoriou. A low price correction for improved volatility estimation and forecasting. Risks, 5(3):45, 2017.

Other Publications

  • George-Jason Siouris, Despoina Skilogianni and Alex Karagrigoriou. Forecasting methods in extreme scenarios and advanced data analytics for improved risk estimation. Data Analysis and Applications: Computational, Classification, Financial, Statistical and Stochastic Methods, Vol. II (iSTE Wiley Book), 2020.
  • George-Jason Siouris, Despoina Skilogianni and Alex Karagrigoriou. Low price effect and post model correction of value at risk. Proceedings of the 31st Panhellenic Statistics Conference, pages 337 – 352, 2018.

Reviewer

  • Probability in the Engineering and Informational Sciences (ISSN: 02699648)
  • Journal of Mathematics and Statistics (ISSN: 15493644)
  • Statistical Topics and Stochastic Models for Dependent Data -Applications in Reliability, Survival Analysis and Related Fields (iSTE, Wiley) edited by V.S. Barbu and N. Vergne
  • Data Analysis and Applications: Computational, Classification, Financial, Statistical and Stochastic Methods, Vol. I & II (iSTE, Wiley) edited by A. Karagrigoriou, A. Makrides and C. Skiadas
  • Applied Modeling Techniques and Data Analysis (iSTE, Wiley) edited by Y., Dimotilakis, A., Karagrigoriou, Ch., Parpoula, and Ch., Skiadas
  • The Second International Conference on Physics, Mathematics and Statistics (China)

Talks

  • 32nd Panhellenic Conference in Statistics, Ioannina, Greece. (2019)
    Title: “Calculation of Moments for the Distribution of the Percentage Changes of Discrete Valued Stochastic Processes”
  • 18th Conference of the Applied Stochastic Models and Data Analysis International Society (ASMDA), Florence, Italy. (2019)
    Title: “Distributional Properties of the Percentage Change of Discrete Valued Stochastic Processes”
  • A 22-a Conferinta a societat II de probabilitati si statistica din Romania, Bucharest, Romania. (2019)
    Title: “Distributional Properties of the Percentage Change of Discrete Valued Stochastic Processes”
  • Educational Seminar Series on Dynamical Systems, Karlovasi, Samos, Greece. (2018-2019)
  • Workshop on “An Introduction to R: All the Basics”, Karlovasi, Samos, Greece. (2018)
  • 23rd International Conference on Computational Statistics (COMPSTAT), Iasi, Romania. (2018)
    Title: “Discretization of the tail density function and adjusted evaluation measures”
  • R and Big Data Analytics, Karlovasi, Samos, Greece. (2018)
    Title: “Advance Statistical Analysis Techniques and Data Mining with R” (Invited Speaker)
  • 31st Panhellenic Statistical Conference, Lamia, Greece. (2018)
    Title: “Adjusted Evaluation Measures and Its Applications to Finance and Biosurveillance”
  • 5th Stochastic Modeling Techniques and Data Analysis International Conference, Chania, Crete, Greece. (2018)
    Title: “Discretization of the Tail Density Function and Discrete Expected Percentage Shortfall” (Invited Speaker)
  • A 21-a Conferinta a societat II de probabilitati si statistica din Romania, Bucharest, Romania. (2018)
    Title: “Expected Percentage Shortfall and Adjusted Evaluation Measures”
  • 31st European Meeting of Statisticians, Helsinki, Finland. (2017)
    Title: “Improvement of expected shortfall estimations in APARCH and FIGARCH models”
  • A 20-a Conferinta a societat II de probabilitati si statistica din Romania, Brasov, Romania. (2017)
    Title: “Estimation and backtesting of expected shortfall”

Teaching

  • Spring Semester 2018-2019: Time Series Analysis (Master)
  • Spring Semester 2018-2019: Calculus II (Undergraduate)
  • Fall Semester 2018-2019: Sampling Theory (Undergraduate)
  • Spring Semester 2017-2018: Time Series Analysis (Master)
  • Spring Semester 2017-2018: Calculus II (Undergraduate)
  • Spring Semester 2017-2018: Regression Analysis (Undergraduate)
  • Fall Semester 2017-2018: Statistical Inference (Master)
  • Fall Semester 2017-2018: Risk Theory (Undergraduate)
  • Fall Semester 2017-2018: Introduction to Financial Mathematics (Undergraduate)
  • Spring Semester 2016-2017: Time Series Analysis (Master)
  • Spring Semester 2016-2017: Regression Analysis (Undergraduate)
  • Fall Semester 2016-2017: Sampling Theory (Undergraduate)
  • Fall Semester 2016-2017: Risk Theory (Undergraduate)
  • Spring Semester 2015-2016: Econometrics (Undergraduate)
  • Spring Semester 2015-2016: Statistical Packages (Undergraduate)
  • Fall Semester 2015-2016: Sampling Theory (Undergraduate).

Summer Schools

  • 5th PhD School on Mathematical Modeling of Complex Systems, Patras, Greece. (2015)
  • 3rd PhD School on Mathematical Modeling of Complex Systems, Crete, Greece. (2013)