Anastasios Panagiotelis

Assoc Professor

20082019
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Personal profile

Biography

Anastasios Panagiotelis is a Senior Lecturer at the Department of Econometrics and Business Statistics at Monash University. Anastasios recieved his PhD from the University of Sydney, and prior to joining Monash in 2011, he was an Alexander von Humboldt Postdoctoral Researcher at the Chair of Mathematical Statistics at the Technical University of Munich. His research interests include Bayesian Model selection and copula models.

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Projects 2014 2018

Research Output 2008 2019

A forecast reconciliation approach to cause-of-death mortality modeling

Li, H., Li, H., Lu, Y. & Panagiotelis, A., May 2019, In : Insurance: Mathematics and Economics. 86, p. 122-133 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Macroeconomic forecasting for Australia using a large number of predictors

Panagiotelis, A., Athanasopoulos, G., Hyndman, R. J., Jiang, B. & Vahid, F., 1 Apr 2019, In : International Journal of Forecasting. 35, 2, p. 616-633 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Probabilistic forecast reconciliation with applications to wind power and electric load

Jeon, J., Panagiotelis, A. & Petropoulos, F., May 2019, (Accepted/In press) In : European Journal of Operational Research. 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Bayesian inference for the one-factor copula model

Tan, B. K., Panagiotelis, A. & Athanasopoulos, G., Sep 2018, (Accepted/In press) In : Journal of Computational and Graphical Statistics. 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Model selection for discrete regular vine copulas

Panagiotelis, A., Czado, C., Joe, H. & Stöber, J., 1 Feb 2017, In : Computational Statistics and Data Analysis. 106, p. 138-152 15 p.

Research output: Contribution to journalArticleResearchpeer-review