Athanasios Pantelous

Assoc Professor

Accepting PhD Students

20072023
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Personal profile

Biography

News: QFRA 2020 website is online.  

Associate Professor Athanasios (Thanasi) Pantelous received his Bachelor degree in Mathematics (2001), two-year M.Sc. in Statistics and Operational Research (2005) and M.Sc. in Applied Mathematics (2007) degrees from the Department of Mathematics at National and Kapodistrian University of Athens (NKUA) in Greece (2001), his M.Sc. in Statistics: Statistical methods applied to the Management of Insurance Organizations (2006) and Ph.D. in Statistics (2008) degrees from the Department of Statistics at Athens University of Economics and Business (AUEB), Greece. In 2013, he completed his 2nd PhD degree in Modelling and Systems Science from the School of Mathematics, Computer Science and Engineering at City, University of London, UK. In 2009, he started his academic career as a Lecturer (2009) and Reader (2011) at the Department of Mathematical Sciences and the Institute for Risk and Uncertainty at the University of Liverpool, UK. In October 2017, Dr Pantelous joined Monash University, Australia, as an Associate Professor at the Department of Econometrics and Business Statistics.

Dr. Pantelous is an academic member of RiskLab Australia since January 2018.

Dr. Pantelous is research director in the areas of Actuarial Science and Quantitative Finance in the Department of Econometrics and Business Statistics at Monash University.  

Dr. Pantelous’ primary research interests focus on the general area of quantitative research and mathematical modeling under risk and uncertainty with an emphasis on finance, actuarial science, stochastic mechanics and operational research. His theoretical mathematical developments have often found diverse applications in finance, insurance and engineering.

Dr. Pantelous has published more than 140 technical papers in peer-reviewed international journals and conference proceedings. He has served in the scientific and/or organizing committees of several international technical conferences, and has co-founded and chaired the Quantitative Finance and Risk Analysis (QFRA) symposium series. He is also an invited Visiting Professor in the School of Management at Shanghai University (China) and Associate Director of Quantitative Finance and Risk Analysis in the Center of Technology and Systems Management at University of Maryland (US). He is currently an Associate Editor of the ASCE-ASME J. of Risk and Uncertainty in Engineering Systems, and has served as a Guest Editor for several special issues in international journals (including, Quantitative Finance, Annals of Operations Research, International Journal of Finance & Economics).

He co-leaded, as Deputy-Director and co-Investigator, the EPSRC and ESRC Center for Doctoral Training (CDT) in Quantification and Management of Risk & Uncertainty in Complex Systems & Environments (2014-2017) in the University of Liverpool, UK. This research and training center has attracted a total funding volume of £5.8m and involves more than 36 industrial and academic partners from around the globe.

Furthermore, he is certified at the level of Middle Manager (Finance/Insurance) from the Hellenic Institute of Insurance Studies (H.I.I.S.). He has qualified in “Financial Mathematics”, “Risk Theory”, “Investment and Portfolio Theory” and “Survival Models and Life Tables” from the Hellenic Actuarial Society (Recognizable from IFoA, U.K. & SOA, U.S.).

Finally, he has supervised successfully 14 PhD students in the University of Liverpool and Xi'an Jiaotong-Liverpool University (2009 - 2018). Currently, he is supervising 5 PhD students as primary and 2 as secondary (associate) supervisor. 

Supervision interests

I can supervise PhD projects on the general area of quantitative research and mathematical modelling under risk and uncertainty with an emphasis on finance, actuarial science, stochastic mechanics and operational research. For more details, please, communicate directly with me through email. 

Education/Academic qualification

Modelling and System Sciences (Mathematical Engineering), PhD, City University London

Statistics (Actuarial Science/Quantitative Finance), PhD, Athens University of Economics and Business

Applied Mathematics, MSc (2-year), National and Kapodistrian University of Athens

Statistics and Operational Research, MSc (2-year), National and Kapodistrian University of Athens

Statistical Methods Applied to the Management of Insurance Organizations, MSc (2-year), Athens University of Economics and Business

Mathematics (Specialisation: Applied and Pure Mathematics), Bachelor, National and Kapodistrian University of Athens

Research area keywords

  • Quantitative methods
  • Quantitative Finance
  • Actuarial Science
  • Stochastic Dynamics
  • Risk and Uncertainty
  • Decision Making
  • Operations Research

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Projects 2014 2023

Research Output 2007 2020

Closed-form approximate solutions for a class of coupled nonlinear stochastic differential equations

Meimaris, A. T., Kougioumtzoglou, I. A. & Pantelous, A. A., Jan 2020, In : Applied Mathematics and Computation. 364, 18 p., 124669.

Research output: Contribution to journalArticleResearchpeer-review

An approximate technique for determining in closed form the response transition probability density function of diverse nonlinear/hysteretic oscillators

Meimaris, A. T., Kougioumtzoglou, I. A., Pantelous, A. A. & Pirrotta, A., 2019, (Accepted/In press) In : Nonlinear Dynamics. 15 p.

Research output: Contribution to journalArticleResearchpeer-review

A new solution approach to two-stage fuzzy location problems with risk control

Yang, Y., Zhou, J., Wang, K. & Pantelous, A. A., May 2019, In : Computers and Industrial Engineering. 131, p. 157-171 15 p.

Research output: Contribution to journalArticleResearchpeer-review

A reliability-and-cost-based fuzzy approach to optimize preventive maintenance scheduling for offshore wind farms

Zhong, S., Pantelous, A. A., Goh, M. & Zhou, J., 1 Jun 2019, In : Mechanical Systems and Signal Processing. 124, p. 643-663 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Cryptocurrencies: dust in the wind?

Luo, M., Kontosakos, V. E., Pantelous, A. A. & Zhou, J., 1 Jul 2019, In : Physica A: Statistical Mechanics and its Applications. 525, p. 1063-1079 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Press / Media