Projects per year
Personal profile
Biography
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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, and in July 2020, he promoted to Professor at the Department of Econometrics and Business Statistics.
Dr. Pantelous is an academic member of RiskLab Australia since January 2018.
Dr. Pantelous is an academic member of the Belief Analytics: Social Media Data Lab at SWUFE since November 2022. As a part of my scientific role at Belief Analytics, I assist in the construction and validation of sentiment-based indications. Impact is anticipared in a) belief measurement, b) acquisition of large amount of data, c) the theory of communication, and d) modeling belief formation.
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.
Dr. Pantelous has published more than 160 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 21 PhD students (2009 - 2022). Currently, he is supervising 3 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.
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Education/Academic qualification
Modelling and System Sciences (Mathematical Engineering), PhD, Solutions Properties and Techniques for Implicit Systems, City University London
Award Date: 1 Jan 2013
Statistics (Actuarial Science/Quantitative Finance), PhD, Stochastic Linear Quadratic Control Problems with Applications to Insurance, Athens University of Economics and Business
Award Date: 1 Jan 2008
Applied Mathematics, MSc (2-year), National and Kapodistrian University of Athens
Award Date: 1 Jan 2007
Statistics and Operational Research, MSc (2-year), National and Kapodistrian University of Athens
Award Date: 1 Jan 2005
Statistical Methods Applied to the Management of Insurance Organizations, MSc (2-year), Athens University of Economics and Business
Award Date: 1 Jan 2004
Mathematics (Specialisation: Applied and Pure Mathematics), Bachelor, National and Kapodistrian University of Athens
Award Date: 1 Jan 2001
Research area keywords
- Quantitative methods
- Quantitative Finance
- Actuarial Science
- Stochastic Dynamics
- Risk and Uncertainty
- Decision Making
- Operations Research
Collaborations and top research areas from the last five years
Projects
- 5 Finished
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Data61 CRP #47 - Economic Scenario Generation (ESG) and Optimal Superannuation Life-Cycle Modelling and Risks
Koo, B., Pantelous, A., Knight, K., Zhu, Z., Chen, W., Toscas, P. & Stephenson, A.
1/01/20 → 31/12/22
Project: Research
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Mathematics for Industry - Blockchain and Cryprocurrencies
Nadarajah, S., Chan, S., Pantelous, A., Chu, J. & Osterrieder, J.
1/12/17 → 9/09/18
Project: Other
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Industrial cooperation grant in 'Quantitative Finance' to support Prof. Pantelous
1/09/17 → 31/12/22
Project: Research
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RiskLab Research - Actuarial Sciences
Pantelous, A., Koo, B., O'Hare, C. & Knight, K.
1/01/17 → 31/12/19
Project: Research
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EPSRC and ESRC Centre for Doctoral Training in Quantification and Management of Risk & Uncertainty in Complex Systems & Environments.
Ferson, S., Pantelous, A. & Patelli, E.
1/10/14 → 31/03/23
Project: Research
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Long-term dynamic asset allocation under asymmetric risk preferences
Kontosakos, V. E., Hwang, S., Kallinterakis, V. & Pantelous, A. A., 16 Jan 2024, In: European Journal of Operational Research. 312, 2, p. 765-782 18 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile -
Catastrophe bond pricing in the primary market: the issuer effect and pricing factors
Chatoro, M., Mitra, S., Pantelous, A. A. & Shao, J., Jan 2023, In: International Review of Financial Analysis. 85, 19 p., 102431.Research output: Contribution to journal › Article › Research › peer-review
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Multi-population mortality projection: the augmented common factor model with structural breaks
Wang, P., Pantelous, A. A. & Vahid, F., Jan 2023, In: International Journal of Forecasting. 39, 1, p. 450-469 20 p.Research output: Contribution to journal › Article › Research › peer-review
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Pricing American options under Azzalini Ito-McKean Skew Brownian motions
Hussain, S., Arif, H., Noorullah, M. & Pantelous, A. A., 15 Aug 2023, In: Applied Mathematics and Computation. 451, 14 p., 128040.Research output: Contribution to journal › Article › Research › peer-review
1 Citation (Scopus) -
Technical analysis, spread trading, and data snooping control
Psaradellis, I., Laws, J., Pantelous, A. A. & Sermpinis, G., Jan 2023, In: International Journal of Forecasting. 39, 1, p. 178-191 14 p.Research output: Contribution to journal › Article › Research › peer-review
Press/Media
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Extreme Price Co-movement of Commodity Futures and Industrial Production Growth: An Empirical Evaluation
1/12/21
1 Media contribution
Press/Media: Expert Comment
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Pairs Trading, Technical Analysis and Data Snooping: Mean Reversion vs. Momentum
12/06/18
1 Media contribution
Press/Media: Expert Comment
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INSURANCE-LINKED SECURITIES FOR INSTITUTIONAL INVESTORS 2015
1/04/15
1 Media contribution
Press/Media: Expert Comment