Personal profile


News: QFRA 2018 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’ primary research interests focus on the general area of quantitative research and mathematical modeling under risk and uncertainty with an emphasis on quantitative and behavioral finance, actuarial science, financial econometrics and mathematics, computational stochastic mechanics and finance as well as operational research. His theoretical mathematical developments have often found diverse applications in finance, insurance, as well as engineering and economics.

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 £21m 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 13 PhD students in the University of Liverpool (2009 - 2018).


  • Quantitative methods
  • Behavioural Finance
  • Computational Mechanics
  • Actuarial Science
  • Quantitative Finance
  • Network Theory
  • Computational Finance
  • Financial Econometrics
  • Risk analysis and management
  • Pricing
  • Operational Research
  • Financial Mathematics

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Projects 2017 2022

Research Output 2007 2018

Claims Reserving with a Stochastic Vector Projection

Portugal, L., Pantelous, A. & Assa, H. 2018 (Accepted/In press) In : North American Actuarial Journal . p. 1-18 18 p.

Research output: Research - peer-reviewArticle

Constrained non-linear multi-objective optimisation of preventive maintenance scheduling for offshore wind farms

Zhong, S., Pantelous, A. A., Beer, M. & Zhou, J. 1 May 2018 In : Mechanical Systems and Signal Processing. 104, p. 347-369 23 p.

Research output: Research - peer-reviewArticle

Forecasting and trading high frequency volatility on large indices

Liu, F., Pantelous, A. A. & von Mettenheim, H. J. 1 May 2018 (Accepted/In press) In : Quantitative Finance. p. 1-12 12 p.

Research output: Research - peer-reviewArticle

Loss aversion around the world: Empirical evidence from pension funds

Xie, Y., Hwang, S. & Pantelous, A. 1 Mar 2018 In : Journal of Banking and Finance. 88, p. 52-62 11 p.

Research output: Research - peer-reviewArticle