Projects per year
Personal profile
Biography
News: R-package (patterncausality: Pattern Causality Algorithm)
QFRA 2025 website is online now.
Professor Athanasios (Thanasi) Pantelous received his bachelor's degree in Mathematics (2001), a two-year M.Sc. in Statistics and Operational Research (2005), and M.Sc. in Applied Mathematics (2007) 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) 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 in the Department of Econometrics and Business Statistics.
Dr. Pantelous has been an academic member of RiskLab Australia since January 2018.
Dr. Pantelous has been 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 anticipated 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 170 technical papers in peer-reviewed international journals and conference proceedings. He has served on 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 has been an 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-led, 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) at 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 successfully supervised 22 PhD students (2009 - 2023). Currently, he is supervising 6 PhD/MPhil students as primary and 3 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
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A probability density functional framework for the probabilistic response and reliability analysis of dynamical structural systems subjected to random environmental loads” / ”Wahrscheinlichkeitsdichte-Funktional zur probabilistischen Antwort- und Zuverlässigkeitsanalyse dynamischer Struktursysteme unter zufälligen Umweltbelastungen
Huang, Z. (Primary Chief Investigator (PCI)), Beer, M. (Chief Investigator (CI)), Pantelous, A. (Chief Investigator (CI)), Kougioumtzoglou, I. A. (Chief Investigator (CI)) & Chen, J. (Chief Investigator (CI))
1/08/25 → 31/07/28
Project: Research
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Data61 CRP #47 - Economic Scenario Generation (ESG) and Optimal Superannuation Life-Cycle Modelling and Risks
Koo, B. (Primary Chief Investigator (PCI)), Pantelous, A. (Chief Investigator (CI)), Knight, K. (Project Manager), Zhu, Z. (Chief Investigator (CI)), Chen, W. (Chief Investigator (CI)), Toscas, P. (Chief Investigator (CI)) & Stephenson, A. (Chief Investigator (CI))
1/01/20 → 31/12/22
Project: Research
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Mathematics for Industry - Blockchain and Cryprocurrencies
Nadarajah, S. (Primary Chief Investigator (PCI)), Chan, S. (Chief Investigator (CI)), Pantelous, A. (Chief Investigator (CI)), Chu, J. (Associate Investigator (AI)) & Osterrieder, J. (Associate Investigator (AI))
1/12/17 → 9/09/18
Project: Other
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Industrial cooperation grant in 'Quantitative Finance' to support Prof. Pantelous
Pantelous, A. (Primary Chief Investigator (PCI))
1/09/17 → 31/12/22
Project: Research
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RiskLab Research - Actuarial Sciences
Pantelous, A. (Primary Chief Investigator (PCI)), Koo, B. (Chief Investigator (CI)), O'Hare, C. (Chief Investigator (CI)) & Knight, K. (Project Manager)
1/01/17 → 31/12/19
Project: Research
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A decision-making framework for supporting an equitable global vaccine distribution under humanitarian perspectives
Zhou, J., Cai, J., Pantelous, A. A., Li, Z. & Li, M. K., 2025, (Accepted/In press) In: European Journal of Operational Research. 18 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access -
Competitive insurance pricing strategies for multiple lines of business: a game-theoretic approach
Mourdoukoutas, F., Boonen, T. J., Pantelous, A. A. & Taylor, G., 2025, (Accepted/In press) In: Scandinavian Actuarial Journal. 27 p.Research output: Contribution to journal › Article › Research › peer-review
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A comparative and conceptual intellectual study of environmental topic in economic and finance
Yan, M., Li, Y., Pantelous, A. A., Vigne, S. A. & Zhang, D., Jan 2024, In: International Review of Financial Analysis. 91, 17 p., 103023.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile8 Citations (Scopus) -
A decision making framework for joint replenishment and delivery scheduling problems under mixed uncertainty
Wang, G., Zhou, J., Pantelous, A. A., Liu, Y. & Li, Y., Jan 2024, In: Computers and Industrial Engineering. 187, 16 p., 109835.Research output: Contribution to journal › Article › Research › peer-review
2 Citations (Scopus) -
A machine learning and clustering-based methodology for the identification of lead users and their needs from online communities
Fang, X., Zhou, J., Pantelous, A. A. & Lu, W., 15 Aug 2024, In: Expert Systems with Applications. 248, 15 p., 123381.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