Accepting PhD Students

PhD projects

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.

20072020

Research output per year

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Personal profile

Biography

News: QFRA 2021 website is online.  

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 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 19 PhD students (2009 - 2020). Currently, he is supervising 2 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

Award Date: 1 Jan 2013

Statistics (Actuarial Science/Quantitative Finance), PhD, 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

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Projects

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.

1/01/2031/12/22

Project: Research

Mathematics for Industry - Blockchain and Cryprocurrencies

Nadarajah, S., Chan, S., Pantelous, A., Chu, J. & Osterrieder, J.

1/12/179/09/18

Project: Other

RiskLab Research - Actuarial Sciences

Pantelous, A., Koo, B., O'Hare, C. & Knight, K.

1/01/1731/12/19

Project: Research

Research Output

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

Implicit analytic solutions for a nonlinear fractional partial differential beam equation

Liaskos, K. B., Pantelous, A. A., Kougioumtzoglou, I. A., Meimaris, A. T. & Pirrotta, A., Jun 2020, In : Communications in Nonlinear Science and Numerical Simulation. 85, 19 p., 105219.

Research output: Contribution to journalArticleResearchpeer-review

Market segmentation using high-dimensional sparse consumers data

Zhou, J., Zhai, L. & Pantelous, A. A., May 2020, In : Expert Systems with Applications. 145, 17 p., 113136.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

On fuzzy simulations for expected values of functions of fuzzy numbers and intervals

Liu, Y., Miao, Y., Pantelous, A. A., Zhou, J. & Ji, P., 6 Mar 2020, (Accepted/In press) In : IEEE Transactions on Fuzzy Systems. 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Pricing inefficiencies and feedback trading: evidence from country ETFs

Kallinterakis, V., Liu, F., Pantelous, A. A. & Shao, J., Jul 2020, In : International Review of Financial Analysis. 70, 15 p., 101498.

Research output: Contribution to journalArticleResearchpeer-review

Press / Media