About me

I am a research mathematician experienced in Probability Theory and Statistics as well as simulation methods and other advanced analytical techniques used for efficiently solving various optimization problems. Currently, I am a member of the Stochastic Engineering Dynamics Lab at Columbia University, USA and a member of the Research Society, Australia. After transitioning from academia to industry, I worked as a Proprietary Quantitative Trader at Snap Innovations Australia, and I am now utilizing my diverse range of skills in problems of high dimensionality to assist Newgate's clients in solving their complex, real-world challenges.

I have an extensive career in top-level academic institutions including the University of Liverpool (UK), Columbia University (USA) and most recently, Monash University in Melbourne. During this time, I led world class scientific research resulting in publications across numerous top tier international scientific journals, as well as presented this work at various conferences and research focused institutions, including Caltech and MIT.

I hold a Pure & Applied Mathematics degree from the University of Athens, Greece and a Master by Research degree in Decision Making Under Risk & Uncertainty from the University of Liverpool, UK. I recently received my Ph.D. and was awarded the «Postgraduate Publications Award» for my doctoral research from the Department of Econometrics & Business Statistics of Monash University, Australia.

Research

Regarding my publications see my CV and information below:
Links to free versions can be found at  

  Citations: 50+    h-index: 5

On the limitations of the Wiener path integral most probable path technique for solving nonlinear Itô stochastic differential equations

Examples and Counterexamples

Implicit analytic solutions for a nonlinear fractional partial differential beam equation

Communications in Nonlinear Science and Numerical Simulation

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

Applied Mathematics and Computation

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

Nonlinear Dynamics

Approximate transition probability density functions for a class of coupled nonlinear stochastic differential equations

CSM8 conference proceedings

Implicit analytic solutions for the linear stochastic partial differential beam equation with fractional derivative terms

Systems & Control Letters

Approximate analytical solutions for a class of nonlinear stochastic differential equations

European Journal of Applied Mathematics

A closed form approximation and error quantification for the response transition probability density function of a class of stochastic differential equations

Probabilistic Engineering Mechanics

Some observations on the approximations of the Wiener path integral technique

Meccanica dei Materiali e delle Strutture

FEATURES IN THE MEDIA

A Brief History of Randomness: From divination and gambling to modern Probability Theory & Statistics
English version link 1
English version link 2
Greek version link 1
Greek version link 2

Decisions, decisions: Dealing with uncertainty from antiquity to modern times – and coronavirus is no exception
English version
Greek version

We asked experts for their opinion on the COVIDSafe App: Is it a game-changer?
English version

Meet Antonis and Vasileios; Two young academics that make us proud in Australia
English version
Greek version