Apostolos-Paul Refenes (Bsc Mathematics & Computing 1984, PhD Computing 1987) is Professor of Financial Engineering and Director of the Financial Engineering Research Centre at Athens University of Business & Economics. He has held previous academic appointments at London Business School (Associate Professor), University College London (Senior Research Fellow), and the University of Athens (Visiting Professor), and various professional appointments including OPAP International Ltd (Chief Executive), OPAP S. A. (Board member, Non-executive Director), Hellenic Competition Commission (Member), UK Cabinet Office (Member Technology Foresight Panel on financial services), and the DTI (Scientific Advisor). He has consulted for many financial institutions including Morgan-Stanley, CitiBank, Barclays, Dresdner, BNP, Societe General, Smith New Court, Golden Cross, KGAL, Bank of Greece, OTEestate, etc. and other organisations including the European Commission.
Author of over 100 papers and editor of six books on the subjects of neural computing and financial engineering applications. Recipient of research awards in excess of $15m from several public and private funds. Associate editor of the Intelligent Systems in Accounting and Finance Journal, International Journal of Computational Intelligence and Organisations, guest editor of the Journal of Forecasting, series editor Studies in Computational Finance, and a serving member of the editorial board of the Neural Computing & Applications Journal. Programme committee member in several International conferences including World Congress on Neural Networks, International Conference on Artificial Neural Networks, International Conference on Neural Information Processing Systems, Euromicro, the IEE annual conference on ANNS, and ICANN. Founded the international conference on Neural Networks in the Capital Markets (NnCM) and served as general chair for NnCM-93 and NnCM-95, Computational Finance 1997, International Chair for the Joint IEEE/IAFE conference on Computational Intelligence in Financial Engineering (CIFEr). Invited speaker at many international symposia.
Teaching interests include non-parametric statistics, neural networks, financial econometrics, financial mathematics, and computational finance. His classes include MBA, Masters in Finance and PhD students at London Business School as well as MSc and BSc in computer Science at Athens University of Economics & Business and University College London. Short executive courses in financial econometrics, advanced quantitative methods, advanced data analysis and forecasting have been developed over the years. Invited to give university lectures and short executive courses in over 20 countries in Europe, Asia, Australia, North and South America.
Current research on Neural Networks, Financial Engineering and Computational Finance is supported by the ESRC, the DTI, ESPRIT, VALUE, and privately by several companies in the finance sector. Work on neural network design methodology, model identification, and estimation procedures is cited regularly for a number of years (with over 300 citations). Applied work has also included tactical asset allocation, factor models for equity investment, dynamic risk management, nonlinear cointegration, exchange risk management, etc. Research papers have appeared in such journals as IEEE Trans on Neural Networks, Neural Networks, Neural Computing & Applications, Neurocomputing, Risk, Defense Economics, Journal of Forecasting, Int. Journal of Forecastiing, Journal of Int. Financial Markets, etc. Topical work has been reported in Scientific American, The New Scientist, Nature, Risk, IEEE spectrum, and the press The Financial Times, The Times, The Independent, The Guardian, The Daily Telegraph, and others. Listed in "who is who in the world".
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