Ημερολόγιο Εκδηλώσεων

The Institute of Geodynamics of the National Observatory of Athens and the Department of Statistics of Athens University of Economics and Business invite you in the webinar: "Stochastic Models in earthquake studies", to be held on Thursday 18th March 10:00 AM (Athens time zone)

Please register by 16th March at: https://forms.gle/Wv1dXmDdUoE8GUWq8

The access details to join the webinar will be provided by email to the registered participants only.

On Wednesday, 27 January 2021, George Kapetanios (King's College London) will give a webinar with the title: "Testing the Adequacy of the Fixed Effects Estimator in the Presence of Cross-section Dependence" at 16:00. The event is jointly hosted by the Research Seminar Series of the Department of Economics of the University of Cyprus, the Department of International and European Economic Studies and the Department of Economics of the Athens University of Economics and Business.

The UCY/AUEB joint webinar brings together "socially distanced" economists from Greece, Cyprus, and abroad; and exposes them to state-of-the-art research presented by experts in various fields of economics. The main goal is to exploit the current technological possibilities and make interesting work accessible to a wider audience, but also to preserve the intimacy of conventional seminars by allowing lively discussions and interactions.

For more information regarding future events, please visit https://sites.google.com/view/ucy-aueb-webinar

On Wednesday, 9 December 2020, Fabio Canova (BI Norwegian Business School) will give a webinar with the title: "FAQ: How do I extract the output gap?" at 16:00 . The event is jointly hosted by the Research Seminar Series of the Department of Economics of the University of Cyprus, the Department of International and European Economic Studies and the Department of Economics of the Athens University of Economics and Business.

The UCY/AUEB joint webinar brings together "socially distanced" economists from Greece, Cyprus, and abroad; and exposes them to state-of-the-art research presented by experts in various fields of economics. The main goal is to exploit the current technological possibilities and make interesting work accessible to a wider audience, but also to preserve the intimacy of conventional seminars by allowing lively discussions and interactions. For more information regarding future events, please visit https://sites.google.com/view/ucy-aueb-webinar

Τhe Research Webinar of the School of Information Sciences and Technology, AUEB, includes distinguished speakers lectures. The third lecture will be given on Monday, December 7, 2020, 14:00, via MS Teams (http://tiny.cc/sist3rdRS ) by Kimon Drakopoulos, Assistant Professor of Data Sciences and Operations, Marshall School of Business, University of Southern California.

Summary
In collaboration with the Greek government, we designed and deployed a nation-wide COVID-19 screening protocol for travelers to Greece. The goals of the protocol were to combine limited demographic information about arriving travelers with screening results from recently tested travelers to judiciously allocate Greece's limited testing budget to identify asymptomatic, infected travelers and quickly identify hotspots and spikes in other nations to inform immigration/border policies in real-time.

This talk details the operations of our designed system (including border screening, database management, closed-loop feedback, and liasing with contact-tracing teams) a novel, batched, contextual bandit algorithm tailored to the unique features of this problem and an empirical assessment of the benefits of the deployed system from the summer/fall 2020, showing that targeted testing based on traveler's features essentially doubles the effectiveness compared to random testing and static greylisting. That is, in a country with daily budget of 7500 tests, targeting is as effective as Radom sampling with 14,850 tests, a number that at the time was effectively the testing capacity of the whole country.

CV
Kimon Drakopoulos is an Assistant Professor of Data Sciences and Operations at USC Marshall School of Business, where he researches complex networked systems, information design and information economics. He completed his Ph.D. in the Laboratory for Information and Decision Systems at MIT, focusing on the analysis and control of contagion within networks. His current research revolves around controlling contagion, epidemic or informational as well as the use of information as a lever to improve operational outcomes in the context of testing allocation, fake news propagation and belief polarization.

On Wednesday, 25 November 2020,  Silvia Miranda-Agrippino (Bank of England) will give a webinar with the title: "When Creativity Strikes: News Shocks and Business Cycle Fluctuations" at 16:00. Τhis event is jointly hosted by the Research Seminar Series of the Department of Economics of the University of Cyprus, the Department of International and European Economic Studies and the Department of Economics of the Athens University of Economics and Business.

The UCY/AUEB joint webinar brings together "socially distanced" economists from Greece, Cyprus, and abroad; and exposes them to state-of-the-art research presented by experts in various fields of economics. The main goal is to exploit the current technological possibilities and make interesting work accessible to a wider audience, but also to preserve the intimacy of conventional seminars by allowing lively discussions and interactions. For more information regarding future events, please visit https://sites.google.com/view/ucy-aueb-webinar

   

 

University of Cyprus – Athens University of Economics and Business webinar in Economic Research

On Wednesday, 11 November 2020, Christopher Pissarides (LSE and UCY) will give a webinar with the title: "Productive Robots and Employment: The Role of National Innovation Systems" at 16:00 (Zoom). You are cordially invited to attend this event jointly hosted by the Research Seminar Series of the Department of Economics, and the Department of International and European Economic Studies of the Athens University of Economics and Business and the Seminar Series of the Department of Economics of the University of Cyprus.

The UCY/AUEB joint webinar brings together "socially distanced" economists from Greece, Cyprus, and abroad and exposes them to state-of-the-art research presented by experts in various fields of economics. The main goal is to exploit the current technological possibilities and make interesting work accessible to a wider audience, but also to preserve the intimacy of conventional seminars by allowing lively discussions and interactions. For more information regarding future events, please visit https://sites.google.com/view/ucy-aueb-webinar

17th  e-Summer School

in Risk Finance and Stochastics

 
Risk Finance and Stochastics

RFS-2020

Web, 30 June – 3 July 2020

The 17th e-Summer School in Risk Finance and Stochastics, 30 June-3 July 2020 is organized by AUEB  (Departments of Accounting & Finance, Business Administration, Statistics) in collaboration with the University of the Aegean (Departments of Statistics & Actuarial-Financial Mathematics, Financial & Management Engineering).

Due to the current situation concerning the COVID 19 pandemic, the standard operation of the Summer School would be difficult, if not impossible. However, trying to stay loyal to our usual annual meeting, we decided to transform the school into e-mode, thus enabling distant participation. Surely, we will lose the joy of meeting, interacting and exchanging views, however, we hope that next year we will be able to get back to our usual modus operandi.

As always, we will have the pleasure and honour of having with us distinguished academics in the field.

The central topic of the school will be about a revision of the theory of arbitrage by Professor Ioannis Karatzas (Columbia).

Further topics that will be presented and discussed include stochastic finance, portfolio theory, risk management and decision making.

Among the speakers will be:

Fausto Gozzi  (Professor, LUISS University, Rome, Italy), 

Filippo Santambrogio (Professor, Claude Bernard - Lyon University, France),

Gerhard-Wilhelm Weber (Professor, Poznan University of Technology, Poland),

Katherine Kyrtsou (Professor, University of Macedonia),

Athanasios Pantelous (Associate Professor, Monash University, Australia),

Diogo Pinheiro (Associate Professor, Brooklyn College, City University of NY, USA),

Susana Pinheiro (Assistant Professor, Queensborough Community College, City University of NY, USA),

Benoit Chevalier-Roignant (Lecturer, Cranfield University, UK),

Nuno Filipe Azevedo (Professor, Research Department, Banco do Portugal)

Ioannis Karatzas (Columbia University, USA)

The school is addressed to postgraduate students, PhD students, postdocs, researchers and practitioners whoa are interested to stay informed about the latest developments in the field of stochastic finance.

There is no fee for attending the school, but interested participants should send an e-mail of intention to participate to masterst@aueb.gr , stating their name, capacity, affiliation and including a short cv (no more than 10 lines).

The Organizing Committee

I.Baltas (Assistant Professor., University of the Aegean)

G. Kouretas (Professor, AUEB)

A. Tsekrekos (Associate Professor, AUEB)

G. Papayiannis (Lecturer, Hellenic Naval Academy)

S. Xanthopoulos (Associate Professor, University of the Aegean) 

A.N. Yannacopoulos (Professor, AUEB)