Dr. Athanasios Pantelous

Dr. Athanasios Pantelous

Associate Director of Quantitative Finance and Risk Analysis

Athanaasios.Pantelous@monash.edu
aapantel@umd.edu

MoU webpage: https://research.monash.edu/en/persons/athanasios-pantelous

Associate 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 at the Department of Econometrics and Business Statistics.

Dr. Pantelous’ primary research interests focus on the general area of quantitative research and mathematical modeling under risk and uncertainty with an emphasis on quantitative and behavioral finance, actuarial science, financial econometrics, computational stochastic mechanics as well as operational research. His theoretical mathematical developments have often found diverse applications in finance, insurance as well as in engineering and economics.

Dr. Pantelous has published more than 140 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 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, China Finance Review International, International Journal of Finance & Economics).

He co-lead, 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 $28m and involved 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.).

Finally, he has supervised successfully 14 PhD students in the University of Liverpool and Xi’an Jiaotong-Liverpool University (2009 – 2018).