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SHORT BIO Georgios Papayiannis is a Lecturer of Computational Mathematics at Hellenic Naval Academy (HNA), Department of Naval Sciences, Section of Mathematics. He is also collaborating with Stochastic Modelling and Applications Laboratory of Athens University of Economics and Business (AUEB) and the Sustainable Development Research Unit of ATHENA Research Center. |
RESEARCH INTERESTS
- Convex risk measures for actuarial, financial and environmental risk
- Frechet mean and its applications in economics, finance and statistics
- Functional statistics and semiparametric variants through shape deformation models
- Learning under multiple information sources and construction of optimal aggregate models
- Risk modelling and quantification under model uncertainty
- Robust decision making and control under uncertainty
- Statistical learning approaches for complex data structures
TEACHING
- Computational Methods in Finance and Risk Quantification
- Game Theory and Decision Making
- Linear and Nonlinear Programming
- Numerical Methods
- Optimization Approaches in Portfolio Selection
- Probability and Statistics
- Reliability Analysis
- Statistical Modelling
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PUBLICATIONS Hazapi, O., Lagopati, N., Pezoulas, V. C., Papayiannis, G. I., Fotiadis, D. I., Skaltsas, et al. (2022). Machine Learning: A Tool to Shape the Future of Medicine. In Handbook of Machine Learning Applications for Genomics (pp. 177-218). Springer, Singapore. Papayiannis, G. I. (2022). Robust policy selection and harvest risk quantification for natural resources management under model uncertainty. Journal of Dynamics & Games, 9(2), 203. Papayiannis, G. I., Domazakis, G. N., Drivaliaris, D., Koukoulas, S., Tsekrekos, A. E., & Yannacopoulos, A. N. (2021). On clustering uncertain and structured data with Wasserstein barycenters and a geodesic criterion for the number of clusters. Journal of Statistical Computation and Simulation, 91(13), 2569-2594. Kampelis, N., Papayiannis, G. I., Kolokotsa, D., Galanis, G. N., Isidori, D., Cristalli, C., & Yannacopoulos, A. N. (2020). An integrated energy simulation model for buildings. Energies, 13(5), 1170. Petracou, E. V., Domazakis, G. N., Papayiannis, G. I., & Yannacopoulos, A. N. (2018). Towards a Common European Space for Asylum. Sustainability, 10(9), 2961. Papayiannis, G. I., Galanis, G. N., & Yannacopoulos, A. N. (2018). Model aggregation using optimal transport and applications in wind speed forecasting. Environmetrics, 29(8). Papayiannis, G. I., & Yannacopoulos, A. N. (2018). Convex risk measures for the aggregation of multiple information sources and applications in insurance. Scandinavian Actuarial Journal, 2018(9), 792-822. Papayiannis, G. I., Giakoumakis, E. A., Manios, E. D., Moulopoulos, S. D., Stamatelopoulos, K. S., Toumanidis, S. T., & Yannacopoulos, A. N. (2018). A functional supervised learning approach to the study of blood pressure data. Statistics in medicine, 37(8), 1359-1375. Papayiannis, G. I., & Yannacopoulos, A. N. (2018). Numerical computation of convex risk measures. Annals of Operations Research, 260(1), 417-435. Papayiannis, G. I., & Yannacopoulos, A. N. (2018). A learning algorithm for source aggregation. Mathematical Methods in the Applied Sciences, 41(3), 1033-1039. |