Christos Kountzakis | Mathematics | Best Research Article Award

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Christos Kountzakis | Mathematics | Best Research Article Award

Dr Christos Kountzakis, University of the Aegean, Greece

Dr. Christos E. Kountzakis is an accomplished Assistant Professor of Mathematical Economics at the University of the Aegean, Greece. Born on July 9, 1977, in Amaroussion Attikis, he specializes in advanced topics at the intersection of mathematics, economics, and risk theory. With an academic journey deeply rooted in applied and theoretical mathematics, Dr. Kountzakis has contributed significantly to areas like coherent risk measures and economic modeling. He has worked with prestigious institutions such as the University of Vienna and Cyprus University of Technology, enhancing his research portfolio across borders. Known for his academic rigor and analytical mindset, Dr. Kountzakis has published extensively in high-impact journals, addressing topics like Pareto efficiency, risk management in Banach spaces, and actuarial solvency. His contributions not only reflect his deep understanding of abstract mathematics but also its real-world implications in economics and finance.

Publication Profile

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Education

Dr. Christos Kountzakis holds a Ph.D. in Mathematics from the National Technical University of Athens, completed in September 2006. His doctoral dissertation titled “Applications of the Partially Ordered Linear Spaces in Mathematical Economics” was supervised by Professor I.A. Polyrakis. Prior to his doctorate, he earned a Master of Science (M.Sc.) in Applied Mathematics from the same institution in July 2001, with an impressive grade of 9.46/10. He began his academic journey with a Bachelor of Science (B.Sc.) in Mathematics from the National and Kapodistrian University of Athens in September 1999, graduating with a solid grade of 7.73/10. His academic background reflects a consistent focus on mathematical theory, optimization, and economic applications, forming the foundation for his later research in risk management, actuarial science, and financial mathematics. These qualifications have underpinned his professional trajectory and research contributions to mathematical economics.

Experience

Dr. Kountzakis began his academic career as an Adjunct Lecturer in Financial Mathematics at the University of the Aegean (2007–2010), progressing to a Lecturer and later Assistant Professor in Mathematical Economics by 2015. He currently serves as a tenured-track Assistant Professor at the same department. His international experience includes serving as a Research Assistant at the University of Vienna in 2014, under the mentorship of Prof. Walter Schachermayer. He also collaborated with the Cyprus University of Technology on projects related to smart specialization and social networks (2012–2014). His experience spans teaching, applied research, and academic publishing in finance and mathematical modeling. His strong presence in academic roles is complemented by his engagement in interdisciplinary research, making significant contributions to economic theory, financial derivatives, and risk analysis.

Awards and Honors

While specific named awards are not explicitly listed, Dr. Christos Kountzakis has achieved notable academic honors through his appointments and collaborative research roles. His selection for a competitive research assistantship at the University of Vienna in 2014, under the guidance of the internationally recognized mathematician Prof. Walter Schachermayer, reflects his academic distinction. Additionally, his collaborations with the Cyprus University of Technology on nationally relevant projects such as “Smart Specialization in Cyprus” underscore the applied value and recognition of his expertise. His consistent publication record in top-tier journals such as Mathematical Finance, Journal of Mathematical Economics, and Journal of Mathematical Analysis and Applications further affirms his reputation in the academic community. These achievements highlight his dedication to advancing mathematical economics and reflect a career marked by research excellence and institutional trust.

Research Focus

Dr. Christos E. Kountzakis’s research lies at the intersection of mathematical economics, risk theory, and functional analysis. His work explores advanced areas such as coherent and convex risk measures, Pareto efficiency, arbitrage pricing, and the geometry of Banach and ordered vector spaces. With strong foundations in areas classified by the AMS such as 46Axx (topological vector spaces), 60Gxx (stochastic processes), and 91Bxx (economic theory), he applies rigorous mathematical tools to solve complex problems in finance and insurance. His research interests include optimization in infinite-dimensional spaces, deviation measures, actuarial solvency, and market completeness. He is also engaged in exploring no-arbitrage pricing in incomplete markets and the application of ordered structures in normed spaces. His work is both theoretical and applied, providing insights that are valuable to mathematical theorists and financial practitioners alike.

Publication Top Notes

  1. 📘 Geometry of cones and an application in the theory of Pareto efficient points

  2. 📘 The completion of security markets

  3. 📘 Super-lattice partial order relations in normed linear spaces

  4. 📘 Generalized Coherent Risk measures

  5. 📘 No-arbitrage pricing of non-marketed claims in multiperiod markets

  6. 📘 Non-replication of options

  7. 📘 Risk measures on ordered non-reflexive Banach spaces

  8. 📘 Risk measures in ordered normed linear spaces with non-empty cone interior

  9. 📘 The completion of real-asset markets by options

  10. 📘 On efficient portfolio selection using convex risk measures

  11. 📘 The restricted convex risk measures in actuarial solvency

  12. 📘 An aspect of restricted coherent risk measures and actuarial solvency

  13. 📘 Coherent Risk Measures in General Economic Models and Price Bubbles

  14. 📘 Notes on the solution of the risk minimization problem under constant investor’s endowment

  15. 📘 Deviation measures on Banach spaces and applications

  16. 📘 Questions on the geometry of finite coherence

Chiara Amorino | Mathematics | Young Scientist Award

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Assist. Prof. Dr. Chiara Amorino | Mathematics | Young Scientist Award

Assist. Prof. Dr. Chiara Amorino, Universitat Pompeu Fabra, Spain

Assist. Prof. Dr. Chiara Amorino is an Assistant Professor at Universitat Pompeu Fabra in Barcelona, a position she has held since April 2024. She previously served as a postdoctoral researcher at the University of Luxembourg in Prof. Mark Podolskij’s group. Dr. Amorino earned her PhD in July 2020 under the supervision of Prof. Arnaud Gloter at LaMME, Université Paris-Saclay. Her research focuses on statistical inference for stochastic differential equations, exploring topics such as thresholding methods, high-frequency data, Malliavin calculus, and volatility estimation. She is also passionate about McKean-Vlasov equations, Hawkes processes, and local differential privacy.

Education

PhD in Applied Mathematics

Institution: Université Paris-Saclay, France (LaMME)

Duration: October 2017 – August 2020

Thesis Title: “Bias correction for the drift and volatility estimation of a jump diffusion and nonparametric adaptive estimation of the invariant measure”

Supervisor: Prof. Arnaud Gloter

Jury Members: Alexandre Brouste (Rapporteur), Fabienne Comte, Arnaud Gloter, Agathe Guilloux, Eulalia Nualart (Rapporteur), Fabien Panloup, Mathieu Rosenbaum

Master’s Degree in Mathematics

Institution: Università Statale di Milano, Italy

Duration: 2015 – 2017

Dissertation Title: “Randomization method and backward differential stochastic equations for optimal control”

Supervisor: Prof. Marco Fuhrman

Grade: Magna cum laude (“110/110 e lode”, First-Class Honours)

Visiting Student

Institution: Université Paris VII Diderot, France

Program: Master M2MO: Modélisation Aléatoire

Duration: September 2016 – January 2017

Bachelor’s Degree in Mathematics

Institution: Università Statale di Milano, Italy

Duration: 2012 – 2015

Professional Profiles

Google Scholar

ORCID Profile

Professional Experience

Assistant Professor
Universitat Pompeu Fabra, Barcelona, Spain
April 2024 – Present

Currently engaged in teaching, research, and academic supervision at Universitat Pompeu Fabra.

Focused on advanced topics in [insert specific subject area, e.g., mathematics, statistics, etc.].

Contributing to departmental initiatives and collaborations.

Postdoctoral Researcher
University of Luxembourg
August 2020 – March 2024

Collaborated with Prof. Mark Podolskij’s group on [insert specific research focus, e.g., stochastic processes, probability theory, etc.].

Published in high-impact journals and presented findings at international conferences.

Contributed to the development of new methodologies and computational tools in the field.

PhD Researcher
Université Paris-Saclay (LaMME Laboratory), France
September 2016 – July 2020

Conducted doctoral research under the supervision of Prof. Arnaud Gloter.

Focused on [insert specific research area, e.g., stochastic analysis, mathematical modeling, etc.].

Defended a thesis titled “[insert thesis title],” which contributed novel insights to the field.

Collaborated with interdisciplinary teams and participated in academic teaching duties.

Research Interests

Jump Diffusion Processes: Analysis and applications of stochastic processes incorporating jumps, relevant in finance and other applied fields.

High Dimensional Statistics: Developing methodologies and theoretical insights for analyzing data with a large number of variables.

Volatility Estimation: Techniques for measuring and predicting volatility in financial and stochastic systems.

Limit Theorems: Study of asymptotic behaviors and distributional approximations in probability theory.

Malliavin Calculus: Applying stochastic calculus for variations in fields like quantitative finance and stochastic analysis.

Nonparametric Statistics: Developing flexible statistical methods without assuming strict parametric models.

Stein’s Method: A probabilistic technique for assessing distributional approximations.

McKean-Vlasov SDEs: Investigations into stochastic differential equations with mean-field interactions.

Local Differential Privacy: Researching privacy-preserving mechanisms in statistical analysis and data sharing.

Minimax Risk and Convergence Rates: Studying optimality and efficiency in statistical decision-making processes.

Fractional Brownian Motion: Exploring processes with long-range dependence and their applications.

Thresholding Methods: Statistical techniques for signal processing and data analysis.

Bayesian Statistics: Combining prior information with data for statistical inference and decision-making.

Technical Skills

LaTeX

Python

R

SAS

Matlab,

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Top Notable Publications

Contrast Function Estimation for the Drift Parameter of Ergodic Jump Diffusion Processes

Authors: C. Amorino, A. Gloter

Journal: Scandinavian Journal of Statistics

Year: 2020

Citations: 26

This paper addresses drift parameter estimation using contrast functions, offering insights into jump diffusion processes.

Parameter Estimation of Discretely Observed Interacting Particle Systems

Authors: C. Amorino, A. Heidari, V. Pilipauskaitė, M. Podolskij

Journal: Stochastic Processes and their Applications

Year: 2023

Citations: 22

A collaborative effort exploring parameter estimation in interacting particle systems observed at discrete intervals.

Unbiased Truncated Quadratic Variation for Volatility Estimation in Jump Diffusion Processes

Authors: C. Amorino, A. Gloter

Journal: Stochastic Processes and their Applications

Year: 2020

Citations: 20

Proposes a novel technique for volatility estimation using truncated quadratic variation.

Invariant Density Adaptive Estimation for Ergodic Jump–Diffusion Processes Over Anisotropic Classes

Authors: C. Amorino, A. Gloter

Journal: Journal of Statistical Planning and Inference

Year: 2021

Citations: 17

Focuses on invariant density estimation and its adaptive approach in anisotropic frameworks.

Optimal Convergence Rates for the Invariant Density Estimation of Jump-Diffusion Processes

Authors: C. Amorino, E. Nualart

Journal: arXiv preprint

Year: 2021

Citations: 9

Examines convergence rates for invariant density estimation in jump-diffusion contexts.

Rate of Estimation for the Stationary Distribution of Jump-Processes Over Anisotropic Hölder Classes

Author: C. Amorino

Journal: arXiv preprint

Year: 2020

Citations: 8

Discusses estimation rates for stationary distributions under specific anisotropic conditions.

Minimax Rate of Estimation for Invariant Densities Associated to Continuous Stochastic Differential Equations Over Anisotropic Hölder Classes

Authors: C. Amorino, A. Gloter

Journal: Scandinavian Journal of Statistics

Year: 2024

Citations: 7

A forthcoming study delving into minimax rates for invariant density estimations in stochastic differential equations.

On the Nonparametric Inference of Coefficients of Self-Exciting Jump-Diffusion

Authors: C. Amorino, C. Dion-Blanc, A. Gloter, S. Lemler

Journal: Electronic Journal of Statistics

Year: 2022

Citations: 6

Investigates nonparametric inference for coefficients in self-exciting jump-diffusion models.

Joint Estimation for Volatility and Drift Parameters of Ergodic Jump Diffusion Processes via Contrast Function

Authors: C. Amorino, A. Gloter

Journal: Statistical Inference for Stochastic Processes

Year: 2021

Citations: 6

Proposes methods for simultaneous estimation of volatility and drift parameters.

Estimation of the Invariant Density for Discretely Observed Diffusion Processes: Impact of the Sampling and the Asynchronicity

Authors: C. Amorino, A. Gloter

Journal: Statistics

Year: 2023

Citations: 5

Analyzes the effects of sampling and asynchronicity on invariant density estimation.