Athanasios A. Pantelous

University of Liverpool

Athanasios A. Pantelous is a Reader at the Department of Mathematical Sciences, at the University of Liverpool, UK, and he is also affiliated with the Center for Technology and Systems Management at the University of Maryland, USA, as the Associate Director of Quantitative Finance and Risk Analysis. His primary research interest focuses on applied mathematics and mathematical modelling under risk and uncertainty with an emphasis on actuarial science, quantitative finance, computational mathematics, applied stochastic analysis, systems and control theory, and stochastic dynamics. He 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. Currently, 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 (2014-2023). This research and training center has attracted a total funding volume of £21m and involves more than 36 industrial and academic partners from around the globe.

Articles by Athanasios A. Pantelous

Original research

Causality networks of financial assets

Through financial network analysis, this paper ascertains the existence of important causal behavior between certain financial assets, as inferred from eight different causality methods.

04 Jul 2017

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