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Dr Georgios Aivaliotis

Dr Georgios Aivaliotis

  • Position: Associate Professor
  • Areas of expertise: Statistics; survival analysis, functional data, data analytics; mathematics of ML; financial and actuarial mathematics; risk and dependence modelling; temporal pattern mining.
  • Email: G.Aivaliotis@leeds.ac.uk
  • Phone: +44(0)113 343 5162
  • Location: 9.11k Maths Research Deck

Profile

Research Groups: Probability, Stochastic Modelling and Financial Mathematics and Modern applied statistics

Responsibilities

  • Programme manager for MSc Financial Mathematics
  • Programme manager for BSc Mathematics and Statistics

Research interests

My research interests evolve around probability, statistics, stochastic processes and machine learning. Applications of my research can be found in the broad area of financial and actuarial mathematics, data analytics, survival analysis as well as financial technologies.

I have worked in the area of stochastic control for mean-variance type problems and applications in portfolio selection and agent remuneration. Currently, I am applying ideas from probability and statistics into the field of Data Analytics, in particular I am working on robust temporal pattern mining from data that are time stamped. This is part of the EPSRC funded project QuantiCode in which I am a Co-Investigator.

I am an Alan Turing Fellow and co-Investigator on the Alan Turing Project "Modelling the joint effects of temporal, heterogeneous datasets".

Throughout my career, I have kept close links with several industrial partners and government organisations that I have had projects with (CallCredit, Leeds City Council, Jet2 and others). I am an associate member of the Leeds Institute for Data Analytics (LIDA). 
 

Qualifications

  • PhD in Statistics, University of Leeds
  • MSc in Financial Mathematics, Herriot-Watt University and The University of Edinburgh
  • BSc in Statistics, Athens University of Economics and Business

Student education

I am programme manager for the BSc Mathematics and Statistics and liaison officer with the Royal Statistical Society. I led the re-accreditation of our degrees by RSS. I also manage the MSc Financial Mathematics. In the past, I led the development of the BSc Actuarial Mathematics (and the exemption recognition process) for a number of years.

I have taught a variety of Financial and Actuarial modules both in UG and PG level.

Research groups and institutes

  • Statistics
  • Probability and Financial Mathematics

Current postgraduate researchers

<h4>Postgraduate research opportunities</h4> <p>We welcome enquiries from motivated and qualified applicants from all around the world who are interested in PhD study. Our <a href="https://phd.leeds.ac.uk">research opportunities</a> allow you to search for projects and scholarships.</p>
Projects
    <li><a href="//phd.leeds.ac.uk/project/2128-functional-regression-models-with-application-in-neuroimaging-data-analysis">Functional regression models with application in neuroimaging data analysis</a></li> <li><a href="//phd.leeds.ac.uk/project/638-multivariate-peaks-over-threshold-(pot)-modelling-of-nonstationary-air-pollution-concentration-data">Multivariate Peaks-Over-Threshold (POT) Modelling of Nonstationary Air Pollution Concentration Data</a></li> <li><a href="//phd.leeds.ac.uk/project/727-statistical-modelling-vs.-machine-learning-in-prediction-of-extremes">Statistical Modelling vs. Machine Learning in Prediction of Extremes</a></li>