Department of Mathematics

Aristotle University of Thessaloniki

Theodosiadou Ourania

Research Personnel

Office: Main building of Faculty of Sciences, 3rd floor, Room 43

Office Hours: @-schedule

Phone Number: +302310997967

Email: outheod@math.auth.gr

Website

Studies

  • PhD in the Department of Mathematics, Aristotle University of Thessaloniki (AUTH), Greece, 2019
    • Subject of Doctoral Thesis: Stochastic processes – Stochastic modelling
    • Title of Doctoral thesis: Hidden Jump Stochastic Processes and State Space Models with Inequality Constraints. Application in Finance
    • Supervisor: Prof. George Tsaklidis
  • Master’s degree in Statistics and Modeling, Department of Mathematics, AUTH, 2014
    • Title of Master thesis: Lévy processes in Finance. Investigation of a model with jumps in stock returns
  • Bachelor’s degree in Mathematics, AUTH, 2011

Professional Experience

  • Teaching Laboratory Staff, Department of Mathematics, AUTH, Oct 2024-present
  • Post Doctoral Researcher, Information Technologies Institute (ITI), Centre for Research and Technology Hellas (CERTH), Nov 2019 – Sept 2024
  • Adjunct Lecturer, Department of Mathematics, AUTH, Feb 2023 – July 2023
  • Adjunct Lecturer, Department of Mathematics, AUTH, Oct 2020 – Sept 2022
  • Adjunct Lecturer, Department of Economics, University of Macedonia, Thessaloniki, Greece, Feb 2020 – Sept 2020

Research Interests

  • Stochastic modelling
  • Time series analysis
  • Applied probability
  • Computational statistics
  • Machine learning

Selected Publications

  • O. Theodosiadou, D. Chatzakou, T. Tsikrika, S. Vrochidis, and I. Kompatsiaris, Real-time Threat Assessment based on Hidden Markov Models, Risk Analysis, 43(10), pp. 2069-2081, 2023.
  • A. Kosmatopoulos, K. Loumponias, O. Theodosiadou, T. Tsikrika, S. Vrochidis, I. Kompatsiaris, Identification of Key Actor Nodes: A Centrality Measure Ranking Aggregation Approach. IEEE/ACM International Conference on Advances in Social Networks Analysis and Mining (ASONAM), p. 125-128, 2022.
  • O. Theodosiadou and G. Tsaklidis, State Space Modeling with Non-Negativity Constraints Using Quadratic Forms, Mathematics, 9(16):1908, 2021.
  • O. Theodosiadou, V. Polimenis, and G. Tsaklidis, A Semi-parametric Method for Estimating the Beta Coefficients of the Hidden Two-Sided Asset Return Jumps, Applied Statistics, 46(12), pp. 2180-2197, 2019.
  • O. Theodosiadou, S. Skaperas, and G. Tsaklidis, Change Point Detection and Estimation of the Two-Sided Jumps of Asset Returns Using a Modified Kalman Filter, Risks, 5(1):15, 2017.
  • O. Theodosiadou and G. Tsaklidis, Estimating the Positive and Negative Jumps of Asset Returns via Kalman Filtering: The Case of Nasdaq Index, Methodology and Computing in Applied Probability, 19, pp. 1123-1134, 2017.
  • O. Theodosiadou, V. Polimenis, and G. Tsaklidis, Sensitivity Analysis of Market and Stock Returns by Considering Positive and Negative Jumps, Risk Finance, 17(4), pp. 456-472, 2016.