I have joined New York University (NYU), Stern School of Business, Finance Department as Visiting Research Professor since January 2019, to work with the Nobel Prize in Economics Prof. Robert Engle at the Volatility Institute. Here is a link to my CV.
I am also a Postdoctoral Research Fellow in Financial Econometrics at the Université catholique de Louvain (UCLouvain) since September 2016, and am working with Prof. Christian Hafner. I am affiliated with the Center for Operations Research and Econometrics (CORE) of the Louvain Institute of Data Analysis and Modeling in economics and statistics (LIDAM).
My primary research interests lie in financial econometrics, empirical finance, time series econometrics, data science, machine learning, econometric theory, and applied financial econometrics, with particular emphasis on volatility models and their applications in finance.
Before my position at UCLouvain, I was an Econometrician in the Economic Analysis and Research Department at the Bank of Greece. I had been also awarded as Teaching Fellow at the Athens University of Economics and Business.
At the beginning of my career, I had been employed at the Hellenic Competition Commission as Econometrician, being responsible for Sector Inquiries with Time Series and Panel Data econometric techniques.