Ioannis Anagnostou
@i_anag
Followers
92
Following
159
Media
10
Statuses
89
Amsterdam, The Netherlands
Joined December 2011
My article together with Dr Tiziano Squartini, Prof. Drona Kandhai, and Dr Diego Garlaschelli, “Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling ”, has finally been published in Quantitative Finance!
tandfonline.com
One of the most challenging aspects in the analysis and modelling of financial markets, including Credit Default Swap (CDS) markets, is the presence of an emergent, intermediate level of structure ...
0
0
0
A great opportunity to join ComputationalSciLab @UvaCSL as an assistant professor in data-driven modelling in computational finance https://t.co/QN3iiJw78y
#ttrak #TT #computational #finance @UvA_IAS
0
3
1
The impact of cascading effects on financial systems: our team has developed data-driven methods that can be used to estimate contagion effects, and incorporated these in computational models for pricing and risk management.
ivi.uva.nl
Researchers from the Informatics Institute of the University of Amsterdam have developed data-driven methods that can be used to estimate contagion effects, and incorporated these in computational...
1
1
0
A new @ScienceMagazine paper is the best evidence yet for the people without symptoms ("undocumented," i.e. with no or mild Sx, not tested) driving the spread #COVID19
https://t.co/k4Fn6JWYCi brilliant modeling of synthetic outbreak via @hholdenthorp
38
1K
1K
Thanks to all who joined my webinar today. Apologies for some tech glitches; my first time using this platform. I couldn't see the time, ran long, and had to cut several important points. Will try to find another opportunity to reshoot this presentation, but let me at least list
6
11
51
Exciting Tenure Track position in Data Driven System Dynamics @UvA_CSL, @UvA_IAS. More information: https://t.co/xrmkhvWO5v Please share!
academictransfer.com
We are seeking a highly qualified assistant professor who is interested in interdisciplinary research, with exceptional computational and modelling skills and proven expertise in data driven system...
0
2
2
This is the sharpest movie of the Sun ever made. Even at this fine resolution, the scale is enormous; each plasma cell here is about the size of Texas. https://t.co/0G1VI3hrhi via @NatSolarObs
1K
22K
83K
Happy 150th Birthday! This March I was asked by Nature to help design the journal cover for the 150 anniversary. It has a true honor and a fabulous journey, with several wondrous products, all released this week, https://t.co/hNty08YUFD
15
258
761
Great work by our lab's very own Jaap Kaandorp!
📰: Slavkov, I., Zapata D. C. et al. Morphogenesis in robot swarms. Science Robotics, published online on 19 December 2018. DOI: 10.1126/scirobotics.aau9178 https://t.co/KWKhiTGK2h
@SciRobotics
0
1
2
Our new paper "Risk Factor Evolution for Counterparty Credit Risk under a Hidden Markov Model" with Drona Kandhai is out in @Risks_MDPI journal @BigDataITN @UvA_CSL @UvA_IAS @Mariecurie_alum #mdpirisks #HMM #CRR #BigDataFinance
https://t.co/SdfmjQhiDL
0
2
7
CA Lehalle: “The new frontier is human-machine interface” #SIAMFM19 #HFT #optimal #execution #market #microstructure
0
0
1
Rama Cont on universal features of price formation in financial markets #SIAMFM19 #DeepLearning #LOB #HPC @BigDataITN
0
1
3
#SIAMFM19 kicks off today, focusing on research & practice in financial mathematics, computation, & engineering. @FieldsInstitute is among the sponsors aiming to foster collaboration in the use of mathematical & computational tools in quantitative finance. https://t.co/ZoWrrHrENe
0
1
1
People who come from higher social classes are more likely to have an inflated sense of their skills according to a new study. Strangers tend to interpret this as competence.
0
0
2