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The Financial Engineering and Mathematical Optimization Lab and the Theoretical and Applied Economics and Law Lab of the School of Applied Mathematical and Physical Sciences of the National Technical University of Athens organize a workshop on

New Challenges in Financial Mathematics and Mathematical Economics

with the financial support of the Hellenic Foundation for Research and Innovation, Grant No. HFRI-FM17-2152 "New Paradigms in Mathematical Finance: Modeling, Analysis, Computation". The aim of this workshop is to bring together academics, regulators and practitioners to discuss about new challenges and recent developments in financial mathematics, mathematical economics and related areas, and their practical implications for Greece. The list of speakers includes:
  1. Claire Economidou (University of Piraeus)
  2. Konstantinos N. Konstantakis (NTUA)
  3. Konstantinos Kourtis (Eurobank)
  4. Franciscos Koutentakis (PBO)
  5. Panayotis G. Michaelides (NTUA)
  6. Nikos Progoulis (NTUA)
  7. Costas Smaragdakis (NTUA)
  8. Dimitris Tsakonas (PDMA)
  9. Angelos Vouldis (European Central Bank)
  10. Anastasios Zafeiropoulos (ATHEXClear)
The workshop will take place on Friday 3 March 2023 at the Multimedia Amphitheater of the NTUA.

Organizers

  1. Panayotis G. Michaelides
  2. Antonis Papapantoleon
  3. Alexandros Saplaouras
  4. Ivi Tsantili

Schedule

10:00-10:15 Opening — A. Boudouvis (Rector of NTUA) & A. Symvonis (Director, Dept. of Mathematics, SAMPS-NTUA)
10:15-11:15 D. Tsakonas: How do rising interest rates affect the Greek debt? (slides)
11:15-11:45 F. Koutentakis: Counting, accounting and judgement (slides)
11:45-12:15 Coffee break
12:15-12:45 C. Economidou: Technological Knowledge, Finance and Sustainable Growth
12:45-13:15 N. Progoulis: Prospects and limitations of cryptocurrencies
13:15-13:45 Κ. Kourtis: Re-imagining the value of data and process analytics in banking
13:45-15:00 Lunch break
15:00-15:30 C. Smaragdakis: A splitting deep Ritz method for option pricing in Lévy models
15:30-16:00 K. Konstantakis: Artificial Intelligence in Economics, Econometrics and Finance
16:00-16:15 Coffee break
16:15-16:45 A. Vouldis: Network analysis: applications to financial stability
16:45-17:15 A. Zafeiropoulos: Procyclicality and Margin Requirements by Central Counterparties (CCPs) (slides)
17:15-17:30 Closing

Registration

Everyone who wishes to participate to the workshop is kindly requested to register using this form. Please register before 28 February 2023.

Sponsors

   

FEMO

   

TAEL


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