Ivi Tsantili is a postdoctoral researcher of the H.F.R.I. project "New Paradigms in Mathematical Finance: Modeling, Analysis, Computation" hosted by the National Technical University of Athens.
Previously, she was a Post-Doctoral Researcher at the Institute of Applied and Computational Mathematics of the Foundation of Research and Technology Hellas under the mentorship of Evangelia Kalligiannaki and Vagelis Harmandaris, at the Algorithms Division of the Beijing Computational Science Research Center under the mentorship of Wei Cai and George Karniadakis, and at the Geostatistics Laboratory of the Technical University of Crete under the mentorship of Dionisios Hristopulos. She was a doctoral and post-doctoral visiting scholar at the Division of Applied Mathematics of Brown University hosted by George Karniadakis.
She received her Ph.D. in Stochastic Analysis of Dynamical Systems from the National Technical University of Athens under the supervision of Gerassimos Athanassoulis in 2014.
Her main research interests lie in the areas of stochastic modeling, stochastic analysis, data analysis, data inference for stochastic differential equations, Markovian and non-Markovian dynamics, spatio-temporal models, and machine learning, their applications e.g. in mathematical finance, molecular biology, and energy forecasting and their numerical implementation.
Her research work has been published in leading journals in applied mathematics, such as SIAM Journal on Scientific Computing, Probabilistic Engineering Mechanics, Spatial Statistics, and Proceedings of the Royal Society of London A: Mathematical, Physical and Engineering Sciences.
