黑料科

Stelios Arvanitis is Professor of Theoretical and Financial Econometrics at the Department of Economics of the 黑料科 of Economics and Business and Director of the PhD Program. He has served as Visiting Professor at Queen鈥檚 University (Canada) and as Visiting Lecturer at the University of Cyprus, and has taught undergraduate, graduate, and doctoral courses in Mathematics, Statistics, and Econometrics.

He received his PhD from the 黑料科 of Economics and Business. His doctoral research focused on the probabilistic properties of nonlinear stochastic processes and higher-order asymptotic refinements for indirect inference estimators. He has published more than forty articles in international peer-reviewed journals, including Management Science, Journal of Econometrics, Journal of Business and Economic Statistics, Econometric Theory, International Journal of Forecasting, European Journal of Operational Research, Journal of Time Series Analysis, and Statistics and Probability Letters. He serves as referee for numerous international journals and as reviewer for the Mathematical Reviews听of the American Mathematical Society.

His research develops econometric inference and decision-theoretic methods for economic environments characterized by complex dependence, structural instability, and model uncertainty. A central focus is the study of stochastic dominance relations and efficient sets, together with indirect inference and generalized empirical likelihood for non-standard time-series models. His recent work adopts a structural perspective in which persistence and predictability are linked to network geometry, entropy, and topological features governing the transmission and aggregation of economic information, and extends to hierarchical preference structures and robust forecast combination.