Kent Business School

About

Dr. Antonis Alexandridis joined the Kent Business School at the University of Kent in September 2016. He holds a PhD in Finance from the Department of Accounting and Finance at the University of Macedonia, Greece (2010), a Master's degree in Financial Mathematics from Heriot-Watt University and University of Edinburgh, UK (2004), and a degree in Applied Mathematics with focus on finance from the University of Crete, Greece (2003).

During 2012 – 2016 he was with the School of Mathematics, Statistics and Actuarial Science at the University of Kent. He was Director of Studies for the BSc Financial Mathematics programme between 2014 and 2016. Prior to joining the University of Kent he was with the Department of Accounting and Finance, University of Macedonia, Thessaloniki, Greece and the Department of Financial & Management Engineering, University of the Aegean, Chios, Greece (Adjunct Faculty Member).

His research interests have always been closely related to weather risk management, to modelling and pricing of financial derivatives and to Artificial Intelligence and Financial Engineering.

Contact Information

Address

Room 336
Sibson
Kent Business School
Canterbury
CT2 7FS

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Publications

Also view these in the Kent Academic Repository

Article
Alexandridis, A., Kampouridis, M. and Cramer, S. (2017). A Comparison between Wavelet Networks and Genetic Programming in the Context of Temperature Derivatives. International Journal of Forecasting [Online] 33:21-47. Available at: http://www.sciencedirect.com/science/article/pii/S0169207016300711.
Androvitsaneas, V. et al. (2016). Wavelet Neural Network Methodology for Ground Resistance Forecasting. Electric Power Systems Research [Online] 140:288-295. Available at: http://dx.doi.org/10.1016/j.epsr.2016.06.013.
Alexandridis, A. and Zapranis, A. (2013). Wavelet Neural Networks: A Practical Guide. Neural Networks [Online] 42:1-27. Available at: http://dx.doi.org/10.1016/j.neunet.2013.01.008.
Alexandridis, A. and Zapranis, A. (2013). Wind Derivatives: Modeling and Pricing. Computational Economics [Online] 41:299-326. Available at: http://dx.doi.org/10.1007/s10614-012-9350-y.
Zapranis, A. and Alexandridis, A. (2011). Modeling and Forecasting CAT and HDD Indices For Weather Derivative Pricing. Neural Computing & Applications [Online] 20:787-801. Available at: http://dx.doi.org/10.1007/s00521-010-0494-1.
Zapranis, A. and Alexandridis, A. (2009). Weather Derivatives Pricing: Modeling the Seasonal Residual Variance of an Ornstein-Uhlenbeck Temperature Process with Neural Network. Neurocomputing [Online] 73:37-48. Available at: http://dx.doi.org/10.1016/j.neucom.2009.01.018.
Zapranis, A. and Alexandridis, A. (2009). Forecasting Cash Money Withdrawals Using Wavelet Analysis and Wavelet Neural Networks. International Journal of Financial Economics and Econometrics.
Zapranis, A. and Alexandridis, A. (2008). Modelling the Temperature Time-dependent Speed of Mean Reversion in the Context of Weather Derivatives Pricing. Applied Mathematical Finance [Online] 15:355-386. Available at: http://ideas.repec.org/a/taf/apmtfi/v15y2008i4p355-386.html.
Book section
Zapranis, A. and Alexandridis, A. (2009). Model Identification in Wavelet Neural Networks Framework. in: Iliadis, L. S. et al. eds. Artificial Intelligence Applications and Innovations. New York, USA: Springer, pp. 267-277. Available at: http://dx.doi.org/10.1007/978-1-4419-0221-4.
Conference or workshop item
Cramer, S. et al. (2017). Pricing Rainfall Based Futures Using Genetic Programming. in: EvoBafin, EvoStar. Springer-Verlag Berlin.
Alexandridis, A. and Hasan, M. (2016). Global Financial Crisis and Multiscale Systematic Risk: Evidence from Selected European Markets. in: Financial Econometrics and Empirical Asset Pricing Conference.
Messis, P., Alexandridis, A. and Zapranis, A. (2015). Cross-sectional conditional risk return analysis in the sorted beta framework: A novel Two Factor Model. in: 14th Hellenic Finance and Accounting Association.
Cramer, S. et al. (2015). Predicting Rainfall in the Context of Rainfall Derivatives Using Genetic Programming. in: IEEE Computational Intelligence for Financial Engineering & Economics, Symposium Series on Computational Intelligence.
Alexandridis, A. and Hasan, M. (2015). Analysing the Multiscale Systematic Risk During the Global Financial Crisis: Evidence from Selected European Stock Markets. in: 14th Hellenic Finance and Accounting Association.
Androvitsaneas, V. et al. (2014). Wavelet neural networks for ground resistance estimation. in: International Conference on High Voltage Engineering and Application.
Tsinaslanidis, P. et al. (2014). Dynamic Time Warping as a Similarity Measure: Applications in Finance. in: Hellenic Finance and Accounting Association.
Messis, P., Alexandridis, A. and Zapranis, A. (2014). Testing and comparing conditional CAPM with a new approach in the cross-sectional framework. in: International work-conference on Time Series 2014.
Alexandridis, A. and Hasan, M. (2013). Global Financial Crisis and Multyscale Systematic Risk: Evidence from Selected European Markets. in: The Impact of Global Financial Crisis: on Banks, Financial Markets and Institutions in Europe.
Alexandridis, A. et al. (2013). Business Failure Prediction using Neural Networks and Wavelet Neural Networks. in: 12th Hellenic Finance and Accounting Association.
Alexandridis, A. (2013). Non-linear non-parametric temperature modeling in the context of weather derivatives pricing. in: Actuarial and Financial Mathemtics Conference.
Alexandridis, A. and Kampouridis, M. (2013). Temperature Forecasting in the Concept of Weather Derivatives: A Comparison between Wavelet Networks and Genetic Programing. in: 13th Engineering Applications of Neural Networks.
Alexandridis, A. and Zapranis, A. (2012). Modeling and Pricing European Temperature in the Context of Weather Derivative Pricing. in: 4th International Conference on Accounting and Finance.
Alexandridis, A. and Zapranis, A. (2011). Wind Derivatives: Modeling and Pricing. in: 1st International Conference of the Financial Engineering and Banking Society (F.E.B.S).
Zapranis, A. and Alexandridis, A. (2009). Model Identification in Wavelet Neural Networks Framework. in: 5th IFIP Conference on Artificial Intelligence Applications & Innovations.
Zapranis, A. and Alexandridis, A. (2009). Modeling and Forecasting CAT and HDD Indices For Weather Derivative Pricing. in: 11th Engineering Applications of Neural Networks.
Alexandridis, A. and Livanis, E. (2008). Forecasting Crude Oil Prices Using Wavelet Neural Networks. in: 5th .
Zapranis, A. and Alexandridis, A. (2008). Analyzing Crude Oil Prices and Returns Using Wavelet Analysis and Wavelet Networks. in: 7th Hellenic Finance and Accounting Association.
Zapranis, A. and Alexandridis, A. (2008). Forecasting Cash Money Withdrawals Using Wavelet Analysis and Wavelet Neural Networks. in: 5th Applied Financial Economics.
Book
Alexandridis, A. and Zapranis, A. (2014). Wavelet Neural Networks: With Applications in Financial Engineering, Chaos, and Classification. [Online]. New Jersey, USA: John Wiley & Sons. Available at: http://eu.wiley.com/WileyCDA/WileyTitle/productCd-1118592522.html.
Alexandridis, A. and Zapranis, A. (2013). Weather Derivatives: Modeling and Pricing Weather-Related Risk. Springer.
Showing 30 of 34 total publications in KAR. [See all in KAR]
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Research Interests

Dr Alexandridis' research interests have always been closely related to financial engineering and financial derivative modelling, pricing, and forecasting. He has worked extensively in the area of weather derivatives pricing and weather risk management. Also, his work includes the use of Machine Learning in the area of finance and especially for modelling and forecasting prices of weather derivatives.

He has published 2 books in Weather Risk Management (Springer) and in Wavelet Neural Networks (John Wiley & Sons).

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Teaching

CB8014: Financial Data Modelling / MA938: Applied Financial Econometrics

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Professional

Dr Antonis Alexandridis acts as a consultant to Eurobank and Eurobank Property Services for the development of an Automatic Valuation Property Model using Neural Networks.

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Supervision

Past supervisees

Sudip Chandra - Pricing Temperature Derivatives And Modelling The Market Price Of Risk

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Last Updated: 03/04/2017