Dr Antonis Alexandridis

Lecturer in Finance

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.

Research Interests

Financial engineering and financial derivative modelling, pricing, and forecasting.

Dr Alexandridis 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).

Teaching

CB8014: Financial Data Modelling / MA938: Applied Financial Econometrics

Supervision

Past supervisees

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

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.

Publications

Also view these in the Kent Academic Repository

Article

  • Cramer, S. et al. (2019). Stochastic Model Genetic Programming: Deriving Pricing Equations for Rainfall Weather Derivatives. Swarm and Evolutionary Computation [Online]. Available at: https://doi.org/10.1016/j.swevo.2019.01.008.
  • Alexandridis, A. et al. (2018). Real Estate valuation and forecasting in non-homogeneous markets: A case study in Greece during the financial crisis. Journal of the Operational Research Society [Online]:1-15. Available at: https://doi.org/10.1080/01605682.2018.1468864.
  • 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.
  • Cramer, S. et al. (2017). An extensive evaluation of seven machine learning methods for rainfall prediction in weather derivatives. Expert Systems with Applications [Online] 85:169-181. Available at: https://doi.org/10.1016/j.eswa.2017.05.029.
  • 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). Wind Derivatives: Modeling and Pricing. Computational Economics [Online] 41:299-326. Available at: http://dx.doi.org/10.1007/s10614-012-9350-y.
  • 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.
  • 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.

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: 20th European Conference, EvoApplications: European Conference on the Applications of Evolutionary Computation. Springer, pp. 17-33. Available at: http://dx.doi.org/10.1007%2F978-3-319-55849-3_2.
  • Alexandridis, A. et al. (2017). Extracting Risk Neutral Densities For Weather Derivatives Pricing Using The Maximum Entropy Method. in: 11th International Conference on Computational and Financial Econometrics (CFE 2017).. Available at: http://www.cmstatistics.org/.
  • Alexandridis, A., Karlis, D. and Papastamos, D. (2017). Real Estate valuation and forecasting in non-homogeneous markets: A case study in Greece during the financial crisis. in: 7th International Conference of the Financial Engineering and Banking Society.
  • Alexandridis, A., Hasan, M. and Sultan, J. (2017). The behaviour of multi-horizon hedge ratios. in: World Finance Conference.
  • 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.
  • Cramer, S. et al. (2016). Predicting Rainfall in the Context of Rainfall Derivatives Using Genetic Programming. in: IEEE Computational Intelligence for Financial Engineering & Economics, Symposium Series on Computational Intelligence. IEEE, pp. 711-718. Available at: https://doi.org/10.1109/SSCI.2015.108.
  • 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.
  • 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.
  • Tsinaslanidis, P. et al. (2014). Dynamic Time Warping as a Similarity Measure: Applications in Finance. in: 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.
  • 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 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. 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 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. 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.

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.
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