Postdoctoral Assistant Professor
About
I am currently a Postdoctoral Assistant Professor at the Department of Mathematics of the University of Michigan, working on several projects concerned with: (1) the well-posedness and the large population asymptotics of stochastic interacting particle systems, (2) propagation of chaos properties and extreme value distributions in such systems with mean-field interaction, (3) the analysis of SPDEs describing large population limits of empirical measures, and (4) certain applications mainly arising in Finance (e.g stochastic portfolio theory, credit risk modeling, mean-field games among investors).
Before moving to Michigan in August 2023, I worked as a Postdoctoral Associate at the Department of Mathematical Sciences of Carnegie Mellon University for 2.5 years (between January 2021 and May 2023), and before that I was a Boya Research Fellow at the Beijing International Center for Mathematical Research (BICMR) of Peking University for a bit less than a year (between January 2020 and October 2020), working in distance with my mentor due to the restrictions imposed by the Covid-19 pandemic. I earned my D.Phil from the University of Oxford in 2019, where I was admitted at the Doctoral Training Centre in Partial Differential Equations (PDE CDT) in 2014 and I specialized in SPDEs and applications in credit risk. I completed my undergraduate studies in 2013, graduating from the School of Applied Mathematical and Physical Sciences (SEMFE) of the National Technical University of Athens (NTUA).
For research publications, teaching experience and selected conference and seminar talks, check the academic website here
