Ioannis Anagnostou

[Ioannis Anagnostou @i_anag]

My article together with Dr Tiziano Squartini, Prof. Drona Kandhai, and Dr Diego Garlaschelli, “Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling ”, has finally been published in Quantitative Finance! https://t.co/27GFqakrtX

[Ioannis Anagnostou @i_anag]

@TheEconomist https://t.co/ti5XMwO7Ok

[Ioannis Anagnostou @i_anag]

A great opportunity to join ComputationalSciLab @UvaCSL as an assistant professor in data-driven modelling in computational finance https://t.co/QN3iiJw78y #ttrak #TT #computational #finance @UvA_IAS

[Ioannis Anagnostou @i_anag]

@UvA_CSL @UvA_IAS @sumitsrbh

[Ioannis Anagnostou @i_anag]

The impact of cascading effects on financial systems: our team has developed data-driven methods that can be used to estimate contagion effects, and incorporated these in computational models for pricing and risk management. https://t.co/foMEEEq921

[Eric Topol @EricTopol]

A new @ScienceMagazine paper is the best evidence yet for the people without symptoms ("undocumented," i.e. with no or mild Sx, not tested) driving the spread #COVID19
https://t.co/k4Fn6JWYCi brilliant modeling of synthetic outbreak
via @hholdenthorp

[Andrew W. Lo @AndrewWLo]

Thanks to all who joined my webinar today. Apologies for some tech glitches; my first time using this platform. I couldn't see the time, ran long, and had to cut several important points. Will try to find another opportunity to reshoot this presentation, but let me at least list

[Ioannis Anagnostou @i_anag]

Exciting Tenure Track position in Data Driven System Dynamics @UvA_CSL, @UvA_IAS. More information: https://t.co/xrmkhvWO5v Please share!

[Corey S. Powell @coreyspowell]

This is the sharpest movie of the Sun ever made. Even at this fine resolution, the scale is enormous; each plasma cell here is about the size of Texas. https://t.co/0G1VI3hrhi via @NatSolarObs

[Albert-László Barabási @barabasi]

Happy 150th Birthday! This March I was asked by Nature to help design the journal cover for the 150 anniversary. It has a true honor and a fabulous journey, with several wondrous products, all released this week, https://t.co/hNty08YUFD

[Stefano Battiston @StefBattiston]

"Assessing risks and opportunities from the sustainability revolution needs scientific knowledge": interview on @UZH_en @uzh_bf OEC magazine

[ComputationalSciLab @UvA_CSL]

Great work by our lab's very own Jaap Kaandorp!

[Ioannis Anagnostou @i_anag]

@nikishova_anna @Risks_MDPI @BigDataITN @UvA_CSL @UvA_IAS @Mariecurie_alum Thanks Anna!

[Ioannis Anagnostou @i_anag]

Our new paper "Risk Factor Evolution for Counterparty Credit Risk under a Hidden Markov Model" with Drona Kandhai is out in @Risks_MDPI journal @BigDataITN @UvA_CSL @UvA_IAS @Mariecurie_alum #mdpirisks #HMM #CRR #BigDataFinance https://t.co/SdfmjQhiDL

[Ioannis Anagnostou @i_anag]

CA Lehalle: “The new frontier is human-machine interface” #SIAMFM19 #HFT #optimal #execution #market #microstructure

[Ioannis Anagnostou @i_anag]

Josef Teichmann on machine learning, reservoir computing, and mathematical finance #SIAMFM19 #python #Jupiter @BigDataITN @ETH_en

[Ioannis Anagnostou @i_anag]

@BigDataITN

[Ioannis Anagnostou @i_anag]

In Toronto for #SIAMFM19. I will present my work on default contagion and Bayesian networks.

[Ioannis Anagnostou @i_anag]

Rama Cont on universal features of price formation in financial markets #SIAMFM19 #DeepLearning #LOB #HPC @BigDataITN

[Fields CQAM @FieldsCQAM]

#SIAMFM19 kicks off today, focusing on research & practice in financial mathematics, computation, & engineering. @FieldsInstitute is among the sponsors aiming to foster collaboration in the use of mathematical & computational tools in quantitative finance. https://t.co/ZoWrrHrENe