Ioannis Vrontos

Associate Professor Department of Statistics, Athens University of Economics and Business

Ioannis Vrontos is an Associate Professor at the Department of Statistics, Athens University of Economics and Business. He has studied at the Athens University of Economics and Business, from where he obtained his B.Sc. in Statistics (1995), his M.Sc. in Statistics (1997) and his Ph.D. is Statistics (2001).
He has published papers in International Journals including the Journal of Empirical Finance, Econometric Reviews, Computational Economics, Journal of Computational and Graphical Statistics, Journal of Business and Economic Statistics, Applied Stochastic Models In Business and Industry, Journal of Forecasting, Econometric Journal, Journal of Banking and Finance, Computational Statistics and Data Analysis, and he has presented scientific papers in many international conferences.
His research interests include MCMC and Convergence Diagnostics, Bayesian Inference and Bayesian Model Choice, Modelling of Time Series, Financial Econometrics, Hidden Markov Models, Optimal Asset Portfolio Allocation with Classical and Bayesian approaches, and Hedge Funds.
He is a member of the International Society for Bayesian Analysis, of the Institute of Mathematical Statistics, of the Society of Computational Economics and of the Greek Statistical Institute.

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Latest publications:

Galakis, J., Vrontos, I.D. and Xidonas, P. (2022)
On tree-structured linear and quantile regression based asset pricing, Review of Accounting and Finance, 21 (3), 204-245.

Education

  • 1991-1995

    B.Sc. in Statistics, Department of Statistics, Athens University of Economics and Business.

  • 1995- 1997

    M.Sc. in Statistics, Department of Statistics, Athens University of Economics and Business.

    Thesis title: Bayesian Autoregressive Conditional Heteroscedasticity models.

  • 1997- 2001

    Ph.D. in Statistics, Department of Statistics, Athens University of Economics and Business.

    Thesis title: MCMC applications in time-varying volatility models. Supervisor: Petros Dellaportas.

Academic Appointments

  • 2000 - 2001

    Institut National de la Statistique et des Etudes Economiques (INSEE), Centre de Recherche en Economie et Statistique (CREST), Paris, France.

  • 2001 - 2002

    Temporary Lectureship in Statistics, Department of Statistics, Athens University of Economics and Business.

  • 2002 - 2004

    Temporary Lectureship in Statistics, Department of Statistics, Athens University of Economics and Business.

  • 2004 - 2009

    Lecturer in Statistics, Department of Statistics, Athens University of Economics and Business.

  • 2009 - 2015

    Assistant Professor in Statistics, Department of Statistics, Athens University of Economics and Business.

  • 2015 - Now

    Associate Professor in Statistics, Department of Statistics, Athens University of Economics and Business.

Fellowships and Awards

  • 1993-1994

    Studentship for academic excellence in undergraduate studies, Department of Statistics, Athens University of Economics and Business, Athens, Greece.

  • 1997-2001

    Studentship during Ph.D. studies, PENED, Greece.

  • 2018

    Teaching award for extraordinary performance, M.Sc. in Management Science and Technology, AUEB.

  • 2019

    Teaching award for extraordinary performance, M.Sc. in Management Science and Technology, AUEB.

  • 2020

    Teaching award for extraordinary performance, M.Sc. in Management Science and Technology, AUEB.

  • 2022

    Teaching award for extraordinary performance, B.Sc. in Statistics, Department of Statistics, AUEB.

  • 2023

    Τeaching award for extraordinary performance, Μ.Sc. in Business Economics with Analytics, AUEB.

Research Interests

MCMC and Convergence Diagnostics

Bayesian Inference and Bayesian Model Choice

Modeling of Time Series

Financial Econometrics

Hidden Markov Models

Optimal Asset Portfolio Allocation with Classical and Bayesian approaches

Option Pricing

Hedge Funds

Break-point Models

Teaching

  • Οικονομετρία

    Προπτυχιακό πρόγραμμα, συνδιδασκαλία με Α. Λειβαδά

  • Εισαγωγή στον Προγραμματισμό με R

    Προπτυχιακό πρόγραμμα, συνδιδασκαλία με Π. Μπεσμπέα

  • Γενικευμένα Γραμμικά Μοντέλα

    Προπτυχιακό πρόγραμμα, συνδιδασκαλία με E. Ιωαννίδη

  • Στατιστική για Λήψη Αποφάσεων

    Μεταπτυχιακό πρόγραμμα στη Διοικητική Επιστήμη & Τεχνολογία

  • Financial Econometrics

    ΜSc in Quantitative Management of Actuarial and Financial Risk

  • Time Series and Forecasting Methods

    MSc in Data Science

  • Probability and Statistics for Data Analysis

    MSc in Data Science

Publications

Contact

Εmail: vrontos@aueb.gr Tel: +30-210-8203927
  • Department of Statistics
  • Athens University of Economics and Business
  • Address: Patission 76, 104 34 Athens