Research

Research Activity

The research activity of the teaching and research staff of the Department is intense and is shown mainly by the publication of scientific articles in international journals, the organization of scientific conferences and workshops, the publication of books and monographs, the participation in scientific conference committees, announcements in international and national conferences, the undertaking and elaboration of research programs and projects, the participation in editorial boards of international scientific journals,  etc.

An important contribution to the promotion of research in the Department in recent years has been played by the operation of the two postgraduate programs of study of the Department, which constituted the most important pool of doctoral candidates.

The Research Committee of the University of Piraeus provides incentives for conducting research to members of the academic community, covering mainly expenses for participation in conferences.

The faculty members of the Department have published articles in leading international journals. The following international journals are listed as examples, classified according to the main research area they cover.

Statistics

Annals of the Institute of Statistical Mathematics

Biometrika

Biometrics

Canadian Journal of Statistics 

Computational Statistics and Data Analysis

Electronic Journal of Statistics 

European Journal of Operations Research 

Journal of Multivariate Analysis

Journal  of Quality Technologyy

Journal of the American Statistical Association

Journal of the Royal Statistical Society Series C (Applied Statistics)

Journal of Statistical Planning and Inference

Psychometrica

Quality and Reliability Engineering International

Quality Technology and Quantitative Management 

Scandinavian Journal of Statistics

The Annals of Statistics

Probability

Advances in Applied Probability

Annals of Applied Probability

Annals of Probability

Bernoulli

Journal of Applied Probability

Journal of Computational and Applied Mathematics 

Journal of Computational and Graphical Statistics

Journal of Theoretical Probability

Methodology and Computing in Applied Probability

Probability in Engineering and Informational Sciences

Stochastic Processes and their Applications

Actuarial Science

ASTIN Bulletin

Insurance: Mathematics and Economics

Scandinavian Actuarial Journal

Insurance

Geneva papers on Risk and Insurance

Demography

Demography

European Journal of Population

Journal of Population Economics

International Journal of Public Health

International Migration Review 

Population Studies

Information Technology

Data Mining and Knowledge Discovery 

Future Generation Computer Systems 

IEEE Transactions on Knowledge and Data Engineering

IEEE Transactions on Signal Processing

Journal of Intelligent Information Systems

Journal of Computer Assisted Learning 

Knowledge and Information Systems

Signal Processing

Social politics

Journal of European and Social Policy

Political Studies 

Political Studies Review 

Journal of Population Economics

Ακολούθως δίνεται ο πλήρης κατάλογος των επιστημονικών δημοσιεύσεων των μελών ΔΕΠ (Πηγή:  Έκθεση Εσωτερικής Αξιολόγησης του Τμήματος).

List of Publications (2012-2016)

List of Publications (2008-2013) 

The number of research projects in which faculty members of the Department participated during the last five years, either as scientific managers or as collaborators, is quite satisfactory. It is worth noting that faculty members of the Department participate in approved research projects of the THALIS Program, which is funded by the Ministry of Health, while other faculty members will be the main researchers for the University of Piraeus in projects of the EXCELLENCE II Program, funded by the DG Research and Technology.

The following research programs and projects in which faculty members of the Department participated are indicated:

1. Asset Liability Management in A Time Varying Volatility Environment. 2008 Research Grant Competition, SOA, The Actuarial Foundation, CKER.

2. Efficiency analysis of the Greek insurance market.

3. Improving the national health system.

4. Integrated Project (6th European Commission Framework Programme): Water management under water scarcity conditions (AquaScarcity). Prepared within EurAqua, a network of leading European research organizations for linking science and policy and for providing relevant knowledge to promote the protection and sustainable use of European freshwater resources.

5. IPUMS, Integrated Population Micro-census data project.

6. Latsis Foundation Research Program: Regional Socio-economic Inequalities in Greece.

7. MOVE – The moving frontier: Delocalisation of labour intensive industries, (afroditi.uom.gr/move, ηέρευναολοκληρώθηκετο 2008).

8. National Catastrophe Insurance System for Greece.

9. New regulatory framework for insurance companies — Implementation of Solvency II.

10. EMPhAtiC (ICT-318362, http://www.ict-emphatic.eu) Project under FP7.

11. PHYDYAS (INFSO-ICT-211887, http://www.ict-phydyas.org). Project within the framework of FP7.

12. Restructuring public pension systems.

13. Semantic Enrichment of Trajectory Knowledge Discovery (SEEK), FP7/ PEOPLE Programme, 2012-15.

14. SHARE (Survey of health, ageing & retirement in Europe). Συντονιστής: Mannheim Research Institute for the Economics of Ageing.

15. WHO-health: Social Determinants of Health and the Health Divide in the WHO European Region.

16. Investigating Crucial Interdisciplinary Linkages in Aging Societies and acronym ICILAS (Investigating Crucial Interdisciplinary Linkages in Aging Societies). Proposal Panteio, Piraeus Crete.

17. The informal social state – “Excellence” Program of Panteion University.

18. Gender Pension gap in Europe – European Union Program (Research report for the EU DG Justice in collaboration with the University of Siena, Italy).

19. Upgrading Research on Health, Aging and Retirement in Europe – ESFRI Program within the framework of the European Strategy Forum for Research Infrastructure (ESFRI). Joint program of Pantheon University, University of Piraeus, Crete 2009 – 2010.

20. Inverse problem of electromagnetic wave scattering by chiral materials. 2007-2009. Special Account of EKPA Research Funds.

21. Elastic stimulation of multilayer media, 2009-2011. Special Account of EKPA Research Funds.

22. Validation of the methodology, based on which the credit scoring models are developed and used by Alpha Bank. The project concerned the investigation and validation of the methodology followed by the Retail Banking Credit Risk Management Department of Alpha Alpha Bank for the development of credit scoring models (1/11/2008 to 28/2/2009).

23. Validation of the methodology, based on which credit scoring models are developed and used by Alpha Bank’s Business Credit Credit Risk Management department. The project concerned the investigation and validation of the methodology followed by the Credit Risk Management department of Business Credit for the development of credit scoring models (1/6/2009 to 30/9/2009).

24. Pythagoras Program: Strengthening research groups in Universities: New methods of statistical quality control using hit stream theory and Chen – Stein techniques. 2005-2008.

25. Scattering of spherical electromagnetic waves by chiral materials. 2005-2007. Kapodistrias, Special Account of Research Funds of EKPA.

26. Combining Population and Sample Survey Data on Births and Families, US National Institute of Child Health and Development (NICHD). Program manager: Dr. Michael S. Rendall (RAND Population Research Centre, USA).

27. EIKOS – Theoretical and Algorithmic Foundation for Person-Centered Collaborative Information Systems”. National research project funded by GGET / THALIS (2012-15) [web.imis.athena-innovation.gr/projects/eicos].

28. SEEK – Semantic Enrichment of Trajectory Knowledge Discovery”. European research project funded by FP7/ PEOPLEProgramme [www.seek-project.eu].

29. Live Roads – Traffic load calculation system and interactive transmission of road safety data to the entire road network, in real time, using the location and speed data of modern mobile phones with GPS receivers. National research project funded by GGET / PEPAttikis (2011-13).

30. Data Science for Simulating the Era of Electric Vehicles (DATASIM), FP7/ICT/FET-Open Programme, 2011-14.

31. Spatio-temporal and Semantic Data Management for the Documentation of Historical Information (DIACHORON), General Secretariat for Research and Technology and European Commission, program “Research and Technological Development Joint Ventures in National Priority Sectors” of measure 1.2 of the EP of Attica.

32. Ontology-Driven Metadata Creation and Management for “Smart” Searching of Text and Image Collections (MetA-On), General Secretariat for Research and Technology and European Commission, program “Image, Audio and Language Processing” of measure 3.3 “Research and Technological Development in the Information Society”.

33. Geographic Privacy-aware Knowledge Discovery and Delivery (GeoPKDD), (IST/FET – STREP Project), 2006-2008.

34. MODAP – Mobility, Data Mining, and Privacy, EU FET-OPEN 2009-2012. The Future and Emerging Technologies Open Scheme. URL: www.modap.org.

35. MOVE – Knowledge Discovery from Moving Objects, ESF/COST Programme, 2009-13. URL: www.move-cost.info.

The Department has organized important international and pan-Hellenic conferences, symposia, and workshops in the area of ​​statistics, insurance science, and data science. More specifically, the following conferences and workshops have been organized (by year):

1997: 10th Panhellenic Conference on Statistics (28-31/05/1997), University of Piraeus.

2004: 2nd International Workshop in Applied Probability (IWAP, 22-25/03/2004), University of Piraeus.

2007: 1th International Congress on Insurance Mathematics (IME, 10-12/7/2007), University of Piraeus.

-2010: 28th European Meeting of Statisticians (EMS, 17-22/8/2010), University of Piraeus.

2011: Actuarial Science and Risk Measures Workshop – 1st Actuarial Day (14/01/2011), University of Piraeus.

2011: Actuarial Science and Risk Measures Workshop – 2nd Actuarial Day (14/05/2011), University of Piraeus.

2011: Actuarial Science and Risk Measures Workshop – 3rd Actuarial Day (14/10/2011), University of Piraeus.

2012: Actuarial Science and Risk Measures Workshop – Solvency II (11/05/2012), University of Piraeus.

2012: Actuarial Science and Risk Measures Workshop – Risk Dependency and Ruin (09/11/2012), University of Piraeus.

2013: 3rd International Symposium on Statistical Process Control (9 – 11/7/2013), University of Piraeus.

2013: 26th Panhellenic Statistics Conference (8-11/5/2013), University of Piraeus.

2015: Applied Stochastic Models and Data Analysis International Conference (30/6- 4/7 2015), University of Piraeus.

2016: Executive Seminar Actuarial Science – Risk Measures and Topics on Solvency (20/10/2016), University of Piraeus.

2017: Executive Seminar Actuarial Science – Risk Measures (20/10/2017), University of Piraeus.

2018: International Society for Business and Industrial Statistics (4-6/7/2018), University of Piraeus.

2018: 1st International Workshop on Big Mobility Data Analytics (3/2018), Vienna, Austria (satellite event of International Conference on Extending Database Technology 2018).

2019: 2nd International Workshop on Big Mobility Data Analytics (3/2019), Lisbon, Portugal (satellite event of International Conference on Extending Database Technology 2019).

2019: 1st International Conference on Data Analytics & ML for Insurance Fraud Detection (20/6/2019), University of Piraeus.

2020: 3rd International Workshop on Big Mobility Data Analytics (3/2020), Copenhagen, Denmark (satellite event of International Conference on Extending Database Technology 2019).

2020: 2nd International Conference on Data Analytics & ML for Insurance Fraud Detection (21/10/2020), University of Piraeus.

The Department organizes lectures with distinguished speakers on Statistics and Insurance – Actuarial topics. The following lectures are mentioned as examples:

  • George Haiman, Pierre and Marie Curie University – Paris 6, France

“Scan statistics generated by some stationary sequences”

  • Alex Kuiper, Institute of Business and Industrial Statistics, University of Amsterdam

“Applying (Lean) Six Sigma in Services”

  • Michael Akritas, Professor of Statistics, Penn State University, USA

“Single and Multi Index Models for Mean and Quantile Regression”

  • Philippe CASTAGLIOLA, University of Nantes, Γαλλία

“ZERO-INFLATED PROCESSES: ESTIMATED PARAMETER CASE AND EXTENSIONS“

  • Marianthi Markatou, Department of Biostatistics and Institute for Healthcare Informatics, University at Buffalo, The State University of New York (SUNY)

“The Role of Kernels in Data Analysis: A Statistical Perspective”

  • Claude Lefèvre, Free University of Brussels, Belgium

“Polynomials, order statistics and risk models in Insurance and Epidemics”

  • Giovanna Capizzi, University of Padua, Italy

“Statistical process monitoring and variable selection algorithms”

  • Luís Castro, University of Aveiro, Portugal

“Wiener-Hopf factorization and non-linear stochastic dynamical systems”

  • Kardaras Konstantinos, London School of Economics and Political Science

“A version of the Fundamental Theorem of Asset Pricing”

  • Marco Scarsini, LUISS, Italy

“Bayesian Social Learning from Consumer”

  • Athanasios Rakitzis

“Control Charts for Monitoring Processes with an Increased Number of Zero Values”

  • Ori Davidov, University of Haifa, Israel

“The linear stochastic order and directed inference for multivariate ordered distributions”

  • Serkan Eryilmaz, Atilim University, Ankara, Turkey

“Runs and extremes in a discrete time risk model”

  • Fernanda Otília Figueiredo, Department of Economics at the University of Porto, Portugal

“Comparison of sampling plans by variables using the bootstrap and Monte Carlo simulations“

For more information regarding our conferences and seminars, those interested can be informed by the announcements of the Department.

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