Welcome to my site!

My name is Constandina Koki. I am a post-doctoral research associate at Mathematics Institute, University of Warwick, under the supervision of prof. Nigel Burroughs. I hold a  PhD in Bayesian Statistics from the Athens University of Economics and Business, Greece, and a MSc in Statistics and Operations Research and a BSc in Mathematics both from the National and Kapodistrian University of Athens, Greece. 

See my full Curriculum Vitae.

Research Interests

Bayesian Statistics: bayesian modeling, forecasting, data augmentation methods, variable selection, time series analysis, Markov Chain Monte Carlo methods, machine learning

Cryptocurrencies: price formation, time series analysis and forecasting

Publications

C.Koki, S.Leonardos & G.Piliouras, 2021. “Exploring the predictability of cryptocurrencies using Bayesian Hidden Markov models”, Research in International Business and Finance.[link] 

S.Leonardos & C.Melolidakis & C.Koki, 2021. “Monopoly Pricing in a Vertical Market with Demand Uncertainty ”,  Annals of Operations Research. [link]

C.Koki, L.Meligkotsidou & I. Vrontos, 2020. “Forecasting under model uncertainty: Non‑homogeneous hidden Markov models with Pólya‑Gamma data augmentation”, Journal of Forecasting. [link]

 C.Koki, S.Leonardos & G.Piliouras, 2020. “Do Cryptocurrency Prices Camouflage Latent Economic Effects? A Bayesian Hidden Markov Approach”, Best paper award at Decentralized 2019, Future Internet, MDPI. [proceedings ] [journal version]

C. Koki & S.Leonardos, 2019. “Coalitions & Voting Power in the Greek Parliament of 2012: A Case‑Study”, Homo Oeconomicus. [link]

 A.Georgakakis,. . ., C.Koki et al., 2015.  “The X‑ray luminosity function of active galactic nuclei in the redshift interval z=3‑5”, Monthly Notices of the Royal Astronomical Society. [link]