Nikolaos (Nikos) Kolliopoulos

I am an Assistant Professor of Mathematics at the Department of Mathematics and Statistics of the University of Cyprus. My research is generally concerned with: (1) the well-posedness and the large population asymptotics of stochastic interacting particle systems, (2) propagation of chaos properties 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). 

Currently, I am primarily working on a long-term project that aims to establish a complete Extreme Value Theory for Mean-Field Systems and Mean-Field Games, focusing on both probabilistic weak convergence results for the appropriately normalized order statistics and methods for statistical estimations. My work on this project is partially supported by the NSF Grant DMS-2406232 (I left the US in Fall 2025 and this award was transferred to Erhan Bayraktar, who is a collaborator on this project and was my postdoctoral mentor at the Department of Mathematics of the University of Michigan). I am also working on an open Stochastic Control problem that arises from the Prediction with Expert Advice problem in Machine Learning, in the setup with 5 experts and geometrically distributed horizon. 

Before moving to Cyprus, I was a Postdoctoral Assistant Professor at the Department of Mathematics of the University of Michigan (2023-2025), a Postdoctoral Associate at the Department of Mathematical Sciences of Carnegie Mellon University (January 2021 - May 2023), and a Boya Research Fellow at the Beijing International Center for Mathematical Research (BICMR) of Peking University (January 2020 - October 2020, working in distance with my mentor due to Covid-19 restrictions). I earned my D.Phil from the University of Oxford (Trinity College) in 2019, where I was admitted at the Doctoral Training Centre in Partial Differential Equations (PDE CDT, Mathematical Institute) in 2014 and I specialized in SPDEs and their 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). 

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