Stefanos Theodorakopoulos
I have completed my PhD at the National Techincal University of Athens (NTUA), under the supervision of Antonis Papapantoleon and I am a junior member of the Financial Engineering and Mathematical Optimization Lab . I was a postgraduate student at Warwick University in the Master of Advanced Study (MASt) in Mathematical Sciences. Previously, I have completed the Applied Mahematical Sciences (MSc) program and my undergraduate studies at the School of Applied Mathematical and Physical Sciences at NTUA.
Research Interests:
Stochastic analysis, applied probability, combinatorics, mathematical finance.
Publications:
A. Papapantoleon, A. Saplaouras, S. Theodorakopoulos, Stability of backward propagation of chaos, Preprint (2024)
A. Papapantoleon, A. Saplaouras, S. Theodorakopoulos, Existence, uniqueness and propagation of chaos for general McKean-Vlasov and mean-field BSDEs, Preprint (2024).
S. Theodorakopoulos, Some sharp lower bounds for the bipartite Turán number of theta graphs, Preprint (2024) arxiv.org/abs/2405.02864.
S. Theodorakopoulos, New proofs to measurable, predictable and optional section theorems, Preprint (2023) arxiv.org/abs/2310.13086.
Research Projects:
Principal Investigator of the H.F.R.I. project "Stochastic Analysis and Mathematical Finance in a model-free setting ". The project is supported from the 3rd Call for H.F.R.I. Scholarships for PhD candidates , Project id 05724.
Invited Talks:
Stochastic Methods in Finance and Physics (2023), Heraklion, Greece. Flash talk and poster presentation with title "Weak Interaction and Propagation of Chaos in BSDEs ".
Teaching:
Stochastic Processes (2023/2024) (SEMFE), Teaching Assistant.
Probability Theory and Statistics (2022/2023) (ECE), Teaching Assistant.
Probability Theory and Statistics (2021/2022) (ECE), Teaching Assistant.
Mathematical Finance (2020/2021) (SEMFE), Teaching Assistant.
Stochastic Differential Equations (2019/2020) (SEMFE), Teaching Assistant.
PhD Thesis:
Topics on mean-field and McKean-Vlasov BSDEs, and the backward propagation of chaos, National Technical University of Athens
MASt Thesis:
Probabilistic methods in combinatorics, Warwick University.
MSc Thesis:
Orthogonalities in norm spaces, National Technical University of Athens.
Diploma Thesis:
Reed-Solomon codes and their basic extensions, National Technical University of Athens.