Λέγειν τὰ λεγόμενα

I am Professor of Theoretical and Financial Econometrics at the Department of Economics of the Athens University of Economics and Business.

My research develops probabilistic, statistical, and decision-theoretic methods for economic environments characterized by complex dependence, structural instability, and heterogeneous agents. My doctoral work focused on the probabilistic properties of non-linear stochastic processes and asymptotic refinements for indirect inference estimators, and this continues to inform my broader research program.

A central theme of my work is the study of economic systems through the lenses of order, information, and complexity. I investigate stochastic dominance relations on spaces of probability distributions and develop statistical inference and computational methods for such orders, with applications in mathematical finance, forecasting, well-being analysis, and network-based economic systems. In parallel, I work on indirect inference, generalized empirical likelihood, martingale limit theory, and non-standard asymptotics for econometric estimators and tests in non-linear and non-stationary time series models.

More recently, I adopt a structural perspective in which persistence and predictability emerge from the geometry of interactions: network bottlenecks, entropy, curvature, and long-memory mechanisms that govern the transmission and aggregation of economic information. A current line of research extends similar ideas to model averaging and robust prediction under multiobjective criteria, as well as to hierarchical and higher-order preference structures and meta-learning layers that detect obstructions to economic order and reveal behavioral patterns in textual and financial data.

I have published in journals such as Management Science, Journal of Econometrics, Journal of Business and Economic Statistics, Econometric Theory, International Journal of Forecasting, European Journal of Operational Research, Journal of Time Series Analysis, Statistics and Probability Letters, and others. I serve as a referee for a wide range of international journals and as a reviewer for AMS Mathematical Reviews.

You can find my full CV here.