Alexandridis Antonis
Assistant Professor
Department of Accounting and Finance
Assistant Professor, Academic Staff (BSc in Accounting and Finance)
Academic Area
Financial Derivatives
Curriculum Vitae
Academic Titles
- Postgraduate Certificate in Higher Education, PGCHE, University of Kent. (2014)
- Ph.D. in Finance, University of Macedonia, Greece. “Μodelling and pricing temperature derivatives using wavelet networks and wavelet analysis”. (2010)
- MSc Financial Mathematics, Heriot-Watt University and University of Edinburgh. Dissertation: “Power Series Technique VS Implied Volatility”. (2004)
- Ptychion in Applied Mathematics, University of Crete, Greece. (2003)
Research Interests
- Modelling and pricing of financial derivatives
- Forecasting
- Weather and Energy markets
- Machine Learning
- Neural and Wavelet Networks
- Wavelet Analysis
Teaching
- ANALYSIS OF FINANCIAL STATEMENTS AND CORPORATE VALUATION
(ΛΧ0605-1)
Type
COMPULSORY
Department Abbreviation
ΛΧ
Department
DEPARTMENT OF ACCOUNTING AND FINANCE
Course Outlines
Το μάθημα αυτό επιχειρεί να δώσει στους φοιτητές/τριες ένα ολοκληρωμένο πλαίσιο ανάλυσης των χρηματοοικονομικών καταστάσεων και της επίδοσης της επιχείρησης, το οποίο αποτελείται από τα ακόλουθα μέρη. Το πρώτο μέρος παρέχει τη λογιστική ανάλυση των ετήσιων οικονομικών καταστάσεων. Το δεύτερο μέρος αναλύει όλες τις παραδοσιακές τεχνικές ανάλυσης χρηματοοικονομικών καταστάσεων (συγκριτικές οικονομικές καταστάσεις, καταστάσεις κοινού μεγέθους, αριθμοδείκτες κλπ). Το τρίτο μέρος εξετάζει τα βασικά μοντέλα αποτίμησης επιχειρήσεων εισηγμένων σε χρηματιστήρια και μη εισηγμένων. Τέλος, εξετάζεται η συμβολή της τεχνολογίας των νευρωνικών συστημάτων με τη χρήση δεδομένων από τις χρηματοοικονομικές καταστάσεις στην αποτελεσματικότερη λήψη αποφάσεων.- COMPUTER APPLICATIONS ON FINANCE
(ΛΧ0610)
Type
ELECTIVE
Department Abbreviation
ΛΧ
Department
DEPARTMENT OF ACCOUNTING AND FINANCE
Course Outlines
Η περιγραφή του μαθήματος δεν είναι διαθέσιμη
- CORPORATE RISKS AND TECHNIQUES OF FORECASTING AND RISK MANAGEMENT
(ΛΧ0716)
Type
COMPULSORY
Department Abbreviation
ΛΧ
Department
DEPARTMENT OF ACCOUNTING AND FINANCE
Course Outlines
Η περιγραφή του μαθήματος δεν είναι διαθέσιμη
- FINANCIAL DERIVATIVES
(ΛΧ0810)
Type
COMPULSORY
Department Abbreviation
ΛΧ
Department
DEPARTMENT OF ACCOUNTING AND FINANCE
Course Outlines
Η περιγραφή του μαθήματος δεν είναι διαθέσιμη
- PORTFOLIO MANAGEMENT AND INFORMATION SYSTEMS
(ΛΧ0816)
Type
ELECTIVE
Department Abbreviation
ΛΧ
Department
DEPARTMENT OF ACCOUNTING AND FINANCE
Course Outlines
Η περιγραφή του μαθήματος δεν είναι διαθέσιμη
- SPECIAL ISSUES IN FINANCE
(ΛΧ0820)
Type
COMPULSORY
Department Abbreviation
ΛΧ
Department
DEPARTMENT OF ACCOUNTING AND FINANCE
Course Outlines
Σκοπός του μαθήματος είναι οι φοιτητές να εφαρμόσουν στην πράξη την ύλη που έχουν διδαχθεί στα μαθήματα Χρηματοοικονομικής Διοίκησης. Ζητείται μέσω μιας εξαμηνιαίας εργασίας να εφαρμόσουν οι φοιτητές τις θεωρίες και τα υποδείγματα της Χρηματοοικονομικής Διοίκησης σε πραγματικές χρηματοοικονομικές εφαρμογές. Επιπλέον, θα πραγματοποιηθούν διαλέξεις από επαγγελματίες της αγοράς σε επιλεγμένα θέματα τα οποία παρουσιάζουν ιδιαίτερο ενδιαφέρον και δυσκολία.Publications
- Books (3 records)
Περιλαμβάνει Βιβλία ή/και μονογραφίες σε διεθνείς ή ελληνικούς εκδοτικούς οίκους. Κεφάλαια ή άρθρα συλλογικών τόμων ή επιμέλεια τόμων σε διεθνείς ή ελληνικούς εκδοτικούς οίκους.
2014
- Alexandridis, A. K., and Zapranis, A. D. (2014). Wavelet Neural Networks: Methodology and Applications in Financial Engineering, Chaos, and Classification. John Wiley & Sons, New Jersey, USA.
2013
- Alexandridis, A. K., and Zapranis, A. D. (2013). Weather Derivatives: Modeling and Pricing Weather-Related Risk. New York, USA, Springer.
2009
- Zapranis, A. D., and Alexandridis, A. K. (2009). "Model Identification in Wavelet Neural Networks Framework." Artificial Intelligence Applications and Innovations III, L. Iliadis, I. Vlahavas, and M. Bramer, eds., Springer, New York, USA, 267-277.
- Scientific Journals (17 records)
Περιλαμβάνει Άρθρα σε διεθνή ή ελληνικά επιστημονικά περιοδικά (με κριτές).
2023
- Alexandridis A.K. , Apergis, I., Panopoulou, E. and Voukelatos, N. (2023) “Equity premium prediction: The role of option implied information” Journal of Financial Markets. 64, 100801. https://doi.org/10.1016/j.finmar.2022.100801
- Alexandridis A. K., Panopoulou, E. and Souropanis, I. (2023). “Forecasting exchange rates: an iterated combination constrained predictor approach”. Journal of Forecasting. (accepted, forecoming).
- Messis, P, Alexandridis, A, Zapranis, A. (2023). “The effects of herding on betas and idiosyncratic risk”. Journal of Behavioral Finance. 24:2, 131-146, https://doi.org/10.1080/15427560.2021.1975713
2021
- Alexandridis, A. K, Gzyl, H., ter Horst, E. and Molina G. (2021) “Extracting pricing densities for weather derivatives using the maximum entropy method”. Journal of the Operational Research Society. 72:11, 2412-2428. https://doi.org/10.1080/01605682.2020.1796532
- Messis, P, Alexandridis, A, Zapranis, A. (2021). Testing and comparing conditional risk‐return relationship with a new approach in the cross‐sectional framework. International Journal of Finance and Economics. 26: 218– 240. https://doi.org/10.1002/ijfe.1786
2020
- Alexandridis, AK, Hasan, MS. (2020). Global financial crisis and multiscale systematic risk: Evidence from selected European stock markets. International Journal of Finance and Economics. 25: 518– 546. https://doi.org/10.1002/ijfe.1764
2019
- Cramer, S., Kampouridis, M., Freitas, A. A., & Alexandridis, A. (2019). “Stochastic model genetic programming: Deriving pricing equations for rainfall weather derivatives”. Swarm and Evolutionary Computation, 46, 184-200
- Sultan, J, Alexandridis, AK, Hasan, M, Guo, X. (2019). Hedging performance of multiscale hedge ratios. Journal of Futures Markets. 39: 1613– 1632.
2018
- Alexandridis, A.K., Karlis, D., Papastamos, D., Andritsos. D. (2018). “Real Estate valuation and forecasting in non-homogeneous markets: A case study in Greece during the financial crisis”. Journal of the Operational Research Society. 1-15.
2017
- Alexandridis, A. K., Kampouridis, M., Cramer, S. (2017). "A Comparison between Wavelet Networks and Genetic Programming in the Context of Temperature Derivatives." International Journal of Forecasting, 33(1), 21-47
- Cramer, S., Kampouridis, M., Freitas, A., Alexandridis, A. K. (2017). “An extensive evaluation of seven machine learning methods for rainfall prediction in weather derivatives.” Expert Systems with Applications. 85, 169-181
2016
- Androvitsaneas, V. P., Alexandridis, A. K., Gonos, I. F., Dounias, G. D., and Stathopulos, I. A. (2016). "Wavelet neural network methodology for ground resistance forecasting." Electric Power Systems Research, 140, 288-295
2013
- Alexandridis, A. K., and Zapranis, A. D. (2013). "Wind Derivatives: Modeling and Pricing." Computational Economics, 41(3), 299-326
- Alexandridis, A. K., and Zapranis, A. D. (2013). "Wavelet neural networks: A practical guide." Neural Networks, 42, 1-27.
2011
- Zapranis, A. D., and Alexandridis, A. K. (2011). "Modeling and forecasting cumulative average temperature and heating degree day indices for weather derivative pricing." Neural Computing & Applications, 20(6), 787-801
2009
- Zapranis, A. D., and Alexandridis, A. K. (2009). "Weather Derivatives Pricing: Modelling the Seasonal Residuals Variance of an Ornstein-Uhlenbeck Temperature Process with Neural Networks." Neurocomputing, 73, 37-48
2008
- Zapranis, A. D., and Alexandridis, A. K. (2008). "Modelling Temperature Time Dependent Speed of Mean Reversion in the Context of Weather Derivative Pricing." Applied Mathematical Finance, 15(4), 355 - 386
- Conferences (46 records)
Περιλαμβάνει Άρθρα σε δημοσιευμένα πρακτικά διεθνών ή ελληνικών συνεδρίων (με κριτές).
2023
- Alexandridis, A. and Ladas, A. (2023). Wavelet decomposition of connectedness measures and financial stability. 12th International Conference of the Financial Engineering and Banking Society, Chania, Greece, 1 - 4 June 2023
- Alexandridis, A., Panopoulou, E. and Souropanis, I. (2023). Alexandridis, A., Panopoulou, E. and Souropanis, I. (2023). Forecasting Exchange Rate Realized Volatility: An Amalgamation Approach. 12th International Conference of the Financial Engineering and Banking Society, Chania, Greece, 1 - 4 June 2023
- Alexandridis, A., Tunaru, R. and Meng, X. (2023). Derivatives design and modelling for weather related risk management. 12th International Conference of the Financial Engineering and Banking Society, Chania, Greece, 1 - 4 June 2023
- Panopoulou, E. Alexandridis, A. and Souropanis, I. (2023). Forecasting Exchange Rates: An Iterated Combination Constrained Predictor Approach. 27th International Conference on Macroeconomic Analysis and International Finance. Rethymno, Greece. 26-27 May 2023.
- Alexandridis, A., Panopoulou, E. and Souropanis, I. (2023). Alexandridis, A., Panopoulou, E. and Souropanis, I. (2023). Forecasting Exchange Rate Realized Volatility: An Amalgamation Approach. 27th International Conference on Macroeconomic Analysis and International Finance. Rethymno, Greece. 26-27 May 2023.
- Panopoulou, E. Alexandridis, A. and Souropanis, I. (2023). Equity Premium Prediction: The Role of information from the Options Market. 27th International Conference on Macroeconomic Analysis and International Finance. Rethymno, Greece. 26-27 May 2023.
2022
- Messis, P., Alexandridis, A. K. and Zapranis, A. (2022). “Beta Changes and Arbitrage Risk”. 21th Hellenic Finance and Accounting Association, Athens, Greece, 16-17 December 2022.
- Messis, P., Alexandridis, A. K. and Zapranis, A. (2022). “Out-Of-Sample Performance of Moving Averages: Evidence from Stocks”. 21th Hellenic Finance and Accounting Association, Athens, Greece, 16-17 December 2022.
- Alexandridis A., Apergis, I., Panopoulou, E. and Voukelatos, N. (2022) “Equity premium prediction: The role of option implied information” 11th International Conference of the Financial Engineering and Banking Society, Portsmouth, UK, 10-12 June 2022.
2021
- Alexandridis A., Apergis, I., Panopoulou, E. and Voukelatos, N. (2021) “Equity premium prediction: The role of option implied information” 20th Hellenic Finance and Accounting Association, Thessaloniki, Greece, 17-18 December 2021
- Radi S., Pappas V. and Alexandridis A. (2021) “Islamic vs. conventional bond ratings: Determinants and forecastability”. World Finance Conference, Kristiansand, Norway, 3-6 August 2021.
- Alexandridis A. and Panopoulou, E. (2021) “Denoising the Equity Premium”. 10th International Conference of the Financial Engineering and Banking Society, Lille, France, 30 September – 3 October 2021.
- Alexandridis, A. and Ladas, A. (2021) "Multiscale Network Analysis for Financial Contagion". 10th International Conference of the Financial Engineering and Banking Society, Lille, France, 30 September – 3 October 2021.
2020
- Alexandridis A. and Panopoulou, E. (2020) “Denoising the Equity Premium” 19th Hellenic Finance and Accounting Association, Thessaloniki, Greece, 19-20 December 2020.
- Alexandridis, A. and Ladas, A. (2020) "Multiscale Network Analysis for Financial Contagion". 19th Hellenic Finance and Accounting Association, Thessaloniki, Greece, 19-20 December 2020.
2019
- Messis, P., Alexandridis, A., and Zapranis, A. (2019). “The herding effects on systematic risk”. In: Proceedings from 18th Annual Conference of the Hellenic Finance and Accounting Association (HFAA), Athens, Greece, 13-14 December 2019.
- Radi, S., Pappas, V. and Alexandridis, A. (2019) “Islamic vs. conventional bond ratings: Determinants and forecastability”. Financial Engineering and Banking Society, Prague, Czech Republic, 30 May – 1 June 2019.
- Alexandridis, A. and Ladas, A. (2019) "Multiscale Network Analysis for Financial Contagion". Financial Engineering and Banking Society, Prague, Czech Republic, 30 May – 1 June 2019
- Alexandridis A. and Panopoulou, E. (2019) “Denoising the Equity Premium” 39th International Symposium on Forecasters, Thessaloniki, Grece, 16-19 June 2019
- Alexandridis, A., Karlis, D. and Papastamos, D. (2019) “Automatic Mass Valuation for Non-Homogeneous Housing Markets”. 39th International Symposium on Forecasters, Thessaloniki, Grece, 16-19 June 2019.
2018
- Messis, P., Alexandridis, A., and Zapranis, A. (2018). “Are arbitrageurs’ actions associated with beta changes?”. In: Proceedings from 17th Annual Conference of the Hellenic Finance and Accounting Association (HFAA), Piraeus, Greece, 15-18 December 2018.
2017
- Cramer, S., Kampouridis, M., Freitas, A. A., and Alexandridis, A. (2017). “Pricing Rainfall Based Futures Using Genetic Programming.” In: EvoBafin, EvoStar. Amsterdam, Holland, 19 – 21 April 2017
- Hassan, M. S., Sultan, J., Alexandridis, A. K., (2017). “An Econometric Investigation of Hedging Performance of Multi-Scale Hedge Ratios.” In: World Finance Conference. Sardinia, Italy, 26th – 28th July 2017.
- Alexandridis, A.K., Karlis, D., Papastamos, D., (2017). "Real Estate valuation and forecasting in non-homogeneous markets: A case study in Greece during the financial crisis." In: 7th International Conference of the Financial Engineering and Banking Society. Glasgow, Scotland, 1st -3rd June, 2017.
- Alexandridis, A.K., Gzyl, H. ter Horst, E., Molina, G. (2017). “Extracting risk neutral densities for weather derivatives pricing using the maximum entropy method.” In: 11th International Conference on Computational and Financial Econometrics. London, UK, 16th – 18th December, 2017.
2016
- Alexandridis, A. K., and Hasan, M. (2016). "Global Financial Crisis and Multiscale Systematic Risk: Evidence from Selected European Markets". In: Financial Econometrics and Empirical Asset Pricing Conference, Lancaster, UK, 30 June – 1st July, 2016
2015
- Messis, P., Alexandridis, A., and Zapranis, A. (2015). "Cross-sectional conditional risk return analysis in the sorted beta framework: A novel Two Factor Model." 14th Hellenic Finance and Accounting Association, Athens, Greece, 18-19 December, 2015.
- Alexandridis, A., and Hasan, M. S. (2015). "Analysing the Multiscale Systematic Risk During the Global Financial Crisis: Evidence from Selected European Stock Markets." 14th Hellenic Finance and Accounting Association, Athens, Greece, 18-19 December, 2015.
- Cramer, S., Kampouridis, M., Freitas, A. A., and Alexandridis, A. (2015). "Predicting Rainfall in the Context of Rainfall Derivatives Using Genetic Programming." IEEE Computational Intelligence for Financial Engineering & Economics, Symposium Series on Computational Intelligence, Cape Town, South Africa, 7 – 10 December, 2015.
2014
- Androvitsaneas, V. P., Gonos, I. F., Alexandridis, A. K., and Dounias, G. (2014). "Wavelet neural networks for ground resistance estimation." International Conference on High Voltage Engineering and Application, Poznan, Poland, 8-11 September, 2014.
- Messis, P., Alexandridis, A. K., and Zapranis, A. D. (2014). "Testing and Comparing Conditional CAPM with A New Approach in the Cross-Sectional Framework." International work-conference on Time Series-ITISE 2014, Granada, Spain, 25-27 June, 2014.
- Tsinaslanidis, P., Alexandridis, A., Zapranis, A., and Livanis, E. (2014). "Dynamic Time Warping as a Similarity Measure: Applications in Finance." 13th Hellenic Finance and Accounting Association Conference, Volos, Greece, 12-13 December, 2014.
2013
- Alexandridis, A. K., and Hasan, M. (2013). "Global Financial Crisis and Multiscale Systematic Risk: Evidence from Selected European Markets." The impact of Global Financial Crisis: on Banks, Financial Markets and Institutions in Europe, University of Southampton, UK, 25-26 April, 2013.
- Alexandridis, A. K., and Kampouridis, M. (2013). "Temperature Forecasting in the Concept of Weather Derivatives: A Comparison between Wavelet Networks and Genetic Programing." 13th EANN Halkidiki, Greece, 13-16 September, 2013.
- Alexandridis, A. K., Zapranis, A., Livanis, E., and Tsinaslanidis, P. (2013). "Business failure prediction using neural networks and wavelet neural networks." 12th Hellenic Finance and Accounting Association Conference, Thessaloniki, Greece, 13-14 December, 2013.
2012
- Alexandridis, A. K., and Zapranis, A. D. (2012). "Modeling and Pricing the European Temperature in the Context of Weather Derivative Pricing." 4th ICAF, Corfu, Greece, 30-31 August, 2012.
2011
- Alexandridis, A. K., and Zapranis, A. D. (2011). "Wind Derivatives: Modeling and Pricing." Financial Engineering and Banking Society (F.E.B.S.), Chania, Greece, 10-12 June, 2011.
2009
- Zapranis, A. D., and Alexandridis, A. K. (2009). "Model Identification in Wavelet Neural Networks Framework. 5th IFIP AIAI, Thessaloniki, Greece, 23-25 April, 2009
- Zapranis, A. D., and Alexandridis, A. K. (2009). "Modeling and Forecasting CAT and HDD Indices for Weather Derivative Pricing." EANN 2009, London, UK, 27-29 August, 2009
2008
- Zapranis, A. D., and Alexandridis, A. K. (2008). "Modelling Temperature Time Dependent Speed of Mean Reversion in the Context of Weather Derivative Pricing. HERCMA, Athens, Greece, September, 2007.
- Alexandridis, A. K., and Livanis, S. (2008). "Forecasting Crude Oil Prices Using Wavelet Neural Networks." 5th ΦΣΔΕΤ, Athens, Greece, 8 May, 2008.
- Zapranis, A. D., and Alexandridis, A. K. (2008). "Forecasting Cash Money Withdrawals Using Wavelet Analysis and Wavelet Neural Networks." 5th AFE, Samos, Greece, 3-5 July, 2008.
- Alexandridis, A. K., Zapranis, A. D., and Livanis, S. (2008). "Analyzing Crude Oil Prices and Returns Using Wavelet Analysis and Wavelet Networks." 7th HFAA, Chania, Greece, 12-14 December, 2008.
2007
- Zapranis, A. D., and Alexandridis, A. K. (2007). "Weather Derivatives Pricing: Modelling the Seasonal Residuals Variance of an Ornstein-Uhlenbeck Temperature Process with Neural Networks." EANN 2007, Thessaloniki, Greece, 29-31 August, 2007.
- Zapranis, A. D., and Alexandridis, A. K. (2007). "Wavelet Neural Networks for Weather Derivatives Pricing." 6th HFAA, Patra, Greece, 14-15 December, 2007
2006
- Zapranis, A. D., and Alexandridis, A. K. (2006). "Wavelet analysis and weather derivatives pricing." 5th Hellenic Finance and Accounting Association (HFAA), Thessaloniki, Greece, 15-16 December, 2006.
