Dr Aristidis K Nikoloulopoulos
| Job Title | Contact | Location |
|---|---|---|
| Lecturer in Statistics |
A dot Nikoloulopoulos at uea dot ac dot uk
Tel: +44 (0)1603 59 3332 |
Sciences 2.11A |
Career
- 09/2009-present: Lecturer (Assistant Professor) in Statistics, School of Computing Sciences,University of East Anglia
- 11/2008-08/2009: Adjunct Lecturer in Statistics, Department of Statistics, Athens University of Economics and Business
- 01/2009-03/2009: Specialized Scientist in Biostatistics, Medical School, Cyprus University of Technology
- 01/2008-08/2008: Post-Doctoral Fellow in Statistics, Department of Statistics at the University of British Columbia, Supervisor: Prof. Harry Joe
- 09/2007-12/2007: Post-Doctoral Fellow in Statistics, Départment de mathématiques et de statistique at Université Laval, Supervisor: Prof. Christian Genest
- 09/2003-01/2004: Research Associate in Biostatistics, Department of Hygiene and Epidemiology, Athens University Medical School
Extended visits to other departments
- May 2011: Department of Mathematics and Statistics, Technical University of Munich
- April 2011: Department of Mathematics and Statistics, University of Sao Paulo
- April 2010: Department of Mathematics and Statistics, Technical University of Munich
Key Research Interests
PhD Projects
The following opportunities exist to pursue a PhD with me on the projects:
Recent Papers
- Nikoloulopoulos, A.K. (2013) Copula-based models for multivariate discrete response data. In Durante, F., Hardle, W. and Jaworski, P. (Eds.), Copulae in Mathematical and Quantitative Finance, Springer, in press.
- Nikoloulopoulos, A.K. (2013) On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood. ArXiv e-prints.
List all of my publications (Eprints)
Citations
Google Scholar ProfileTeaching Interests
Statistical modeling, Dependence modeling, Programming with R, Mathematical Statistics
Teaching
Autumn semester 2012
- Statistical Inference in R (short-course, Technical University of Timisoara)
- Dependence modeling using multivariate copulas with applications (short-course)
- CMPC2S11: Statistical Methods (UG)
- CMPSMA19: Statistical Inference (PG)
- CMPSMA17: Computational Statistics (PG, shared)
Spring Semester 2012
- CMPC2S10-S12: Applied Statistics (UG, shared)
- CMPSMC28: Applied Statistics (PG, shared)
Autumn semester 2011
- CMPC2S11: Statistical Methods (UG, shared)
- CMPSMA19: Statistical Inference (PG, shared)
- CMPSMA17: Computational Statistics (PG, shared)
Spring semester 2011
- CMPC2S10-S12: Applied Statistics (UG, shared)
- CMPSMC28: Applied Statistics (PG, shared)
- CMPC3C12: Advanced Statistics (UG, shared)
Autumn semester 2010
- CMPC2S11: Statistical Methods (UG, shared)
Spring semester 2010
- CMPC2S10-S12: Applied Statistics (UG, shared)
- CMPSMC28: Applied Statistics (PG, shared)
Autmun semester 2009
- CMPC2S11: Statistical Methods (UG, shared)
- CMPCF107: Mathematics for Actuaries (UG, shared)
Article
Nikoloulopoulos, AK, Joe, H and Li, H (2012) Vine copulas with asymmetric tail dependence and applications to financial return data. Computational Statistics and Data Analysis, 56 (11). pp. 3659-3673.
Genest, C, Nikoloulopoulos, AK, Rivest, L-P and Fortin, M (2012) Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas. Brazilian Journal of Probability and Statistics. (In Press)
Nikoloulopoulos, AK (2012) Comment on "Two-dimensional toxic dose and multivariate logistic regression, with application to decompression sickness" by Li, J. and Wong, W.K. Biostatistics, 13 (1). pp. 1-3.
Nikoloulopoulos, AK, Joe, H and Chaganty, NR (2011) Weighted scores method for regression models with dependent data. Biostatistics, 12 (4). pp. 653-665.
Joe, H, Li, H and Nikoloulopoulos, AK (2010) Tail dependence functions and vine copulas. Journal of Multivariate Analysis, 101 (1). pp. 252-270.
Nikoloulopoulos, AK and Karlis, D (2010) Modeling multivariate count data using copulas. Communications in Statistics: Simulation and Computation, 39 (1). pp. 172-187.
Nikoloulopoulos, AK and Karlis, D (2010) Regression in a copula model for bivariate count data. Journal of Applied Statistics, 37 (9). pp. 1555-1568.
Nikoloulopoulos, AK and Karlis, D (2009) Finite normal mixture copulas for multivariate discrete data modeling. Journal of Statistical Planning and Inference, 139 (11). pp. 3878-3890.
Nikoloulopoulos, AK, Joe, H and Li, H (2009) Extreme value properties of multivariate t copulas. Extremes, 12 (2). pp. 129-148.
Nikoloulopoulos, AK and Karlis, D (2008) Multivariate logit copula model with an application to dental data. Statistics in Medicine, 27 (30). pp. 6393-6406.
Nikoloulopoulos, AK and Karlis, D (2008) Fitting copulas to bivariate earthquake data: the seismic gap hypothesis revisited. Environmetrics, 19 (3). pp. 251-269.
Nikoloulopoulos, AK and Karlis, D (2008) Copula model evaluation based on parametric bootstrap. Computational Statistics and Data analysis, 52 (7). pp. 3342-3353.
Nikoloulopoulos, AK and Karlis, D (2008) On modeling count data: a comparison of some well-known discrete distributions. Journal of Statistical Computation and Simulation, 78 (3). pp. 437-457.
Analitis, A., Katsouyanni, K., Dimakopoulou, K., Samoli, E., Nikoloulopoulos, AK, Petasakis, Y., Touloumi, G., Schwartz, J., Anderson, H., Cambra, K., Forastiere, F., Zmirou, D., Vonk, J., Clancy, L., Kriz, B., Bobvos, J. and Pekkanen, J. (2006) Short-term effects of ambient particles on cardiovascular and respiratory mortality. Epidemiology, 17 (2 ). pp. 230-233.
Monograph
Nikoloulopoulos, Aristidis K., Joe, Harry and Li, Haijun (2008) Extreme Value Properties of Multivariate t Copulas. Technical Report. Washington State University.
Joe, Harry, Li, Haijun and Nikoloulopoulos, Aristidis K. (2008) Tail Dependence Functions and Vine Copulas. Technical Report. Washington State University.
Conference or Workshop Item
Genest, C, Nikoloulopoulos, AK, Rivest, L-P and Fortin, M (2011) Copula-Based Regression Modeling for Multivariate Binary Data. In: Statistics 2011 Canada: 5th Canadian Conference in Applied Statistics, July 1-4 2011, Concordia University, Montreal, Quebec, Canada.
Nikoloulopoulos, AK, Joe, H and Chaganty, NR (2011) Weighted scores for regression models with dependent data. In: Joint Statistical Meeting, July 30 to August 4, 2011, Miami Florida, USA.
Nikoloulopoulos, AK, Joe, H and Chaganty, NR (2011) Weighted scores for regression models with dependent data. In: 2011 IISA Conference on Probability, Statistics and Data Analysis, 21-24 April, 2011, Raleigh, NC, USA.
Nikoloulopoulos, AK, Joe, H and Chaganty, NR (2011) Weighted scores for regression models with dependent data. In: 4th International Conference of the ERCIM WG on Computing & Statistics (ERCIM'11), 17-19 December 2011, Senate House, University of London, UK.
Nikoloulopoulos, AK, Joe, H and Li, H (2011) Vine copulas with asymmetric tail dependence and applications to financial return data. In: 4th Workshop on Vine Copula Distributions and Applications, 10-12 May, 2011, Munich, Germany.
Nikoloulopoulos, AK, Joe, H and Li, H (2011) Vine copulas with asymmetric tail dependence and applications to financial return data. In: Fifth Brazilian Conference on Statistical Modelling in Insurance and Finance., 10-15 April, 2011, Maresias, Brazil.
Nikoloulopoulos, AK, Joe, H and Chaganty, NR (2010) Weighted scores method to analyze multivariate overdispersed count data. In: 2010 ENAR Spring Meeting, March 21-24 2010, New Orleans, USA.
Nikoloulopoulos, AK, Joe, H and Chaganty, NR (2010) Discretized multivariate normal distribution for modeling multivariate overdispersed count data. In: The 7th Conference on Multivariate Distributions with Applications, 8-13 August, 2010, Maresias, Brazil.
Nikoloulopoulos, AK, Joe, H and Li, H (2009) Tail dependence modelling and construction of multivariate extreme value copulas. In: Conference for the 50th anniversary of copula, 10-12 June, 2009, Lecce, Italy.
Nikoloulopoulos, AK, Joe, H and Li, H (2009) Applications of vine copulas with asymmetric tail dependence. In: 3rd Vine copula workshop, 15-16 December, 2009, Oslo, Norway.
Nikoloulopoulos, AK, Joe, H and Li, H (2009) Vine copulas with asymmetrical dependence and applications to financial data. In: 3nd International Computational Financial Econometrics conference, 29-31 October, 2009, Limassol, Cyprus.
Nikoloulopoulos, AK, Fortin, M, Genest, C and Rivest, L-P (2008) Predicting dependent binary outcomes through logistic regressions and copulas. In: SSC Annual Meeting, 25-30 May, 2008, Ottawa, Canada.
Karlis, D and Nikoloulopoulos, AK (2007) Copula functions for modelling multivariate binary data. In: 4th EMR-IBS Conference, 22-25 January. 2007, Eilat, Israel.
Nikoloulopoulos, AK (2007) Finite normal mixture copula for modelling multivariate discrete data: an application to communicable diseases. In: ISCB 28, 30 July - 2 August, 2007, Alexandroupolis, Greece.
Nikoloulopoulos, AK and Karlis, D (2007) Finite normal mixture copula for modelling multivariate discrete data. In: 6th Conference on Multivariate Distributions with Fixed Marginals and given dependence structure, 26-29 June, 2007, Tartu, Estonia.
Nikoloulopoulos, AK and Karlis, D (2007) Finite normal mixture copula for modelling multivariate discrete data. In: IAP Workshop pn Statistical Inference for Dependent Data, 26-27 April, 2007, Hasselt, Belgium.
Nikoloulopoulos, A. K. and Karlis, D. (2006) Modelling multivariate count data. In: 17th IASC COMPSTAT Symposium, Rome, Italy.
Nikoloulopoulos, AK and Karlis, D (2006) Modelling multivariate binary data using copula functions. In: 19th Panhelenic Confenrence in Statistics , April 2006, Kastoria, Greece.
Nikoloulopoulos, AK and Karlis, D (2005) Modelling multivariate count data. In: 25th European Meeting of Statisticians, 24-28 July, 2005, Oslo, Norway.
Nikoloulopoulos, AK and Karlis, D (2005) Modelling bivariate count data using copula functions. In: 3rd EMR-IBS Conference, 10-12 May, 2005, Corfu, Greece.
Nikoloulopoulos, AK and Karlis, D (2004) Fitting bivariate Archimedean copulas to earthquake data. In: 17th Panhelenic Conference in Statistics, 14-18 April, 2004, Lefkada, Greece.
Nikoloulopoulos, AK and Katsouyanni, K (2003) Meta-analysis of short term effects of air pollution in asthma admissions. In: 16th Panhelenic Confenrence in Statistics, 30 April-3 May, 2003, Kabala, Greece.
Software
Nikoloulopoulos, AK and Joe, H (2011) R package weightedScores: Weighted Scores method for regression models with dependent data. [Software]
External Activities and Indicators of Esteem
- Invited at the workshop Non-Gaussian Multivariate Statistical Models and their Applications, Banff International Research Station, Canada, May 19-24, 2013.
- Invited Seminar, Department of Statistical Science, University College London, London, UK, 2 October 2012.
- PhD external examiner, Centre for Computational Finance and Economic Agents, University of Essex, 13 June 2012.
- Invited Seminar, Department of Mathematical Sciences, University of Liverpool, Liverpool, UK, 24 February 2012.
- Invited Talk, 4th International Conference of the ERCIM WG on COMPUTING & STATISTICS (ERCIM'11), Senate House, University of London, UK, 17-19 December 2011.
- Invited Talk, 4th Workshop on Vine Copula Distributions and Applications, Munich, Germany, 10-12 May, 2011.
- PhD external examiner, Centre for Computational Finance and Economic Agents, University of Essex, 16 March 2011.
- Invited Talk, Fifth Brazilian Conference on Statistical Modelling in Insurance and Finance. Maresias, Brazil, 10-15 April, 2011.
- Invited Short Course, Department of Mathematics and Statistics, University of Sao Paulo, Brazil, April, 2011.
- Invited Talk, The 7th Conference on Multivariate Distributions with Applications, Maresias, Brazil, 8-13 August, 2010.
- Invited Seminar, Center for Mathematical Sciences, Technical University of Munich, Germany, 15 April 2010.
- Invited Talk, 3rd Vine copula workshop, Oslo, Norway, 15-16 December, 2009.
- Invited Talk, 3rd International Computational Financial Econometrics conference, Limassol, Cyprus, 29-31 October, 2009.
- Invited Seminar, Department of Statistics, London School of Economics, UK, 19 June 2009.
- Invited Seminar, Statistical Society of Montreal, Montreal, Canada, 2 November 2007.
