Research Area
Active Research fields
Network analys of (big) data for (i) insurance fraud detection (sponsored by the IVASS - 2016/2017), (ii) risk analysis in financial markets (in coll. with Dror Kenett, WB), (iii) concentration and association analysis of financial instruments based on daily data of ownership of investors at the NSE (in coll. with Jyrki Piilo, Turku University).
Research projects of the last 5 years
2011-2013: Participant to the project “New tools in the credit network modelling with agents' heterogeneity,” funded by the INET. http:// ineteconomics.org.
2016-2017: Principal investigator of the project "Network analysis and modelling of the IVASS antifraud database", funded by the IVASS.
Collaborations
Ongoing collaboration with:
1) Jyrki Piilo (University of Turku, Finland)
2) Giulia Iori (City University, London, UK)
3) Dror Kenett (World Bank, former Dpt of the Treasury of the US)
4) John Miller (Carnegie Mellon University, US)
5) Stavros Zenios (University of Cyprus and Wharton School, USA)
Active research
An entry-level server Dell with 16 cores, 4.2Tb disc space plus an 820Gb solid state drive and 128Gb RAM has been bought within the project "Network analysis and modelling of the IVASS antifraud database", which is currently used for big data analysis.