Aristidis K Nikoloulopoulos

Dr

  • 2.11A Sciences

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Personal profile

Biography

Completed a PhD in Statistics at the department of Statistics, Athens University of Economics and Business, in 2007 under the supervision of Professor Dimitris Karlis. His PhD dissertation was ranked as excellent by world leading experts including the professors Harry Joe (British Columbia), and Roger B. Nelsen (Lewis & Clark College). After completing his PhD had two postdoctoral positions at Canada. Worked with Professor Christian Genest until the end of 2007 at the Laval University and then moved to the University of British Columbia to work with Professor Harry Joe until July 2008. After completing the post-docs had a lecturer position at Athens University of Economics and Business, lasting from November 2008 until August 2009. Has been appointed as a Lecturer (equivalent to Assistant Professor) in Statistics at the University of East Anglia in 2009 and in 2013 was promoted to Associate Professor.

Career

  • 08/2013-present: Associate Professor in Statistics | School of Computing Sciences, University of East Anglia
  • 09/2009-07/2013: Lecturer (equivalent to Assistant Professor) in Statistics | School of Computing Sciences, University of East Anglia
  • 11/2008-08/2009: 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, University of British Columbia | Supervisor: Prof. Harry Joe
  • 09/2007-12/2007: Post-Doctoral Fellow in Statistics | Départment de mathématiques et de statistique, Université Laval | Supervisor: Prof. Christian Genest
  • 09/2003-01/2004: Research Associate in Biostatistics | Department of Hygiene and Epidemiology, Athens University Medical School

Key Research Interests and Expertise

The main theme of his research is copula modelling. Specific situations where he has made use of copulas include: (i) models and inference procedures for repeated measures or multivariate discrete (binary, ordinal, count) response in biostatistical, environmental and econometrical applications; (ii) factor copula models for survey data; (iii) copula-GARCH models for financial returns; (iv) copula-mixed models for meta-analysis of diagnostic test accuracy studies. 

CRAN Packages by name

External Activities

  • Invited Talk, Recent Developments in Copula Research, Department of Mathematical Sciences, Durham University, 25th March 2020.
  • Invited Talk, Decision Making Under Uncertainty: The Role of Data, Department of Mathematics, University of Patras, Greece, 19 November 2019.
  • Invited Seminar, University of Leicester, Department of Health Sciences, 16 October 2019. 
  • Invited Seminar, Ca' Foscari University, Department of Environmental Sciences, Informatics and Statistics, 28 February 2018. 
  • Visiting Scholar, Ca' Foscari University, Department of Environmental Sciences, Informatics and Statistics, Sping Semester 2018. 
  • Highly cited papers, According to the database "Essential Science Indicators" by Thomson Reuters, two of his papers belong to the 1% of the most cited papers in the mathematical disciplines of the last ten years: Nikoloulopoulos, Joe and Li (2012, Computational Statistics and Data Analysis) and Joe, Li and Nikoloulopoulos (2010, Journal of Multivariate Analysis).
  • PhD external examiner, Department of Applied Mathematics, Faculty Electrical Engineering, Mathematics and Computer Science, Delft University of Technology, 30 January 2017. [Photo]
  • Highly cited paper, his work with Joe and Li features as the 5th most cited Computational Statistics and Data Analysis article published since 2012.
  • Invited Talk, RSS 2015 Annual Conference, Exeter University, 7-10 September 2015, Exeter, UK. 
  • Invited Seminar, Royal Statistical Society South West Group, School of Computing and Mathematics, Plymouth University, Plymouth UK, 29 April 2015.
  • Highly cited paper, his work with Joe and Li features as the 2nd most cited Journal of Multivariate Analysis article published since 2010.
  • Invited short-course, 25th Actuarial Summer School, Faculty of Economic Sciences and the Polish Society of Actuaries, University of Warsaw, 8-10 September 2014. 
  • Invited Seminar, ISER-Institute for Social and Economic Research, University of Essex, UK, 12 May 2014.
  • Invited Talk, International Workshop on High-Dimensional Dependence and Copulas:Theory, Modeling, and Applications, China Institute for Actuarial Science (CIAS), Central University of Finance & Economics (CUFE), Beijing, China, January 4-5, 2014.
  • Invited Seminar, School of Physical and Mathematical Sciences, Nanyang Technological University, Singapore, 13 June 2013.
  • Invited Talk, Workshop Non-Gaussian Multivariate Statistical Models and their Applications, Banff International Research Station, Canada, May 19-24, 2013. [Video][Slides]
  • 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.

 

Teaching Interests

Statistics 

Teaching 

Spring Semester 2022 

  • CMP5043B: Linear Regression using R (UG)
  • CMP5042B: Time Series (UG)

Autumn semester 2021 

  • CMP5034A: Mathematical Statistics (UG)

Spring Semester 2021 

  • CMP5043B: Linear Regression using R (UG)
  • CMP5042B: Time Series (UG)

Autumn semester 2020 

  • CMP5034A: Mathematical Statistics (UG)

Spring Semester 2020 

  • CMP5017B-5019B: Applied Statistics (UG, shared)
  • CMP7008B: Applied Statistics (PG, shared)

Autumn semester 2019 

  • CMP5034A: Mathematical Statistics (UG)

Spring Semester 2019 

  • Dependence modelling using multivariate copulas with applications (3-day short-course,  1st-3rd April 2019)
  • CMP5017B-5019B: Applied Statistics (UG, shared)
  • CMP7008B: Applied Statistics (PG, shared)

Autumn semester 2018 

  • CMP5034A: Mathematical Statistics (UG)

Autumn semester 2017

  • CMP5034A: Mathematical Statistics (UG)

Spring Semester 2017 

  • Dependence modelling using multivariate copulas with applications (3-day short-course,  28 - 30 June 2017)
  • CMP5017B-5019B: Applied Statistics (UG, shared)
  • CMP7008B: Applied Statistics (PG, shared)

Autumn semester 2016

  • CMP5034A: Mathematical Statistics (UG)

Spring Semester 2016

  • Dependence modelling using multivariate copulas with applications (3-day short-course,  29 Feb - 2 Mar 2016)
  • CMP5017B-5019B: Applied Statistics (UG, shared)
  • CMPSMC28: Applied Statistics (PG, shared)

Autumn semester 2015

  • Statistical Inference in R (short-course, Technical University of Timisoara)
  • CMP5034A: Mathematical Statistics (UG)

Spring Semester 2015

  • Dependence modelling using multivariate copulas with applications (3-day short-course, 23-25/02/2015)
  • CMP5017B-5019B: Applied Statistics (UG, shared)
  • CMPSMC28: Applied Statistics (PG, shared)

Autumn semester 2014

  • Statistical Inference in R (short-course, Technical University of Timisoara)
  • CMP5034A: Mathematical Statistics (UG)

Spring Semester 2014

  • CMPC2S10-S12: Applied Statistics (UG)
  • CMPSMC28: Applied Statistics (PG)

Autumn semester 2013

  • Dependence modeling using multivariate copulas with applications (short-course) 
  • Statistical Inference in R (short-course, Technical University of Timisoara)
  • CMPC2S11: Statistical Methods (UG)
  • CMPSMA19: Statistical Inference (PG)
  • CMPSMA17: Computational Statistics (PG, shared) 

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) 

Autumn semester 2009

  • CMPC2S11: Statistical Methods (UG, shared)
  • CMPCF107: Mathematics for Actuaries (UG, shared)

Academic Background

  • 12/2003-8/2007: Ph.D. in Statistics | Department of Statistics, Athens University of Economics and Business | Thesis: Application of Copula Functions in Statistics | Supervisor: Prof. Dimitris Karlis | External Examiners: Prof. Harry Joe and Prof. Roger B. Nelsen 

  • 10/2000-5/2003: M.Sc. in Biostatistics | Co-organized by Department of Mathematics and Medical School, University of Athens and Department of Mathematics, University of Ioannina | Thesis: Short term effects of air pollution in asthma admissions: a meta-analysis | Supervisor: Prof. Klea Katsouyanni | Grade: 8.79/10, with honors

  • 10/1996-6/2000: B.Sc. in Mathematics | Department of Mathematics, University of Ioannina | Specialism: Statistics and Operational Research | Grade: 7.27/10, ranked first in class of 100