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Recent working papers

Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change (2012)
Liudas Giraitis, George Kapetanios, Simon Price
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Erricos Kontoghiorghes

Erricos Kontoghiorghes
Visiting Professor

Fax: +44 20 8983 3580
Email: erricos@ucy.ac.cy

Research keywords: Computational Statistics and Econometrics, Linear Models, Statistical Model Selection, Matrix Computations and Parallel Algorithms

Ph.D. Queen Mary University of London, U.K., 1993.

B.Sc. Queen Mary University of London, U.K., 1989.

He holds visiting professorships at Queen Mary University of London, UK and Birkbeck College, University of London, UK.

He taught at the Cass Business School of the City University, UK, 1993-1997, and at the University of Neuchatel, Switzerland, 1997-2004.

He held various visiting positions at the University of Rennes 1, France and at INRIA-IRISA, France, 2000-2006.



Selected publications

  • E. J. Kontoghiorghes. Parallel Algorithms for Linear Models: Numerical Methods and Estimation Problems. Advances in Computational Economics, Vol. 15, 2000. Kluwer Academic Publishers, Boston, MA.
  • E. J. Kontoghiorghes, B. Rustem and S. Siokos. Computational Methods in Decision-Making, Economics and Finance. Applied Optimization, Vol. 74, 2002. Kluwer Academic Publishers.
  • E. J. Kontoghiorghes. Handbook of Parallel Computing and Statistics. Statistics: Textbooks and Monograph Series, Vol. 184, 2005. Marcel Dekker, Inc.
  • E. J. Kontoghiorghes and C. Gatu. Optimisation, Econometric and Financial Analysis. Advances in Computational Management Science, Vol. 9, November, 2006. Springer.
  • E.J. Kontoghiorghes, B. Rustem and P. Winker. Computational Methods in Financial Engineering, 2008. Springer.