VENI ARAKELIAN

PERSONAL PROFILE Experienced economist with a demonstrated history of working in the banking industry. Strong finance professional skilled in econometrics, macroeconomics, and machine learning techniques. Experience handling large data sets. Good communication and relational skills. Independent thinker and team player.

• 5th Annual Workshop on Financial Econometrics, November 7-8, 2022, Orebro, Sweden. 20th Conference on Research on Economic Theory and Econometrics, July 11-15, 2022 Tinos, Greece. 5th Meeting on Statistics, Big Data and MCMSea, September 6-8, 2019, Aegina, Greece. 4th European Conference on Artificial Intelligence in Finance and Industry, September 5, 2019, Zurich. 1st European Conference on Risk Management and Big Data Analytics in Finance, September 3, 2019, Zurich. 1st European Workshop for AI-based Solutions for Finance, September 4, 2019, Zurich. SYRTO project Kick‐out meeting and first LabEx Réfi Conference on Systemic Risk, February 2016, Paris. 2nd RiskLab/BoF/ESRB Conference on Systemic Risk Analytics, October 2016, Helsinki. A Critical Evaluation of Econometric Measures for Systemic Risk, SYRTO conference 2015, Amsterdam. European Seminar on Bayesian Econometrics, March 2015, Switzerland.

EU horizon 2020 project

Arakelian V, 2023, “Central bank digital currency challenges: The case of Greece”, Journal of Payments Strategy & Systems, forthcoming. 

Arakelian V, 2022, Extreme Events: What Are US Stock Market Sectors Afraid of More? In Financial Transformations Beyond the COVID-19 Health Crisis, eds. Sabri Boubaker and Duc Khoung Nguyen, World Scientific. 

Dasaklis, Thomas K. and Veni Arakelian, 2021, Special issue on Financial Forensics and Fraud Investigation in the Era of Industry 4.0. Digital Finance 3, 299–300. https://doi.org/10.1007/s42521-021-00044-4

Arakelian V. and Shatha Qamhieh, 2020, “The leaders, the laggers and the vulnerables”, Risks, 8(1), 26; https://doi.org/10.3390/risks8010026

Arakelian V, P. Dellaportas, R. Savona and M. Vezzoli, 2018. “Sovereign risk zones in Europe during and after the debt crisis ", Quantitative Finance, 19:6, 961-980.

Karanasos, M., P. Koutroumpis, A. Kartsaklas, Y. Karavias and V. Arakelian, 2016. “Inflation convergence in the EMU and the link between inflation differentials and their uncertainty”, Journal of Empirical Finance, 39(B), 241-253.

Arakelian V. and D. Karlis, 2014. “Clustering dependencies via mixtures of copulas", Communications in Statistics - Simulation and Computation, 43(7), 1644-1661.

Arakelian V. and D. Moschos, 2011, “Inflation convergence in the context of EMU participation: Evidence from Greece’’, in Inflation, Deflation and Disinflation, ed. Mubariz Hasanov, Nova Publishers.  

Arakelian V. and P. Dellaportas, 2010, “Contagion determination via copula and volatility threshold models", Quantitative Finance, 10(4), 1-16.

Arakelian V. and E. Tsionas, 2008, “Bayesian analysis of the consumption capital asset pricing model", Advances in Econometrics, 23, 619-643.

Arakelian V. and D. Moschos, 2008, “Modeling pairwise convergence: A Bayesian approach with an application to Greek inflation", Economics Letters, 9, 340-344.

Arakelian V. and V. Papathanasiou, 2004, “On bounding the absolute mean value", Statistics and Probability Letters, 69, 447-450. 

Malamas, Vangelis, Thomas K. Dasaklis, Veni Arakelian, and Grigoris Chondrokoukis, A Blockchain Framework for Increased Trust in Green Bonds Issuance, http://dx.doi.org/10.2139/ssrn.3693638, submitted 

Arakelian, Veni and Mike Tsionas, “And Pythia said:"Buy not sell''; An analysis of analysts' recommendations betting on sparsity”, https://dx.doi.org/10.2139/ssrn.4061058, submitted 

Arakelian, Veni, Roberto Savona, Marika Vezzoli, Tail Dependence of Eurozone Sovereign CDS Spreads, http://dx.doi.org/10.2139/ssrn.3216584