Short Bio

I am an Assistant Professor at the Department of Statistics and Actuarial - Financial Mathematics at the University of the Aegean. I earned a PhD in Applied Mathematics from the University of Crete in 2019. After completing my PhD, I was a post-doctoral researcher at the School of Applied Mathematical and Physical Sciences in the National Technical University of Athens (NTUA), at the Institute of Applied and Computational Mathematics of the Foundation for Research and Technology - Hellas (FORTH), as well as at the Institute of Geodynamics in the National Observatory of Athens (NOA). In addition, I held the position of an Adjunct Lecturer at the Department of Mathematics and Applied Mathematics in the University of Crete (UoC).

Research Interests

Scientific Computing, Mathematical Modelling, Numerical Analysis, Deep Learning

Current Teaching

Fall Semester 2024-25

Αριθμητική Ανάλυση -- Numerical Analysis

Διαφορικές Εξισώσεις -- Differential Equations

Χρηματοοικονομικά Μαθηματικά I (μαζί με Ν. Χαλιδιά) -- Financial Mathematics I (with N. Halidias)

Spring Semester 2024-25

Απειροστικός Λογισμός ΙΙ -- Calculus II

Εφαρμοσμένη Γραμμική Άλγεβρα ΙI -- Applied Linear Algebra II

Current Research

Numerical solution using Machine Learning of Partial Integro-Differential Equations (PIDE) in high dimensions with applications in Mathematical Finance.

💥 E.H. Georgoulis, A. Papapantoleon, C. Smaragdakis: A deep implicit-explicit minimizing movement method for option pricing in jump-diffusion models. Preprint and submitted for publication, 2024. [pdf, arXiv:2401.06740]

Recent and Upcoming Events

🇨🇦 (invitation-only event) Modern Challenges between Financial Mathematics, Financial Technology and Financial Economics workshop -- Banff, Alberta, Canada, 10-15 November, 2024

🇬🇷 (invited) 21th Summer Meeting in Risk, Finance and Stochastics -- RFS-2024 -- Athens, September 9-13

My (online) presentation : rfs24-smaragdakis.pdf

🇳🇱 International Conference on Computational Finance -- ICCF24 -- Amsterdam, 2-5 April 2024

Organizer (with Jasper Rou, TU Delft) of the mini-symposium entitled Machine Learning Methods in Finance

My presentation : iccf24-smaragdakis.pdf