Short Bio

I am an Assistant Professor at the Department of Statistics and Actuarial - Financial Mathematics at the University of the Aegean. I am also a Member of the Institute of Applied and Computational Mathematics (IACM) of FORTH.

You can download my resume in pdf form: smaragdakis-resume.pdf

Research Interests

Computational Mathematics, Numerical Analysis, Mathematical Modelling, Deep Learning

Current Teaching

Spring Semester 2024-25

Εφαρμοσμένη Γραμμική Άλγεβρα ΙI -- Applied Linear Algebra II

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)

Current Research

Intercorporate numerical analysis and the application of machine learning techniques for solving partial differential equations (PDEs) and partial integro-differential equations (PIDEs).

💥 G. Akrivis, C. G. Makridakis, C. Smaragdakis: Runge-Kutta Physics Informed Neural Networks: Formulation and Analysis. Preprint and submitted for publication, 2024. [pdf, arXiv:2412.20575]

💥 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

🇳🇱 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