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).

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Research Interests

Scientific Computing, Mathematical Modelling, Statistical Analysis, Dynamical Systems

Current Teaching

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]

Contact

✉ kesmarag@iacm.forth.gr, kesmarag@gmail.com

Vourlioti building, Office A5, 832 00 Karlovassi, Samos

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Personal information

Born: August 15, 1982 in Heraklion Crete, Greece.

Marital Status: Married with 2 children (Renos b.2012, Emmy b.2016).

Citizenship: Greek.

Languages: Greek and English.

Military Obligations: Fulfilled.

Affiliations

[2022/03-Today]: Postdoctoral Researcher, School of Applied Mathematical and Physical Sciences, National Technical University of Athens (NTUA).

  • project: New Paradigms in Mathematical Finance Modeling, Analysis, Computation

  • member of FEMO Lab (http://math.ntua.gr/~femo)

  • supervisors: A. Papapantoleon, E. Georgoulis, M. Loulakis

Research Fields

M1. Mathematical Modelling

M2. Scientific Computing

M3. Stochastic Analysis

M4. Probabilistic Models

M5. Machine Learning

M6. Reinforcement Learning - Control theory

M7. Statistical Inference

M8. Information Theory

M9. Inverse Problems

M10. Solving PDEs and PIDEs using Machine Learning

My contributions include problems from the following five scientific areas:

SA1. Ocean Acoustics / Seismo-acoustics (2008-today) [Active] - (M1, M2, M4, M5, M7, M8, M9, M10)

SA2. Mathematical and Computational Seismology (2017-today) [Active] - (M1, M2, M3, M5, M6, M7, M9, M10)

SA3. Mathematical Finance (2021-today) [Very Active] - (M1, M2, M3, M5, M8, M10)

SA4. Denoising/Deblurring of acoustic and seismic signals (2015-today) [Active] - (M1, M2, M5, M7)

SA5. Bioacoustics/Psychoacoustics (2013-2015) [Inactive] - (M1, M2, M5)

Education

BSc in Applied Mathematics, Department of Applied Mathematics, University of Crete (2000-2005).

MSc in Mathematical Modeling and Scientific Computing, Departments of Mathematics and Applied Mathematics, University of Crete (2005-2008).

  • Master thesis: On the use of Genetic Algorithms and a statistical characterization of the acoustic signal for tomographic and bottom geoacoustic inversions (in Greek).

  • Supervisor : Michael Taroudakis.

PhD in Applied Mathematics, Department of Mathematics and Applied Mathematics, University of Crete (2012-2019).

  • PhD thesis : Acoustic Signal Characterization using Hidden Markov Models with applications in Acoustical Oceanography.

  • Supervisor : Michael Taroudakis.

Teaching

Spring Semester 2022-2023: Course MEM 273 - Partial Differential Equations

Sprint Semester 2022-2023: Course MEM 205 - Descriptive Statistics

Fall Semester 2022-2023: Course MEM theta-602 - Topics in Probability and Statistics : Mathematical Finance

Spring Semester 2021-2202: Course MEM 284 - Wave Propagation (Mathematical Seismology)

Spring Semester 2021-2022: Course MEM 205 - Descriptive Statistics

Fall Semester 2021-2022: Course MEM 100 - Analytical Geometry and Complex Numbers

Spring Semester 2020-2021: Course MEM 264 - Applied Statistics

Spring Semester 2020-2021: Course MEM 205 - Descriptive Statistics

Fall Semester 2020-2021: Course MEM 262 - Parametric Statistics

Spring Semester 2019-2020: Course MEM 205 - Descriptive Statistics

Summer School Instructor

Mathematics of Machine and Statistical Learning, NTUA, 19-23 June 2023

Hands-On Training: Learning the Black-Scholes price formula

Past Employments

2003/02-2003/06: Work Placement, Sensitivity Kernels of the Green function in Ocean Acoustic Waveguides, IACM/FORTH (Supervisor : Emmanuel Skarsoulis).

2006-2008 and 2012-2019: Teaching Assistant at Department of Mathematics and Applied Mathematics.

2010/08-2015/06: Tutor for high-school students in a tuition center in Heraklion, Crete (Themelio).

2013/09-2015/08: Research Fellow (KRHPIS/PEFYKA - General Secretariat for Research and Technology), IACM/FORTH.

2016/01-2016/10: Research Fellow (SIEMENS - General Secretariat for Research and Technology), IACM/FORTH.

2017/04-2018/04: Research Fellow (ARCHERS - Stavros Niarchos Foundation), IACM/FORTH.

2018/08-2019/07: Research Fellow (KRHPIS/PERAN - General Secretariat for Research and Technology), IACM/FORTH.

2019/08-2019/11: Postdoctoral Researcher (KRHPIS/PERAN - General Secretariat for Research and Technology), IACM/FORTH.

2020/01-2020/03: Postdoctoral Researcher (KRHPIS/POLITEIA - General Secretariat for Research and Technology), IACM/FORTH.

2020/02-2023/09: Adjunct Faculty, Department of Mathematics and Applied Mathematics, University of Crete.

2021/05-2022/02: Postdoctoral Researcher (TURNKEY - HORIZON), Institute of Geodynamics, National Observatory of Athens.

Short-term Visits

2022/12/11-2022/12/18: Institute of Applied Mathematics, TU Delft (invited by Prof Antonis Papapantoleon)

2023/05/24-2023/06/01: Applied Mathematics and Computational Science, KAUST (invited by Prof Raul Tempone)

2023/09/03-2023/09/12: Institute of Applied Mathematics, TU Delft (invited by Prof Antonis Papapantoleon)

Technical Skills

Programming Languages: Fortran, C, C++, Rust, Java, Python, Elisp, Matlab.

Scientific Libraries: Numpy, Scipy, Scikit-learn, TensorFlow, PyTorch Pandas, Eigen3

Seismological Software: Seiscomp3, Instaseis, AxiSEM, Specfm2D, ObsPy

Databases: MariaDB, SQLite

Operating System: GNU/Linux (Fedora/RHEL and Gentoo).

Software Containerization Platforms: Docker-Podman, Conda, Virtualenv.

Typesetting: LaTeX, OrgMode

Computer codes

GrMot : strong GRound MOTion simulations (Library written in Rust with Python API)

https://github.com/kesmarag/grmot

hmm-gmm-tf2 : Hidden Markov Models (Library on top of Tensorflow 2)

https://github.com/kesmarag/hmm-gmm-tf2

stationary-wavelet-packet-transform (Library on top of PyWavelets)

https://github.com/kesmarag/stationary-wavelet-packet-transform

There are smaller projects in my public repositories

https://gitlab.com/kesmarag

https://github.com/kesmarag

Mentorship

2019/09 - 2019/12: Assistant Mentor, Department of Mathematics and Applied Mathematics, University of Crete

  • Olga Sambataro's trainship (Erasmus+ EQF level 7)

  • Underwater Acoustics, Propagation Modeling, Signal Processing

2020: Supervisor, Department of Mathematics and Applied Mathematics, University of Crete

  • Panteleimon Sfakianakis' bachelor thesis

  • Applying Machine Learning Techniques for Preventive Maintenance of Professional Equipment

2022: Supervisor, Department of Mathematics and Applied Mathematics, University of Crete

  • Stylianos Grammatikakis' bachelor thesis

  • Statistical analysis of seismicity in Arkalochori

2022: Supervisor, Department of Mathematics and Applied Mathematics, University of Crete

  • Vassiliki Kalogera's bachelor thesis

  • Machine learning and Geographic Information Systems

2022: Supervisor, Department of Mathematics and Applied Mathematics, University of Crete

  • Dionysia Petropoulou's bachelor thesis

  • Music genre classification using machine learning techniques

Member of Examination Committee

2021: Department of Mathematics and Applied Mathematics, University of Crete

  • Panagiotis Evaggelidakis' bachelor thesis (supervised by Michael Taroudakis)

  • Time-frequency analysis of underwater acoustic signals in the presence of additive Gaussian noise

2022: Department of Mathematics and Applied Mathematics, University of Crete

  • Maria Anthoulaki's bachelor thesis (supervised by Ioannis Kamarianakis)

  • Linear Predictive Models with Shrinkage Estimates: Forecasting wind-farm power outputs

2023: Department of Mathematics and Applied Mathematics, University of Crete

  • Athena Michalopoulou's bachelor thesis (supervised by Sofia Triantafyllou)

  • Statistical Analysis of Factors Influencing the Graduation Rate of the Department of Mathematics and Applied Mathematics

Peer Reviews for

Journal of the Acoustical Society of America (JASA)

Sensors - MDPI

Dynamical Systems - Frontiers in Applied Mathematics and Statistics

Solid Earth Geophysics - Frontiers in Earth Science

Sustainability - MDPI

Journal of Marine Science and Engineering - MDPI

Memberships

(since 2014) Hellenic Institute of Acoustics (HELINA).

(since 2018) Seismological Society of America (SSA).

(since 2019) American Statistical Association (ASA) [ID 223078]

(since 2019) Ocean Expert [ID 37775]

(since 2020) Editorial Board of Dynamical Systems, Frontiers in Applied Mathematics and Statistics

(since 2021) Topic Editor of Sustainability - MDPI

(since 2023) Society for Industrial and Applied Mathematics (SIAM) [ID 020991253]

Preprints

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]

Publications

Taroudaki V., Smaragdakis C. and Taroudakis M.I.: Deblurring Acoustic Signals for Optimum Perception Advances in Social Sciences Research Journal, 9(11), 221--242, 2022.

Smaragdakis C., Mastrokalos J. and Taroudakis M.I.: Statistical Characterization of Seismic Signals Journal of Theoretical and Computational Acoustics. DOI: 10.1142/S25917285225000-49, 2022

Smaragdakis C. and Taroudakis M.I.: Acoustic signal characterization based on Hidden Markov Models with applications to geoacoustic inversions Journal of the Acoustical Society of America Vol. 148, pp 2337-2350, 2020

Smaragdakis C. and Taroudakis M.I.: Probabilistic Characterisation of Acoustic and Seismic Signals ERCIM News 122, Special Theme: Solving Engineering Problems with Machine Learning, pp. 35-36, 2020.

Taroudakis M., Smaragdakis C and Chapman N.R.: De-noising procedures for inverting underwater acoustic signals in applications of acoustical oceanography J. Comp. Acous. Vol. 25, pp. 1750015-1-23, 2017

Taroudakis M.I., Smaragdakis C. and Chapman, N.R. Inversion of acoustical data from the 'Shallow Water 06' experiment, using a statistical method for signal characterization Journal of the Acoustical Society of America Vol. 136, pp. EL336-EL342, 2014

Taroudakis M.I. and Smaragdakis C. Inversions of statistical parameters of an acoustic signal in range-dependent environments with applications in ocean acoustic tomography Journal of the Acoustical Society of America Vol. 134, pp 2814-2822, 2013

Taroudakis M.I. and Smaragdakis C. Tomographic and Bottom Geoacoustic Inversions Using Genetic Algorithms and a Statistical Characterization of the Acoustic Signal Acta Acustica united with Acustica Vol 95, No 5, pp 814-822, 2009

Under Preparation

Smaragdakis C. and Melis N.: Near-Field Ground Motion Simulations

Conference Talks/Proceedings and Workshops

2023: Dimari G., Papadakis N., Smaragdakis C., Taroudakis M.: "Migration Flows Prediction Models and their Impact on the ‘Politicalness’ of Everyday Lives in Host States: the PreMiGro case", ECPR General Conference, Charles University, 4-8 September 2023, Prague.

2023: Smaragdakis C., Papapantoleon A., Georgoulis E.: "A Splitting Deep Ritz Method for Option Pricing in Lévy Models", Workshop: Stochastic Methods in Finance and Physics, 17-21 July 2023, Heraklion.

2023: Smaragdakis C., Papapantoleon A., Georgoulis E.: "A Splitting Deep Ritz Method for Option Pricing in Lévy Models", SIAM Conference on Financial Mathematics and Engineering 2023, 6-9 June, Philadelphia, USA.

2022: Smaragdakis C., Maris I., Taroudakis M.: "Identification of normal modes in underwater acoustic propagation using convolutional neural networks", in Proceedings of 11th Acoustic Conference of HELINA, Thessaloniki (In Greek).

2021: Smaragdakis C., Melis N.: "Strong ground motion simulation in the near field: An application to the M7.0 Samos 2020 earthquake", 37th General Assembly of the European Seismological Commission, 19 - 24 Semtember 2020, virtual.

2020: Sambataro O., Smaragdakis C. and Taroudakis M.: "A comparison of processing techniques applied to time-frequency representation of acoustic signals intended for geoacoustic inversions" in Proceedings e-Forum Acusticum 2020, pp 1769-1775.

2019: Smaragdakis C., Taroudakis M. "Acoustic Signal Characterization using Hidden Markov Models with applications in Acoustical Oceanography.", Abstract in Proceedings ICA 2019 and EAA Euroregio, 9 - 13 September 2019, Aachen, Germany, pp 5399

2018: Smaragdakis C., Mastrokalos J. and Taroudakis M. "Classification of acoustic and seismic signals based on the statistics of their wavelet sub-band coefficients", The Journal of the Acoustical Society of America 144(3):1914-1914 DOI: 10.1121/1.5068386.

2018: Taroudaki V., Taroudakis M. and Smaragdakis C. "Statistical optimal filtering method for acoustical signal deblurring", The Journal of the Acoustical Society of America 144(3):1689-1689 DOI: 10.1121/1.5067509

2018: Smaragdakis C., Taroudakis M. "Similarity measurements of acoustical and seismic signals using Hidden Markov Models", In Proceedings of 9th Acoustic Conference of HELINA, Patras (In Greek)

2017: Smaragdakis C. and Taroudakis M. : "A probabilistic approach based on Hidden Markov Models for the estimation of the geoacoustic parameters of the sea bottom", 4th Underwater Acoustics Conference and Exhibition, Skiathos, Greece.

2017: Taroudaki V., Smaragdakis C. and Taroudakis M. "Statistical Near-Optimal Filtering Method with Application to Underwater Acoustics", Abstract of Paper Procedings in AMS Meetings, Vol 38 No 1, Issue 187, p 220.

2016: Taroudaki V., Smaragdakis C. and Taroudakis M. "Deblurring acoustic signals for statistical characterization in application of ocean acoustic tomography" in the Journal of the Acoustical Society of America 140(4):3135-3135.

2016: Taroudakis M. and Smaragdakis C. "Ocean acoustic tomography using a three-phased probabilistic model-based inversion scheme" in Proceedings of the ICA 2016, Buenos Aires.

2016: Smaragdakis C. and Taroudakis M. "Hidden Markov Models feature extraction for inverting underwater acoustic signals using wavelet packet coefficients", EuroRegio2016, Porto, Portugal.

2016: Smaragdakis C., Taroudakis M. "Ocean acoustic tomography using a three-phased probabilistic model-based inversion scheme", In Proceedings of the 8th Acoustic Conference of HELINA, Piraeus (In Greek).

2015: Taroudakis M. and Smaragdakis C. "De-noising procedures for inverting underwater acoustic signals in applications of acoustical oceanography" in Proceedings of EuroNoise 2015 31 May - 3 June, Maastricht.

2014: Taroudakis M. and Smaragdakis C. "A hybrid approach for ocean acoustic tomography in range dependent environments based on statistical characterization of the acoustic signal and the identification of modal arrivals" in Proceedings of FORUM ACUSTICUM 2014 (CD edition), Krakow, Poland.

2014: Smaragdakis C and Taroudakis M. "Characterization of underwater acoustic signals, using a bio-mathematical model of the psycho-acoustic mechanisms of Humpback whales." in Proceedings of 7th Acoustic Conference of HELINA, Thessaloniki (In Greek).

2014: Taroudakis M. and Smaragdakis C. "A hybrid approach for ocean acoustic tomography based on statistical characterization of the acoustic signal and the identification of modal arrivals" in Proceedings of the 2nd Underwater Acoustics Conference edited by J.S. Papadakis and L. Bjorno, Rhodes, Greece, pp 691-698.

2012: Taroudakis M. and Smaragdakis C. "Inversions of Statistical Parameters of an Acoustic Signal in Range-Dependent Environments, with Applications in Ocean Acoustic Tomography" in Proceedings of the 11th European Conference on Underwater Acoustics, Edinburgh, pp 962-969.

2010: Papadakis P., Smaragdakis C., Taroudakis M. and Tolstoy A. "Hybrid inversion techniques for geoacoustic inversion" in Proceedings of the 9th European Conference on Underwater Acoustics, Istanbul.

2010: Taroudakis M. and Smaragdakis C. "Underwater Acoustic Signal Characterization in the presence of Noise", in Internoise 2010, CD Rom edition, Lisbon.

Invited lectures / talks

03/03/2023 - National Technical University of Athens (workshop - New Challenges in Financial Mathematics and Mathematical Economics) : "A splitting deep Ritz method for option pricing in Lévy models",

08/12/2021 - FORTH : "Classification of Acoustic and Seismic Signals"

28/04/2021 - Eastern Washington University (USA) : "Characterization of Time-Series using Hidden Markov Models"

Preprints

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]

Publications

Taroudaki V., Smaragdakis C. and Taroudakis M.I.: Deblurring Acoustic Signals for Optimum Perception Advances in Social Sciences Research Journal, 9(11), 221--242, 2022.

Smaragdakis C., Mastrokalos J. and Taroudakis M.I.: Statistical Characterization of Seismic Signals Journal of Theoretical and Computational Acoustics. DOI: 10.1142/S25917285225000-49, 2022

Smaragdakis C. and Taroudakis M.I.: Acoustic signal characterization based on Hidden Markov Models with applications to geoacoustic inversions Journal of the Acoustical Society of America Vol. 148, pp 2337-2350, 2020

Smaragdakis C. and Taroudakis M.I.: Probabilistic Characterisation of Acoustic and Seismic Signals ERCIM News 122, Special Theme: Solving Engineering Problems with Machine Learning, pp. 35-36, 2020.

Taroudakis M., Smaragdakis C and Chapman N.R.: De-noising procedures for inverting underwater acoustic signals in applications of acoustical oceanography J. Comp. Acous. Vol. 25, pp. 1750015-1-23, 2017

Taroudakis M.I., Smaragdakis C. and Chapman, N.R. Inversion of acoustical data from the 'Shallow Water 06' experiment, using a statistical method for signal characterization Journal of the Acoustical Society of America Vol. 136, pp. EL336-EL342, 2014

Taroudakis M.I. and Smaragdakis C. Inversions of statistical parameters of an acoustic signal in range-dependent environments with applications in ocean acoustic tomography Journal of the Acoustical Society of America Vol. 134, pp 2814-2822, 2013

Taroudakis M.I. and Smaragdakis C. Tomographic and Bottom Geoacoustic Inversions Using Genetic Algorithms and a Statistical Characterization of the Acoustic Signal Acta Acustica united with Acustica Vol 95, No 5, pp 814-822, 2009

Under preparation

Smaragdakis C. and Melis N.: Near-Field Ground Motion Simulations (under preparation).

Department of Statistics and Actuarial-Financial Mathematics, University of the Aegean

Spring Semester 2023-2024: Course 331-2000 - Calculus II

Spring Semester 2023-2024: Course 331-2650 - Numerical Analysis

Department of Mathematics and Applied Mathematics, University of Crete

Spring Semester 2022-2023: Course MEM 273 - Partial Differential Equations

Sprint Semester 2022-2023: Course MEM 205 - Descriptive Statistics

Fall Semester 2022-2023: Course MEM theta-602 - Topics in Probability and Statistics : Mathematical Finance

Spring Semester 2021-2202: Course MEM 284 - Wave Propagation (Mathematical Seismology)

Spring Semester 2021-2022: Course MEM 205 - Descriptive Statistics

Fall Semester 2021-2022: Course MEM 100 - Analytical Geometry and Complex Numbers

Spring Semester 2020-2021: Course MEM 264 - Applied Statistics

Spring Semester 2020-2021: Course MEM 205 - Descriptive Statistics

Fall Semester 2020-2021: Course MEM 262 - Parametric Statistics

Spring Semester 2019-2020: Course MEM 205 - Descriptive Statistics