Dr. Angeliki Papana
Postdoctoral Researcher
University of Macedonia, Department of Economics, Thessaloniki, Greece &
Polytechnic School, Aristotle University of Thessaloniki, Greece
Polytechnic School, Aristotle University of Thessaloniki, Greece
Personal webpage: users.auth.gr/~agpapana
PhD in Statistics
Faculty of Engineering
Department of Mathematical, Physical and Computational Sciences
Division of Computational Methods and Computer Programming
Aristotle University of Thessaloniki, Greece
B.Sc. in Mathematics
Aristotle University of Thessaloniki (AUTh), Greece
RESEARCH INTERESTS
Linear and nonlinear time series analysis, multivariate time series analysis, variable selection methods, dimension reduction methods, time series correlation, Granger causality, analysis of multivariate time series, non-parametric methods, non-stationarity, randomization tests, resampling methods, Monte Carlo simulations, complex networks from connectivity measures, dynamical systems, chaos, independence and nonlinearity tests, prediction, meta-analysis.
Applications: Portfolio construction, analysis of financial time series and electroencephalograms (EEG), logistics, international health.
Guest Editor, Special Issue: "Granger Causality and Transfer Entropy for Financial Networks",
Entropy journal (Impact Factor: 2.494)
https://www.mdpi.com/journal/entropy/special_issues/financial_networks
https://www.mdpi.com/journal/entropy/special_issues/financial_networks
Guest Editor, Special Issue: "Information Theory and Economic Network",
Entropy journal (Impact Factor: 2.494)
https://www.mdpi.com/journal/entropy/special_issues/economic_network
https://www.mdpi.com/journal/entropy/special_issues/economic_network
Review Editor, "Frontiers in Network Physiology"
(Impact Factor: 3.367)
https://www.frontiersin.org/journals/physiology
https://www.frontiersin.org/journals/physiology
RESEARCH EXPERIENCE
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Postodctoral Research with the title:
"Merging complex financial interactions with portfolio construction techniques",
Host Institution: University of Macedonia, Thessaloniki.
Τhe research work ιs supported by the Hellenic Foundation for Research and Innovation (HFRI) and the General Secretariat for Research and Technology (GSRT), under the HFRI PhD Fellowship grant.
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Postodctoral Research with the title:
"Development of multivariate causality measures for the detection of direct causal effects
– applications to macro economic and financial time series".
Scientific Collaborators: Prof. K. Cyrtsou (University of Macedonia, Thessaloniki, Greece), Prof. C. Diks (University of Amsterdam, Netherlands), Prof. D. Kugiumtzis (Aristotle University of Thessaloniki).
Host Institutions: University of Amsterdam, University of Macedonia.
The research project was implemented within the framework of the Action «Supporting Postdoctoral Researchers» of the Operational Program "Education and Lifelong Learning" (Action’s Beneficiary: General Secretariat for Research and Technology), and was co-financed by the European Social Fund (ESF) and the Greek State. -
Participant in the research project with the title “Linear and Nonlinear Statistical Analysis
of Electroencephalograms (EEG) for the Prediction of Epileptic Seizures” funded jointly by the General
Secretariat for Research and Technology, Greece and the National Epileptic Center of Norway.
Supervisor: Prof. D. Kugiumtzis (Aristotle University of Thessaloniki), Collaboration with the doctor Påal Larsson (Department of Neurology, Oslo University Hospital, Norway) for the analysis of the EEG.
Host Institution: Aristotle University of Thessaloniki
2018 – 2021
2012 – 2015
2005 – 2008
TEACHING EXPERIENCE
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Lecturer in Department of Mathematics, AUTh
- Stochastic Strategies
- Time Series
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Lecturer in Department of Physical Planning and Development, AUTh (spring semester)
- Econometrics
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Lecturer in the Technological Institute of Thessaloniki, Logistics Department, Katerini, Greece
- Mathematics for Economic Science
- Statistics
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Lecturer in the Technological Institute of Serres, Department of Management, Greece
- Mathematics for Management
- Teaching and consulting in Statistical Seminars to graduate medical student.
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Lecturer in the Technological Institute of Thessaloniki, Logistics Department, Greece
- Mathematics/li>
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Lecturer in the Technological Institute of Kavala, Department of Accounting, Business Management, General Department of Science
- Mathematics for Economic Science
- Introduction on Statistics of Business
- Mathematics
- Teaching and Consulting students at Statistical Courses in Polytechnic School of AUTh.
2018 - 2022
2017 - 2018
2010 - 2012
2010 - 2011
2009 - 2010
PROFESSIONAL EXPERIENCE
2013 - 2015
2020
PUBLICATIONS
Chapters in Books
- Papana A. Short-Term Time Series Prediction for a Logistics Outsourcing Company . In D. Folinas (Ed.), Outsourcing Management for Supply Chain Operations and Logistics Service (pp. 150-160). Hershey, PA: Business Science Reference. doi:10.4018/978-1-4666-2008-7.ch009, 2013.
Peer Reviewed International Journals
- Voultsos P., Papana A., Alexandri S., Zymvragou C.-E. Transgender Attitudes and Beliefs Scale-Greek (TABS-Gr) Version: Translation and Initial Evaluation of Psychometric Properties among Medical Students. BMC Medical Education, to appear.
- Voultsos P., Tsiantou D., Chatzinikolaou F., Papana A., Deliligka A. Ageism among dentists who are FACEBOOK users in Greece. Cuadernos de Bioética, 34(110): 51-71, 2023.
- Papana A., Kyrtsou C., Kugiumtzis D., Cees D. Identification of causal relationships in non-stationary time series with an information measure: Evidence for simulated and financial data. Empirical Economics, 64(3), 1399-1420, 2023.
- Voultsos P., Chatzinikolaou F., Papana A., Deliligka A. Reliability of Greek version of the Toronto empathy questionnaire in medical students and associations with sociodemographic and lifestyle factors BMC Psychology, 10(1), 113, 2022.
- Papana A., Siggiridou E., Kugiumtzis D. Detecting direct causality in multivariate time series: A comparative study. Communications in Nonlinear Science and Numerical Simulation, 99, 105797, 2021.
- Papana A., Papana-Dagiasis A., Siggiridou E. Shortcomings of transfer entropy and partial transfer entropy: Extending them to escape the curse of dimensionality, International Journal of Bifurcation and Chaos 30(16), 2050250, 2020..
- Papana A., Spyridou A. Bankruptcy Prediction: The Case of the Greek Market, Forecasting 2(4), 505-525.
- Kyrtsou C., Mikropoulou C., Papana A. Exploitation of Information as a Trading Characteristic: A Causality-Based Analysis of Simulated and Financial Data. Entropy, 22(10), 1139, 2020.
- A. Papana Non-uniform embedding scheme and low-dimensional approximation methods for causality detection. Entropy, 22(7): 745, 2020.
- Kugiumtzis D., Kyrtsou C., Papana A.. Further Insights on the Relationship Between SP500, VIX and Volume: A New Asymmetric Causality Test. The European Journal of Finance, 25(15), 1402-1419, 2019.
- Cavicchioli M., Papana A., Papana Dagiasis A., Pistoresi B. Determinants of Central Bank Independence: Α Random Forest Approach. Journal of Modern Applied Statistical Methods, 17(2), eP2611, 2018.
- Papana A., Kyrtsou C., Kugiumtzis D., Cees D. Assessment of Resampling Methods for Causality Testing: A note on the US Inflation Behavior. PloS one, 12(7), e0180852, 2017.
- Papana A., Kyrtsou C., Kugiumtzis D., Cees D. Financial networks based on Granger causality: A case study. Physica A: Statistical Mechanics and its Applications, 482, 65–73, 2017.
- Kyrtsou C., Mikropoulou C., Papana A. Does the S&P500 index lead the crude oil dynamics? A complexity-based approach. Energy Economics, 56, 239-246, 2016.
- Rudan I., Sidhu S., Papana A., et al. Prevalence of Rheumatoid Arthritis in low and middle income countries: A systematic review and analysis. Journal of Global Health, 5(1), 71-81, 2015.
- Adeloye D., Chua S., Lee C., Basquill C., Papana A., et al. Global and regional estimates of COPD prevalence: Systematic review and meta-analysis. Journal of Global Health, 5(2), 020415, 2015.
- Papana A., Kyrtsou C., Kugiumtzis D. and D. Cees. Detecting causality in non-stationary time series using Partial Symbolic Transfer Entropy: Evidence in financial data. Computational Economics, 47, 341–365, 2016.
- Adeloye D., Basquill C., Papana A., Chan K.Y., Rudan I., Campbell H. An Estimate of the Prevalence of COPD in Africa: A Systematic Analysis. COPD: Journal of Chronic Obstructive Pulmonary Disease, 12(1), 71–81, 2015.
- Kokki I., Papana A., Campbell H., Theodoratou E. Estimating the Incidence of Colorectal Cancer in South East Asia. Croatian Medical Journal, 54(6), 532-540, 2013.
- Papana A., Kyrtsou C., Kugiumtzis D., Cees D. Simulation Study of Direct Causality Measures in Multivariate Time Series. Entropy, 15(7), 2635-2661, 2013.
- Papana A., Kugiumtzis D., Larsson P.G. Detection of Direct Causal Effects and Application to Epileptic Electroencephalogram Analysis. International Journal of Bifurcation and Chaos, 22 (9), 1250222, 2012.
- Papana A., Kugiumtzis D., Larsson P.G. Reducing the bias of causality measures. Physical Review E, 83 (3), 036207, 2011.
- Papana A., Papana A., Dagiasis M., Folinas D., Diamantopoulos E. Examination of the Interrelation among the Price of the Fuel, the Cost of Transport Freight and the Profit Margin. Operations and Supply Chain Management, 4(2), 85-89, 2011.
- Papana A., Kugiumtzis D. Evaluation of Mutual Information Estimators for Time Series. International Journal Bifurcation and Chaos, 19(12), 4197-4215, 2009.
- Papana A., Kugiumtzis D. Evaluation of Mutual Information Estimators on Nonlinear Dynamic Systems. Nonlinear Phenomena in Complex Systems, 11(2), 225-232, 2008.
- Kugiumtzis D., Vlachos I., Papana A., Larsson P.G. Assessment of Measures of Scalar Time Series Analysis in Discriminating Preictal States. International Journal of Bioelectromagnetism, 9(3), 134-145, 2007.
- Kugiumtzis D., Papana A., Tsimpiris A., Vlachos I., Larsson P.G. Time Series Feature Evaluation in discriminating Preictal EEG States. Lecture Notes in Computer Science, 4345, 298-310, 2006.
Proceedings from International Conferences (peer-reviewed)
- Papana A., Kyrtsou C., Kugiumtzis D. and C. Diks. Comparison of resampling techniques for non-causality hypothesis. Topics in Statistical Simulation: Research papers from the 7th International Workshop on Statistical Simulation (Springer Proceedings in Mathematics and Simulations), Vol. 114, p.419-430, 2014.
- Papana A., Kugiumtzis D. and C. Kyrtsou. A Non-Parametric Causality Test: Detection of direct causal effects in multivariate systems using Corrected Partial Transfer Entropy. Topics in Nonparametric Statistics: Proceedings of the 1rst Conference of the International Society for Nonparametric Statistics (Springer Proceedings in Mathematics and Statistics), Vol. 74, p. 197-206, 2014.
- Papana A., Folinas D. and A. Fotiadis. Forecasting the consumption and the purchase of a drug. 2nd International Conference on Supply Chain, 4-5 October 2012, Katerini, Greece.
- Papana A., Kugiumtzis D. and P.G. Larsson. Directed coupling measures for interhemisheric information flow from epileptic EEG. XII Mediterranean Conference on Medical and Biological Engineering and Computing (Medicon 2010), 27-30 May, Porto Carras, Chalkidiki, Greece, 2010.
- Papana A. and D. Kugiumtzis. Rendering Statistical Significance of Information Flow Measures. Chaos Theory Modeling, Simulation and Applications, Selected Papers from the 3rd Chaotic Modeling and Simulation International Conference (CHAOS 2010), Chania, Crete, pp. 289 – 296, 2010.
- Papana A. and D. Kugiumtzis. Detection of Directionality of Information Transfer in Nonlinear Dynamical Systems. Topics on Chaotic Systems, Selected Papers from CHAOS 2008 International Conference, World Scientific, pp. 251–264, World Scientific.
- Kugiumtzis D., Vlachos I., Papana A. and P.G. Larsson. Assessment of Measures of Scalar Time Series Analysis in Discriminating Preictal States. NEUROMATH Workgroup meeting and Workshop, Rome 2-4 December, 2007.
Proceedings from National Conferences (peer-reviewed, in Greek)
- A. Papana and K. Catherine. Assessment of statistical significance of causality indexes. Proceedings of the 27th Greek Statistical Conference, Thessaloniki, Greece, 23-26 April 2014 (to appear).
- A. Papana and D. Kugiumtzis. Detecton of direct couplings in multivariate systems. Proceedings of the 24th Greek Statistical Conference, Patra, Greece, pp. 254-261, 2011.
- A. Papana and D. Kugiumtzis. Detection of change of the dynamic regime with information measures. Proceedings of the 21th Greek Statistical Conference, Samos, Greece, pp. 249 - 258, 2008.
- A. Papana and D. Kugiumtzis. Evaluation of histogram-based estimators of mutual information in time series. Proceedings of the 20th Greek Statistical Conference, Nicosia, Cyprus, pp. 329 - 336, 2007.
- A. Papana and D. Kugiumtzis. Linear and nonlinear correlation measures of time series for seizure prediction. Proceedings of the 19th Greek Statistical Conference, Kastoria, pp. 415 - 423, 2006.
- A. Papana and D. Kugiumtzis. Cumulative Mutual Information Function as a Statistic for the Test for Nonlinearity on Time Series. Proceedings of the 18th Greek Statistical Conference, Rhodes, pp. 315 - 325, 2005.
Working Papers
- Cavicchioli M., Papana A., Papana Dagiasis A. and B. Pistoresi. Determinants of Central Bank Independence: Α Random Forest Approach. WP No. 122, Department of Economics ”Marco Biagi”, University of Modena and Reggio E., 2016.
- Papana A., Kyrtsou C., Kugiumtzis D. and C. Diks. Identifying causal relationships in case of non-stationary time series. CeNDEF WP No. 14-09, University of Amsterdam, 2014.
- Papana A., Kyrtsou C., Kugiumtzis, D. and C. Diks. Assessment of resampling methods for causality testing. CeNDEF WP No. 14-08, University of Amsterdam, (2014).
- Papana A., Kyrtsou C., Kugiumtzis D. and C. Diks. Partial Symbolic Transfer Entropy.CeNDEF WP No. 13-16, University of Amsterdam, (2013).
Presentations in International and National Conferences (without proceedings)
- Kugiumtzis D., Kyrtsou C. and Papana A.. Further insights on the asymmetric causality between the SP500 and VIX indexes. The 12th Biennial Athenian Policy Forum Conference, on Economic and Financial Asymmetries, National Debts and Government Policies, Toronto, Canada, June 13-14, 2014.
- Papana A., Kyrtsou C., Kugiumtzis D. and C. Diks. Time Series Resampling for Causality Testing. 11th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC2014), 6-11 April 2014, Leuven, Belgium.
- Papana A., Kyrtsou C., Kugiumtzis D. and C. Diks. Identifying causal relationships in case of non-stationary time series. 7th International Conference on Computational and Financial Econometrics (CFE 2013), 14-16 December 2013, University of London, UK.(oral talk).
- Kyrtsou C., Papana A., Vorlow C. Further insights on the connectivity between money supply and interest rates. 5th International Recurrence Plot symposium, 14-16 August 2013, Loyola University Chicago, USA.
- Papana A., Kyrtsou C., Kugiumtzis D. and C. Diks. Investigating causal relationships – application to financial time series. 33th International Conference Dynamics Days Europe, 3-7 June 2013, Madrid, Spain (oral talk).
- Kyrtsou C., Mikropoulou C. and A. Papana. Does the S&P500 index lead the crude oil dynamics? A complexity-based approach. 8th BMRC-QASS Conference on Macro and Financial Economics, 24 May 2013, London, UK.
- Kyrtsou C., Mikropoulou C. and A. Papana . Does the S&P500 index mirror the crude oil dynamics? A complexity-based approach. International Symposium on ENERGY AND FINANCE ISSUES (ISEFI-2013), 1st March 2013, Paris, France.
- Papana A., Kyrtsou C., Kugiumtzis D. and C. Diks. Partial Symbolic Transfer Entropy. 6th International Conference on Computational and Financial Econometrics, 1-3 December 2012, Oviedo, Spain (oral talk).
- Papana A., Papana A., Dagiasis M., Folinas D. and E. Diamantopoulos. Examination of the interrelation among the price of the fuel, the cost of transport freight and the profit margin. 1rst International Conference on Supply Chain, Katerini, Greece, 2010.
- Papana A., Kugiumtzis D. and P.G. Larsson. Detection of Direct Causal Effects among Parts of the Brain of Epileptic Patients. International Conference of Nonlinear Dynamics and Complexity: Theory, Methods and Applications in honour of Tassos Bountis on the occasion of his 60th birthday, 12-16 July, Thessaloniki, 2010 (poster).
- Kugiumtzis D., Vlachos Ι., Papana A. and P.G. Larsson. Search for Optimal Time Series Measures to Discriminate Preictal States. 4th International Workshop on Seizure Prediction (ISPW4), 2009 (poster).
- Papana A. and D. Kugiumtzis. Evaluation of mutual information estimators on nonlinear dynamic systems. 20th Conference and Summer School with the title "Non Linear Science and Complexity", 19-29 July, Patra, 2007 (poster).
- Papana A. and D. Kugiumtzis. Discrimination of regimes of dynamical systems using measures of correlation. 19th Conference and Summer School with the title "Complexity and Non Linear Dynamics", 10-22 July, Thessaloniki, 2006 (poster).
- Papana A. and D. Kugiumtzis. Statistical detection of changes in the underlying dynamics of observed time series. 17th Conference and Summer School with the title "Complexity in Science and Society", 14-26 July, Patra and Ancient Olympia, 2004 (poster).