M.Sc. Theses

 

Anastasiou Panagiota.  Dissertation Title: "Stochastic Models Applied to Consumer Behavior and the Analysis of Brand Switching Data via Latent Class Analysis", ISBN: 960-7929-70-5
Supervisor: J. Panaretos, Professor.
External Examiner: David J. Bartholomew, Professor, London School of Economics, ENGLAND.

 

Andritsos Ioannis.  Dissertation Title: "The Age Pattern of Mortality in Balkan Countries: Comparisons Over Time and Space", ISBN: 960-8287-01-4
Supervisor: A. Kostaki, Lecturer.
External Examiner: Peter Congdon, Professor, Department of Geography, Queen Mary and Westfield College, University of London, ENGLAND.

 

Apostolakis Nikolaos.  Dissertation Title: "Insurance Applications of Statistics (Tariff Classification in Auto Insurance)", ISBN: 960-7929-00-4.
Supervisor: N. Frangos, Associate Professor.
External Examiner: Dr. A.W.Kemp, School of Mathematical and Computational Sciences, University of St. Andrews Scotland.

 

Bersimis Sotirios.  Dissertation Title: "Multivariate Statistical Process Control", ISBN: 960-7929-45-4
Supervisor: S. Psarakis, Lecturer.
External Examiner: Norman L. Johnson, Professor, University of North Carolina, USA.

 

Boukouvalas Konstantinos.  Dissertation Title: "Model Selection based on a Bayes Factor Criterion for Discretely Observed Diffusion Processes", ISBN: 960-7929-18-7.
Supervisor: Ch. Pavlopoulos, Lecturer.
External Examiner: G. Roberts, Professor, Department of Mathematics and Statistics, Lancaster University, UK.

 

Chrisanthopoulos Sofoklis.  Dissertation Title: "A Review of Data Disclosure Methodology", ISBN: 960-7929-86-1
Supervisor: P. Dellaportas, Associate Professor.
External Examiner: Stephen E. Fienberg, Professor, Department of Statistics, Carnegie Mellon University, USA.

 

Christitsas Christos.  Dissertation Title: "The Day of the Week Effect on ASE General Index Returns", ISBN: 960-7929-36-5
Supervisor: Ep. Panas, Associate Professor.
External Examiner: Clive W.J. Granger, Professor, Department of Economics, University of California, San Diego, USA.

 

Chronis George.  Dissertation Title: "Analyzing the Dependency of the Spectral Matrix of a VAR on the Roots of its Characteristic Polynomial", ISBN: 960-8287-43-x
Supervisor: E. Ioannides, Lecturer.
Εσωτερικοί εξεταστές: N. Frangos, Associate Professor, Ch. Pavlopoulos, Assistant Professor.

 

Demiris Nikolaos.  Dissertation Title: "Monte Carlo Techniques in Pricing Financial Derivatives", ISBN: 960-7929-51-9
Supervisor: P. Dellaportas, Associate Professor.
External Examiner: Malcolm Pemberton, Professor, Department of Economics, University College London, ENGLAND.

 

Dalamagkas Miltiadis.   Dissertation Title  "The Analysis of the 17 November Announcements Using Text Analysis", ISBN: 960-8287-29-4
Supervisor: Επ. Πανάς, Associate Professor.

 

Dimelis Ioannis.  Dissertation Title: "Aspects of Response Surface Methodology", ISBN: 960-7929-25-x.
Supervisor: C. Kitsos, Assistant Professor.
External Examiner: D.M. Titterington, Professor, Department of Statistics, University of Glasgow, Scotland, UK.

Dimitrakos Theodosis.  Dissertation Title: "Methods of Estimating Infant and Childhood Mortality", ISBN: 960-7929-46-2
Supervisor: A. Kostaki, Lecturer.
External Examiner: Kenneth Hill, Professor, Department of Population & Family, The Johns Hopkins School of Hygiene & Public Health, USA.

 

Demetrakopoulou Dionisia.   Dissertation Title: "Statistical Analysis of Demand and Inventory Decision Making", ISBN: 960-8287-37-5
Supervisor: E. Xekalaki, Professor.
External Examiner: Antony Unwin, Professor, Mathematics Institute, University of Augsburg, GERMANY.

 

Diamandis Ilias.  Dissertation Title: "Στατιστικός Έλεγχος Ποιότητας και Ολική Ποιότητα στην Εκπαίδευση", ISBN: 960-8287-02-2
Supervisor: S. Psarakis, Lecturer.
External Examiner: R.V. Hogg, Professor, Department of Statistics & Actuarial Science, University of Iowa, USA.

 

Dikopoulos Vasilios.  Dissertation Title: "The Economic Design of X-bar Control Chart: A literature Review for 1950-1999", ISBN: 960-7929-47-0
Supervisor: S. Psarakis, Lecturer
External Examiner: Enrique del Castillo, Professor, Department of Industrial & Manufacturing Engineering, Pennsylvania State University, USA.

 

Enotiadis Charalambos.  Dissertation Title: "Computational Programs In Specific Statistical Aspects", ISBN: 960-7929-40-3
Supervisor: M. Sfakianakis, Adjunct Lecturer
External Examiner: S.K. Katti, Professor, Department of Statistics, University of Missouri, Columbia, Missouri, USA.

 

Fanara Foteini.  Dissertation Title: "Risk Processes with Delayed Claim Settlement", ISBN: 960-7929-30-6
Supervisor: M. Zazanis, Associate Professor.
External Examiner: Soren Asmussen, Professor, Department of  Mathematical Statistics, University of Lund, SWEDEN.

 

Fridakis Marios.  Dissertation Title: "Statistical Detrending Methods for Economic Variables: A Comparative View", ISBN: 960-7929-29-2
Supervisor: A. Livada, Lecturer
External Examiner: M. Pemberton, Professor, Department of Economics, University College London, London, UK.

 

Georgakopoulou Aggelika.  Dissertation Title: "Portfolio Analysis", ISBN: 960-7929-72-1
Supervisor: P. Dellaportas, Associate Professor.
External Examiner: Harry G. Costis, Professor, Dept. of Information Systems & Decision Sciences, California State University, USA.

 

Giakoumatos Stefanos.  Dissertation Title: "Bayesian Stochastic Volatility Modelsς", ISBN: 960-7929-03-9.
Supervisor: P. Dellaportas, Associate Professor.
External Examiner: Peter Mueler, Professor, Institute of Statistics and Decision Sciences, Duke University (USA).

 

Giakoumatou Maria.  Dissertation Title: "A Study of Weighted Distributions: Properties, Characterisations and Reliability Measures", ISBN: 960-7929-17-9.
Supervisor: A. Dimaki, Lecturer.
External Examiner: Keith Ord, McKinley Professor of Business and Professor of Statistics Chair, Department of Management Science, Pennsylvania State University, USA.

 

Giokari Nikolitsa.  Dissertation Title: "On Some Discrete-Valued Time Series Models Based on Mixtures and Thinning", ISBN: 960-8287-41-3
Supervisor: E. Xekalaki, Professor.
External Examiner: Norman L. Johnson, Professor, Alumni Distinguished Professor Emeritus, Department of Statistics, University of North Carolina, Chapel Hill, USA.

 

Gritsis Ioannis.  Dissertation Title: "On the Probability Distribution of the Duration of Dry and Wet Spells in Processes of Spatially Averaged Rain RateOn the Probability Distribution of the Duration of Dry and Wet Spells in Processes of Spatially Averaged Rain Rate", ISBN: 960-7929-04-7.
Supervisor: Ch. Pavlopoulos, Lecturer.
External Examiner: Benjamin Kedem, Professor, Department of Mathematics, University of Maryland (USA).

 

Hourmentis Konstantinos.  Dissertation Title: "A Behavioral Analysis of Greek Strike Activity", ISBN: 960-7929-20-9
Supervisor: M. Sfakianakis, Lecturer.
External Examiner: H. Kostis, Professor and Chairman, Department of Information Systems and Decision Sciences, School of Business and Administration Science, California State University, USA.

 

Kallifidas Christos.  Dissertation Title: "An Optimal Design Approach for Calibration", ISBN: 960-7929-24-1.
Supervisor: C. Kitsos, Assistant Professor.
External Examiner: HD Dr. Christine Muller, Institut fur Mathematische Stochastik, Georg - August - Universitat Gottingen, Germany.

 

Kalogirou Aikaterini.  Dissertation Title: "Analysis and Comparison of the Greek Parliamentary Electoral Systems of the Period 1974-1999", ISBN: 960-7929-35-7
Supervisor: J. Panaretos, Professor.
External Examiner: Michael S. Triantafyllou, Professor, Massachusetts Institute of Technology, USA.

 

Kamarianakis Ioannis.  Dissertation Title: "Deterministic and Stochastic Differential Equation Modeling for Electrical Networks", ISBN: 960-7929-50-0
Supervisor: N. Frangos, Associate Professor.
External Examiner: B. K. P. Scaife, Professor, Fellow Emeritus, Department of Electronic and Electrical Engineering, Trinity College, University of Dublin, Ireland.

 

Karalis Ioannis.  Dissertation Title: "Robustness of Inequality Measures", ISBN: 960-7929-14-4.
Supervisor: A. Livada, Lecturer.
External Examiner: T. Shorrocks, Professor, Department of Economics, University of Essex, UK.

 

Karamixalakou Christina.  Dissertation Title: "Variance Asymptotics for Regenerative Systems", ISBN: 960-7929-33-0
Supervisor: M. Zazanis, Associate Professor.
External Examiner: Vladimir Kalashnikov, Professor, Lab. of Actuarial Mathematics, University of Copenhagen, Denmark.

 

Katrinaki Aimilia.  Dissertation Title: "Univariate Time Series Forecasting Methods: A comparative Review", ISBN: 960-8287-05-7
Supervisor: A. Livada, Lecturer.
External Examiner: Dr. Chris Chatfield, Department of Mathematical Sciences,  University of Bath,  ENGLAND.

 

Kokkalas Kiriakos.  Dissertation Title: "Box-Jenkins Approach in Greek Economic Time Series", ISBN: 960-7929-37-3
Supervisor: I. Chalikias, Assistant Professor.
External Examiner: H. Costis, Professor and Chairman, Department of Information Systems and Decision Sciences, School of Business and Administration Science, California State University, Fresno, USA.

 

Kosmopoulou Anna.  Dissertation Title: "Assessment of School Effectiveness Using Multilevel Models", ISBN: 960-7929-10-1.
Supervisor: J. Panaretos, Professor.
External Examiner: G. Markoulides, Professor, Department of Management Science, California State University, USA.

 

Kouvatseas Georgios.  Dissertation Title: "Random Effects Models with Mismeasurement Fixed Effects Covariates", ISBN: 960-7929-05-5.
Supervisor: U. Dafni, Adjunct Lecturer.
External Examiner: Dr. Andrea Rotnitzky, Associate Professor, Department of Biostatistics, Harvard School of Public Health (USA).

 

Koutsoumbos Fotios.  Dissertation Title: "Negative Binomial Regression with Application in Autorating", ISBN: 960-7929-12-8.
Supervisor: N. Frangos, Associate Professor.
External Examiner: Dr. A.W.Kemp, School of Mathematical and Computational Sciences, University of St. Andrews, Scotland, UK.

 

Liva Polyxeni.  Dissertation Title: "Making Predictions of the Consumer Price Index and Its Subdivisions With Applications to Greek Data", ISBN: 960-8287-40-5
Supervisor: E. Xekalaki, Professor.
External Examiner: Shelemyahu Zacks, Professor, Department of Mathematical Sciences, Binghamton University, USA.

 

Limakopoulou Aristea.  Dissertation Title: "A Classification of Statistical Approaches to Experimental Carcinogenesis", ISBN: 960-8287-25-1
Supervisor: E. Xekalaki, Professor.
External Examiner: Stephen Lagakos, Professor, Department of Biostatistics, Harvard University, USA.

 

Linardakis Michael.  Dissertation Title: "A Contribution to the Bayesian Analysis of Discrete Choice Models", ISBN: 960-7929-07-1
Supervisor: P. Dellaportas, Assistant Professor.
External Examiner: Jef Teugels, Professor, Department of Mathematics, Katholieke Universiteit Leuven (Belgium).

 

Linardis Apostolis.  Dissertation Title: "A Comparative Study of Test Procedures used in Assessing the Forecasting Ability of Linear Models with Applications in Crop-Yield Data", ISBN: 960-7929-13-6.
Supervisor: J. Panaretos, Professor.
External Examiner: W. Urfer, Professor, Fachbereich Stattistic, Universitat Dortmund, Germany.

 

Likos Andreas.  Dissertation Title: "Prices, Interest Rates and the Exchange Rate: An Empirical Cointegration Analysis Using Greek Data", ISBN: 960-7929-44-6
Supervisor: E. Ioannides, Lecturer.
External Examiner: S. Johansen, Professor, Economics Department, European University Institute, ITALY.

 

Lytrokapi Anna.   Dissertation Title: "Parametric Models of Mortality: Their Use in Demography and Actuarial Science", ISBN: 960-7929-15-2
Supervisor: A. Kostaki, Lecturer.
External Examiner: J. Pollard, Professor, Department of Actuarial Studies and Demography, School of Economics and Financial Studies, Macquarie University, Australia.

 

Magoulas Antonios.  Dissertation Title: "Diffusion Approximation in Production Systems under Constant Wip Policies", ISBN: 960-8287-23-5
Supervisor: M. Zazanis, Associate Professor.
External Examiner: Dr. D. R. Grey, Department of Probability & Statistics, University of Sheffield, UK.

 

Makatis Georgios.  Dissertation Title: "On the Scaling Properties of Spatially Averaged Rain Fields", ISBN: 960-7929-06-3
Supervisor: Ch. Pavlopoulos, Lecturer.
External Examiner: Wolfgang Urfer, Professor, Fachbereich Sattistic, Universitat Dortmund (Germany).

 

Malesios Chrisovaladis.  Dissertation Title: "Models for the Analysis of Continuous Outcome Longitudinal Data with Special Emphasis on Mixed Models", ISBN: 960-8287-42-1
Supervisor: E. Xekalaki, Professor.
External Examiner: N. Balakrishnan, Professor, Department of Mathematics & Statistics, Mc Master University, CANADA.

 

Maravelakis Petros.  Dissertation Title: "Cumulative Sum (CUSUM) Procedures in Statistical Process Control", ISBN: 960-7929-11-x
Supervisor: S. Psarakis, Lecturer.
External Examiner: C. Tsokos, Professor, Department of Mathematics, University of South Florida, USA.

 

Margiora Filippa.  Dissertation Title: "Autoregressive Conditional Heteroskedasticity Models and the Dynamic Structure of the Athens Stock Exchange", ISBN: 960-7929-71-3
Supervisor: J. Panaretos, Professor.
External Examiner: Johannes Ledolter, John F. Murray Research Professor of Management Sciences, University of Iowa, USA and Professor of Statistics, Vienna University of Economics and Business Administration, GERMANY.

 

Mitsios Nikolaos.  Dissertation Title: "Methods of Estimating Mortality at Higher Ages", ISBN: 960-7929-34-9
Supervisor: A. Kostaki, Lecturer.
External Examiner: Harry G. Costis, Professor, Department of Information Systems & Decision Sciences, California State University, USA.

 

Monopolis Ioannis.  Dissertation Title: "The Exponentially Weighted Moving Average (EWMA) Processes in Statistical Process Control (SPC)", ISBN: 960-7929-38-1
Supervisor: S. Psarakis, Lecturer.
External Examiner: Montgomery D.C., Professor, Department  of Industrial Engineering, Arizona State University, USA.

 

Motakis Efthimios.  Dissertation Title: "Evaluation of Social Programs in the Presence of Selection Bias". ISBN: 960-8287-34-0
Supervisor: J. Panaretos, Professor.
External Examiner: Sir David Cox, Professor, Department of Statistics, University of Oxford, UK.

 

Mouzakitis Alexandros.  Dissertation Title: "Estimation of Extreme Value Indices", ISBN: 960-7929-27-6.
Supervisor: Dr. Jan Beirlant, University of Leuven, Belgium.
External Examiner: Jose Villasenor, Professor, Colegio de Postgraduados, Mexico.

 

Mytalas George.  Dissertation Title: "An MIGI1 Queue System With Cart Deliveries", ISBN: 960-8287-04-9
Supervisor: M. Zazanis, Associate Professor.
External Examiner: Joe Gani, Professor, School of Mathematical Sciences, Australian National University, AUSTRALIA.

 

Panousis Evangelos.  Dissertation Title: "Methods of Expanding Abridged Life Tables: Evaluation and Comparisons", ISBN: 960-7929-90-x
Supervisor: A. Kostaki, Lecturer.
External Examiner: John Hsieh Professor, Department of Statistics & Department of Public Health Sciences, University of Toronto, CANADA.

 

Papaleonida Georgia-Aikaterini.  Dissertation Title: "Control Charts for Autocorrelated Processes", ISBN: 960-8287-03-0
Supervisor: S. Psarakis, Lecturer.
External Examiner: William H. Woodall, Professor, Department of Statistics, Virginia Tech, USA.

 

Perakis Michael.  Dissertation Title: "Diagnostic Techniques for Regression Models", ISBN: 960-7929-08-x.
Supervisor: E. Xekalaki, Professor.
External Examiner: Dr. Nick Fieller, School of Mathematics and Statistics, University of Sheffield (UK).

 

Peristera Paraskevi.  Dissertation Title: "Methodology and Applications of Kernel Techniques in Mortality Data", ISBN: 960-8287-06-5
Supervisor: A. Kostaki, Lecturer.
External Examiner: J. J. McCutcheon, Professor, Department of Actuarial Mathematics and Statistics, Heriot-Watt University,  SCOTLAND.

 

Pinotsi Dimitra.  Dissertation Title: "Non-Parametric Diagnosis of Parametric Coefficients in a Diffusion Model for Processes of Spatially Averaged Rain Rate", ISBN: 960-7929-23-3.
Supervisor: Ch. Pavlopoulos, Lecturer.
External Examiner: G. Roussas, Professor and Chairman, Division of Statistics, University of California, Davis, USA.

 

Plastaria Konstantina.  Dissertation Title: "Process Capability Indices", ISBN: 960-7929-39-x
Supervisor: S. Psarakis, Lecturer.
External Examiner: Dr. Samuel Kotz, Distinguished Research Professor, Department of Operations Research, George Washington University, USA.

 

Podiotis Dimitrios.  Dissertation Title: "Application of Integer Valued Stochastic Processes to Modelling and Prediction Area where Rain Intensity Exceeds a given Threshold Level", ISBN: 960-7929-32-2
Supervisor: Ch. Pavlopoulos, Lecturer.
External Examiner: Edward C. Waymire, Professor, Department of Mathematics, Oregon State University, USA.

 

Stamoulis Ioannis.  Dissertation Title: "Extreme Value Theory in Reinsurance", ISBN: 960-7929-28-4
Supervisor: N. Frangos, Associate Professor.
External Examiner: Isabel Frage Alves, Professor, DEIO, Faculty de Ciencias, University of Lisbon, Portugal.

 

Stavridis Stylianos.  Dissertation Title: "A Diagnostic Study On Long-Memory Properties Of Regional Rainfall Processes", ISBN: 960-7929-28-4
Supervisor: Ch. Pavlopoulos, Assistant Professor.
Εσωτερικοί Εξεταστές: M. Zazanis, Associate Professor, Ε. Ιωαννίδης, Lecturer.

 

Sotiropoulou Christina.  Dissertation Title: "Conditional Power-Stochastic Curtailment", ISBN: 960-7929-09-8.
Supervisor: U. Dafni, Adjunct Lecturer.
External Examiner: Guadelupe Gomez, Professor, Departament d΄Estadistica I Investigacio Operativa, Universitat Polytechina de Catalunya (Spain).

 

Thanou Sofia.  Dissertation Title: "Spectral Analysis Of Point Processes Associated With Regional Rainfall", ISBN: 960-8287-27-8
Supervisor: Ch. Pavlopoulos, Assistant Professor.
External Examiner: David Vere-Jones, Emeritus Professor, Department of Statistics and Operations Research, Victoria University of Wellington, New Zealand.

 

Tzavidis Nikolaos.  Dissertation Title: "Aspects Of Estimation Procedures At Eurostat With Some Emphasis In The Over Space Harmonisation", ISBN: 960-7929-49-7
Supervisor: J. Panaretos, Professor.
External Examiner: Shelemyahu Zacks, Professor, Department of Mathematics Sciences, Binghamton University, USA.

 

Tsiptsis Kostas.  Dissertation Title: "Multiple Regression Analysis in Greek Athlete's Resting Energy Expenditure". ISBN: 960-8287-34-0
Supervisor: J. Panaretos, Professor.
External Examiner: Stephen R. Clarke, Professor, School of Mathematical Sciences, Swinburne University, Victoria, Australia

 

Tsourti Zoi.  Dissertation Title: "Evaluation of Semi-Parametric Estimation Methods of the Extreme-Value Index and Robustifying Modifications", ISBN: 960-7929-87-x
Supervisor: J. Panaretos, Professor
External Examiner: C. R. Rao, Eberly Professor, Department of Statistics,  Pennsylvania State University, USA.

 

Vargemidis Nikolaos.  Dissertation Title: "A Simulation Approach to the Problem Moments", ISBN: 960-7929-22-5.
Supervisor: P. Dellaportas, Assistant Professor.
External Examiner: L. Devroye, Professor, School of Computer Science, McGill University  Montreal, Canada.

 

Vogiatzi Thelxiopi.  Dissertation Title: "A Bayesian Two-Stage Approach Addressing Measurement Error in Time Varying Covariates in the Proportional Hazards Model", ISBN: 960-7929-02-0.
Supervisor: U. Dafni, Adjunct Lecturer.
External Examiner: Joe Gani, Professor, Stochastic Analysis Group, SMS, Australian National University (Australia).

 

Vrontos Ioannis.  Dissertation Title: "Bayesian Autoregressive Conditional Heteroscedasticity Models", ISBN: 960-7929-01-2.
Supervisor: P. Dellaportas, Associate Professor.
External Examiner: Dr. David Stephens, Department of Mathematics, Imperial College (UK).

 

Vrontos Spyros.  Dissertation Title: "Design of an Optimal Bonus Malus System in Automobile Insurance", ISBN: 960-7929-21-7.
Supervisor:  N. Frangos, Associate Professor.
External Examiner: H.U. Gerber, Professor, University of Lausanne, Switzerland.

 

Virras Ilias.  Dissertation Title: "Regional Development Issues: A Survival Analysis Approach", ISBN: 960-7929-83-7
Supervisor: A. Dimaki, Assistant Professor
External Examiner: Stephen Lagakos, Professor, Department of Biostatistics, Harvard University, USA.

 

Zafiropoulos George.  Dissertation Title: "Wind Behavior Assessment with Spatio-Temporal Modelling and Long Memory Dependence", ISBN: 960-7929-10-0
Supervisor: P. Dellaportas, Assistant Professor.
External Examiner: J. Haslett, Professor and Head of the Department, Department of Statistics, Trinity College, University of Dublin, Ireland.