Summary
My broad area of research interest is the application of mathematical modelling techniques to real life systems. Specific areas of interest include, but are not limited to, modelling and optimisation in parallel queueing systems (especially split-merge and fork-join systems), modelling of storage systems, stochastic modelling of sport, stochastic modelling of healthcare systems, resource allocation and control in cloud-computing environments, numerical solution of (semi-)Markov models and specification techniques for SLA specification, compliance prediction and monitoring.
Publications
Journals
Koutsouri A, Petch M, Knottenbelt W, 2021, Performance of the CoinShares Gold and Cryptoassets Index Under Different Market Regimes, Journal of Cryptoeconomic Systems
Gudgeon L, Werner S, Perez D, et al., 2020, DeFi Protocols for Loanable Funds: Interest Rates, Liquidity and Market Efficiency, Aft 2020 - Proceedings of the 2nd Acm Conference on Advances in Financial Technologies, Pages:92-112
Conference
Koutsouri A, Knottenbelt WJ, 2020, Stress Testing Diversified Portfolios: The Case of the CoinShares Gold and Cryptoassets Index, 2nd International Conference on Mathematical Research for Blockchain Economy, Springer Verlag
Gudgeon L, Werner S, Perez Hernandez D, et al., DeFi protocols for loanable funds: interest rates, liquidity and market efficiency, 2nd ACM Conference on Advances in Financial Technologies (AFT 2020), ACM
Koutsouri A, Poli F, Alfieri E, et al., 2020, Balancing Cryptoassets and Gold: A Weighted-Risk-Contribution Index for the Alternative Asset Space, 1st International Conference on Mathematical Research for Blockchain Economy, Springer Verlag, Pages:217-232, ISSN:0302-9743