Georgios (George) Aivaliotis is a lecturer in financial mathematics at the University of Leeds. He obtained his PhD in statistics from the University of Leeds. Before that he graduated with an MSc in financial mathematics from Herriot-Watt University and a BSc in statistics from Athens University of Economics and Business.
George's research interests evolve around probability, statistics, stochastic processes and machine learning. Applications of his research can be found in the broad area of financial and actuarial mathematics, data analytics, survival analysis as well as financial technologies.
He has worked in the area of stochastic control for mean-variance type problems and applications in portfolio selection and agent remuneration. Currently, he is applying ideas from probability and statistics into the field of data analytics, in particular he is working on robust temporal pattern mining from data that are time stamped as part of the EPSRC funded project QuantiCode.