UCL, UK
Title: Scalable inference for a full multivariate stochastic volatility model.
Background
Petros Dellaportas is Professor of Statistics in the department of Statistics at the Athens University of Economics and Business, Greece. He will be taking up a full-time post as Professor of Statistics at UCL from 1/10/2015. He held positions of Associate Professor, Senior Lecturer and Lecturer at Athens University of Economics and Business, postdoctoral research Assistant at the University of Nottingham and research assistant at the University of Plymouth. He has a PhD in Statistics from the University of Plymouth, an MSc in Statistics from the University of Sheffield and an undegraduate degree in Mathematics from the University of Athens.