• Model-based clustering using copulas with applications. Kosmidis, I. and Karlis, D. (2014). ArXiv e-prints, arXiv:1404.4077.
  • Liquidity commonality does not imply liquidity resilience commonality: A functional characterisation for ultra-high frequency cross-sectional LOB data. Panayi, E., Peters, G. W., Kosmidis, I. (2014). ArXiv e-prints, arXiv:1406.5486.
  • Upside and downside risk exposures of currency carry trades via tail dependence. Ames, M., Peters, G. W., Bagnarosa, G. and Kosmidis, I. (2014). ArXiv e-prints, arXiv:1406.4322.
  • Supervised sampling for clustering large data sets. Kosmidis, I., Karlis, D. (2010). CRiSM working paper 10-10.
  • On iterative adjustment of responses for the reduction of bias in binary regression models. Kosmidis, I. (2009). CRiSM working paper 09-36.

PhD thesis

Selected presentations

Projects for prospective PhD students

Below is a list of titles that I am highly interested in and I would be keen to research collaborating with a PhD student. Please contact me if you are interested on any of those. Information on the application process and on available funding opportunities can be found here.

Optimal estimation and inference

  • Inference for models with many nuisance parameters.
  • Improved estimation for generalized linear mixed effects models.
  • The bias of functional estimators.

Inferece from big data sets

  • Estimation and inference for generalized linear models from big data sets.

Mixture models and applications

  • Model-based image segmentation with covariates.
  • Automatic identification of cell populations from flow-cytometry data.

Applications in Sports

  • Models for predicting "performance" in Sports.

The above list is certainly not exhaustive; if you have something else in mind and you are interested in working with me I would be more than happy to discuss.