Published papers

Book chapters and proceedings

Preprints packman

  • Linking the performance of endurance runners to training and physiological effects via multi-resolution elastic net. Kosmidis, I. and Passfield, L. (2015). ArXiv e-prints, arXiv:1506.01388.
  • 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.
  • 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 topics that I am highly interested in and I am/would be keen to research collaborating with a PhD student. Feel free to 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 (in progress)
  • The bias of functional estimators
  • Improved estimation for generalized linear mixed effects models (in progress)

Inferece from big data sets

  • Estimation and inference in generalized linear models from big data sets

Mixture models and applications

  • Model-based image segmentation with covariates

Applications in Sports

The above list is in no case exhaustive; if you have something else in mind and you are interested in working with me I would be more than happy to discuss.