Dr Nikolaos S. Thomaidis received his MSc in Mathematics & Finance from Imperial College London (UK) and his PhD in Computational Methods for Financial Engineering from the University of the Aegean (GR), under the scholarship of “Alexander S. Onassis” Public Benefit Foundation and a grant from Empirikion Foundation. Since 2014, he has been working as Lecturer and Assistant Professor at the School of Economic Studies (Aristotle University of Thessaloniki, GR) teaching subjects related to Econometrics, Financial Econometrics, Finance, Portfolio Management and Financial Risk Analysis. He is also the Director of the Applied Economics Lab at the School of Economic Studies.
His scientific research focuses on advanced computational-statistical models for time series analysis and their implications for portfolio optimisation, risk management and investment strategies. He has published more than 60 research papers on these topics (papers in journals, articles in edited volumes/conference proceedings and conference abstracts) and also served as a referee in more than 20 prestigious academic journals, including the Journal of International Money and Finance and the IEEE Transactions on Evolutionary Computation. During his academic career, Dr Thomaidis has been an active member of various EC-funded research networks, such as the:
- COST European Cooperation in Science and Technology, Action CA16232 “European Energy Poverty: Agenda Co-Creation and Knowledge Innovation”
- COST European Cooperation in Science and Technology, Action CA17105 “A pan-European Network for Marine Renewable Energy”
- COST European Cooperation in Science and Technology, Action TD1207 “Mathematical Optimization in the Decision Support Systems for Efficient and Robust Energy Networks”
- COST European Cooperation in Science and Technology, Action ES1002 “Weather Intelligence for Renewable Energies (WIRE)”
- COST European Cooperation in Science and Technology, Action IC0702 “Combining Soft Computing Techniques and Statistical Methods to Improve Data Analysis Solutions (SoftStat)”
and also a member of the International Association for Energy Economics, the Hellenic Association for Energy Economics and the Society for Computational Economics.
Ιn addition to his scientific pursuits, Dr Thomaidis has an ongoing collaboration with industry in the direction of exploring the commercial value of the developed risk management tools and financial trading strategies.
Recent (selected) papers in academic journals
- S. Thomaidis, G.H. Dash, and N. Kajiji (2019) “Common Unobserved Determinants of Intraday Electricity Prices”, to appear in The Energy Journal (International Association for Energy Economics) (IF: 1.857).
- J. Santos-Alamillos, N.S. Thomaidis, J. Usaola-García, J.A. Ruiz-Arias, D. Pozo-Vázquez (2017), “Exploring the mean-variance portfolio optimization approach for planning wind repowering actions in Spain”, Renewable Energy 106, pp. 335-342. (IF: 3.982)
- J. Santos-Alamillos, N.S. Thomaidis, S. Quesada-Ruiz, J.A. Ruiz-Arias, D. Pozo-Vázquez (2016), “Do current wind farms in Spain take maximum advantage of the spatiotemporal balancing of the wind resource?”, Renewable Energy 96 (A), pp. 574-582. (IF: 3.982)
- Anagnostidis, G. Papachristou, N.S. Thomaidis (2016), “Liquidity commonality in order-driven trading: evidence from the Athens Stock Exchange”, Applied Economics 48 (22), pp. 2007-2021.
- S. Thomaidis, F. J. Santos-Alamillos, D. Pozo-Vázquez, J. Usaola-García (2016), “Optimal management of wind and solar energy resources”, Computers & Operations Research 66, pp. 284-291.
- Katsoulis, N.S. Thomaidis, J. Jantzen (2015), “Risk evaluation of wind turbine investments”, Journal of Energy Markets 8 (3).
- Michiorri, H.M. Nguyen, S. Alessandrini, J. B. Bremnes, S. Dierer, E. Ferrero, B.-E. Nygaard, P. Pinson, N.S. Thomaidis, S. Uski (2015), “Forecasting for dynamic line rating”, Renewable and Sustainable Energy Reviews 52, pp. 1713-1730.
- S. Thomaidis (2013), “On the application of cointegration analysis in enhanced indexing”, Applied Economics Letters 20 (4), pp. 391-396.
- S. Thomaidis and G. Dounias (2012), “A comparison of statistical tests for the adequacy of a neural network regression model”, Quantitative Finance 12(3), pp. 437-449.
- S. Thomaidis, and G. Dounias (2011), “On detecting the optimal structure of a neural network model under strong statistical features in errors”, Journal of Time Series Analysis 32 (3), pp. 204-222.