Personal information Date of birth: July 26, 1983 Nationality: Cypriot Research interests
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| Marianna Lyra
Schlangenzahl 43, 35392 Giessen Germany E-mail: marianna_lyra@yahoo.com • Tel. + 49 15224221582 (mobile), + 49 641 99-22642 (office) • Homepage: www.comisef.eu
Date of birth: July 26, 1983 Nationality: Cypriot
Current research interests: credit risk assignment and validation, modelling the dependence structure of defaults, stochastic search methods and their application in financial problems. Future research: use of optimization heuristics to tackle real world applications in finance. In particular, risk modelling might be subject of further implementations without imposing unrealistic assumptions on the underlying problem. University employment and affiliation since 2007 Early stage researcher in Computational Statistics and Finance, Dept. of Economics, University of Giessen, Germany Education 2007-now PhD student in Computational Optimization Methods in Finance, Dept. of Economics, University of Giessen, Germany Programme of study focused on heuristic optimization methods in financial problems with realistic assumptions, statistical methods in finance, model selection. Courses and tutorials were taught by national and international scholars (Prof. Dr. P. Winker, Prof. M. Gilli, Prof. J. Harrington, Prof. H-M. Krolzig) PhD thesis: “Heuristic optimization techniques for credit risk assessment and validation” Expected submission: August 2010 2005-2007 MSc in Finance, University of Cyprus MSc thesis: “Corporate governance in emerging markets: The case of Cyprus” 2001-2005 Undergraduate studies: Public and business administration (major in Finance), University of Cyprus
Sept. 2007 - PhD research funded by the EU Commission through Marie Curie Research Sept. 2010 and Training Network COMISEF
Scientific affiliations and program committees Member of the local organizing committee 2nd International Workshop on Computational and Financial Econometrics (CFE'09), 29-31 October 2009, Limassol, Cyprus
and Financial Econometrics (CFE'08), 19-21 June 2008, Neuchâtel, Switzerland Talks
COMPSTAT 2010 conference, Paris, 22-27 August 2010 16th International Conference on Computing in Economics and Finance, City University London, l5-17 July 2010 36th Macromodels International Conference, Krakow Poland, 2-5 December 2009 3rd International Workshop on Computational and Financial Econometrics, Limassol, Cyprus, 29-31 October 2009 35th Macromodels International Conference, Gdansk Poland, 3-4 December 2008 5th International Conference in Computational Science, Imperial College London, 26-28 March 2008 2nd International Workshop on Computational and Financial Econometrics, Neuchatel, Switzerland, 19-21 June 2007 PhD Courses and Tutorials Course on The Political Economy of Intergenerational Transfers, Goettigen University, Germany, summer semester 2010 Course on Presenting Science, HDM Center for Didactics Giessen, Germany, 11-12 January 2010 Course on Monetary Policy and Theory, Giessen University, winter semester 09/10 Course on Industrial Organization, University of Giessen, winter semester 09/10 Workshop “Lectures on Cartels”, Prof. Joseph Harrington, University of Giessen, 20-21 January 2010 Tutorial on Statistical Model Selection, Limassol Cyprus, 26 – 28 October 2009 Course Econometric Analysis of Microdata, Giessen University, winter semester 08/09 Tutorial Convergence Analysis, Schloss Rauischholzhausen, Giessen, Germany, 15-19 October 2008 Tutorial on Complementary Skills and Optimization Methods, Klagenfurt, Austria 16-19 June 2008 Tutorial Advanced Econometrics, University La Sapienza, Rome, 12-14 June 2008 Tutorial Heuristics Optimization in Agent Based Models, University of Essex, UK, 22-23 May 2008 Course on Teaching Culturally Diverse Groups of Students-A reflection on Aglo-Saxon and Asian academic teaching styles, HDM Center for Didactics, Marburg Germany, 5-6 March 2008 Tutorial Quantitative Finance, Birkbeck College, University of London, 18 – 19 October 2007 Tutorial Optimization Heuristics, Chesa Laret, Sils Maria, Switzerland, 24 – 26 September 2007 Teaching Experience Graduate level Quantitative methods in finance exercises and labs (SPSS) – teaching assistant, MSc in Finance, University of Cyprus (Sept. 2005 – June 2007). Undergraduate level Statistics I & II exercise classes, Faculty of Statistics and Econometrics, University of Giessen (summer semester 09 – winter semester 09/10) Mathematical modelling to students with special needs, Dept. of Business Administration, University of Cyprus (Oct. 2006 – July 2007) Student Supervision Co-supervisor of Diploma Thesis at the Chair of Statistics and Econometrics of Uni. Giessen with title: “Dependency in Credit Risk Model – Theory and Empirical Validation” (Supervisor: Prof. Dr. Peter Winker), winter semester 09/10. Supervisor of a seminar paper at the Chair of Statistics and Econometrics of Uni. Giessen with title: “Macroeconomic factors that drive financial asset prices: The case of the Capital Asset Pricing Model with Human Capital”, summer semester 09. The paper was presented as part of a seminar on Econometrics of Education. Business ExperienceFeb 2006 - JCC Payments Systems Ltd, Cyprus Internal Auditor and Payroll Aug. 2007 responsibilities July - Oct NCR, Member of data entry team for the Laiki Signature Verification Project 2005
2004 consultant office
Programming languages: Matlab (excellent), C++ (basic) Mathematical-statistical software: Matlab, R, SPSS, EVIEWS (basic), and others
Mother tongue: Greek Other languages: English (Proficient User), German (Basic User) HobbiesLearning the German language, dancing, composing melodies and playing the pianoVoluntarily support the Cypriot emerging services when requested to do so, as supervisor ofCivil DefenseFurther referencesProf. Dr. Peter Winker, Department of Economics, University of Giessen, Germany, and Center for European Economic Research (ZEW), Mannheim, Germanyemail: peter.winker(at)wirtschaft.uni-giessen.dewebpage: http://wiwi.uni-giessen.de/home/oekonometrieProf. Erricos J. Kontoghiorghes, Department of Public and Business Administration, University of Cyprusemail: erricos@dcs.bbk.ac.ukwebpage: http://www.new.ucy.ac.cy/el-GR/~erricos.aspxAndreas Gregoriou, Tax consultant, address: Arbishop Makarios III Avenue 42E, Apart. 301, CY 1065, Nicosia CyprusTel: + 357- 22768700 |