Polimenis Vassilis

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Academic experience
- Associate Professor of Finance, Pepperdine University, Malibu, California [July 2007 - June 2008]
- Assistant Professor of Finance, Anderson Graduate School of Management, University of California, Riverside [July 2001 - June 2007]
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Education
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PhD in Finance - The Wharton School -- University of Pennsylvania [1997 - 2001]
- Distinguished for Best USA 2000 PhD [Research Excellence in Finance - Lehman Brothers] in Credit Risk modeling
- MSc in Computer Science University of California, Berkeley
- BEng in Computer Engineering University of Patras School of Engineering Grade: 9.11/10 (excellent 1st in class)
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Professional and Administrative Experience
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Vice Chairman of the Board at Consignments and Loans Fund (Tameio Parakatathikon kai Daneion)
- Executive Officer overseeing Finance, Technical and IT Operations (effectively a Chief Operating Officer)
- Vice Chairman of the Board and Chief Investment Strategist at Zotos Worldwide Investments
- Commissioner at the Hellenic Gaming Commission (EEEP)
- Account Executive with Merrill Lynch Europe
- MBA Director at Aristotle University of Thessaloniki,
- Management Consultant with Deloitte Greece
- Senior Sales Engineer public sector, Digital Equipment Corporation
- IT specialist at Hellenic Army
- IBM research internship, New York
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Professional and Business Interests
https://scholar.google.com/citations?hl=en&user=hLegosgAAAAJ
- machine learning for investments
- skew and volatility trading
- algorithmic trading and data mining
- business and patent valuation
- asset and derivatives pricing
- central banking and banking systems
- cryptocurrencies and blockchain technologies
- quantum computing and computational complexity
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Research interests and indicative publications
Asset Valuation and Pricing
- The Modified Dividend–Price Ratio. (V. Polimenis, J. Neokosmidis) International Review of Financial Analysis, pp. 31-38, 2016
- Information Arrival as Price Jumps, (V. Polimenis) Optimization, vol.61(10), 2012
- The critical stock price for the American put option (Y. Peter Chung, Herb Johnson, V. Polimenis), Finance Research Letters, 8(1), 2011.
- Optimal Portfolio Allocation with Higher Moments (Cvitanic, V. Polimenis , Zapatero), Annals of Finance, 2008.
- Day of the Week Effect around the 2008 Financial Crisis, Global Business and Economics Review (Hourvouliades, V. Polimenis), 2012, Vol 14(4)
Credit and Financial Risk Management
- Affine Models for Credit Risk Analysis (Christian Gourieroux , Alain Monfort, V. Polimenis), Journal of Financial Econometrics, 4(3), Summer 2006
- Sensitivity analysis of market and stock returns by considering positive and negative jumps (O. Theodosiadou, V. Polimenis, and G. Tsaklidis) Journal of Risk Finance, Vol. 17 Iss: 4, pp.-, 2016
- The Global Financial Crisis and its transmission to Asia-Pacific. (V. Polimenis, J. Neokosmidis) Journal of Management Analytics pp. 266-284, 2014
- Jointly Estimating Jump Betas. (V. Polimenis, J. Papantonis) Journal of Risk Finance 2014
Trading and liquidity pricing
- Trading on the Floor after Sweeping the Book, (V. Polimenis) Review of Futures Markets 14(4), Spring 2006
- A Realistic Model of Market Liquidity and Depth, (V. Polimenis) Journal of Futures Markets, May 2005.
- Slow and Fast Markets, (V. Polimenis) Journal of Economics and Business, 57, 2005.
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Publications and Experience in IT and Systems
Real application programming capacity in Java, C++, Matlab, Unix, Android
- Topological Sweeping in Three Dimensions, Lecture Notes in Computer Science, Volume 450 Algorithms, 1990, 310-317, (Anagnostou, L. Guibas, V. Polimenis)
- A New Non-linear Discretized Learning Automaton with Rapid Convergence and High Accuracy, IEEE Systems, Man, and Cybernetics, 1989, 292-297, (Vasilakos, V. Polimenis, V. Avgerinos)
- The Design of a File System that Supports Multimedia, International Computer Science Institute, UC Berkeley, Tech. Rept. No. TR-91-020, March, 1991.
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Certifications
- Series 7 (FINRA) General Securities Representative (GS) Financial Industry Regulatory Authority (FINRA)
- Private Pilot Federal Aviation Administration
- Electronics Engineer Technical Chamber of Greece