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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

• 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

• 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

• 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
• 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