Studies

2003-2009: PhD, General Department of Polytechnic School, Aristotle University of Thessaloniki

1998-2003: BSc, Department of Mathematics, Aristotle University of Thessaloniki

Experience - Academic Positions

2025 –         :     Assistant Professor, Department of Economics, Aristotle University of Thessaloniki

2018 – 2022:    Adjunct Lecturer, Department of Mathematics, Aristotle University of Thessaloniki

2009 – 2012:    Adjunct Lecturer (Technological Institutions of Sindos, Serres, Kavala)

Research Interests

Econometrics, time series, information theory, connectivity and Granger causality, Stationarity & Cointegration, Monte Carlo simulations & Surrogate data, complex networks, dynamical systems & chaos.

Publications – Conferences

Selected journal articles

• Papana Α., Kyrtsou C., Kugiumtzis D., Cees D. Identification of causal relationships in non-stationary time series with an information measure: Evidence for simulated and financial data, Empirical Economics, 64(3), 1399–1420, 2023.
• Papana A. Connectivity analysis for multivariate time series: correlation vs. causality, Entropy, 23(12), 1570, 2021.
• Papana A., Siggiridou E., Kugiumtzis D. Detecting direct causality in multivariate time series: A comparative study, Communications in Nonlinear Science and Numerical Simulation, 9: 105797, 2021.
• Papana A., Spyridou A. Bankruptcy prediction: The case of the Greek market, Forecasting, 2(4): 505-525, 2020.
• Papana A., Papana-Dagiasis A., Siggiridou E. Shortcomings of transfer entropy and partial transfer entropy: Extending them to escape the curse of dimensionality, International Journal of Bifurcation and Chaos, 30(16): 2050250, 2020.
• Kyrtsou C., Mikropoulou C., Papana A. Exploitation of information as trading characteristic: Α causality-based analysis of simulated and financial data, Entropy, 22(10): 1139, 2020.
• Papana A. Non-uniform embedding scheme and low-dimensional approximation methods for causality detection, Entropy, 22(7): 745, 2020.
• Kugiumtzis D., Kyrtsou C., Papana A. Further insights on the relationship between SP500, VIX and Volume: A new asymmetric causality test, The European Journal of Finance, 25(15), 1402-1419, 2019.
• Cavicchioli M., Papana Α., Papana Dagiasis A., Pistoresi B. A random forests approach to assess determinants of Central Bank Independence, Journal of Modern Applied Statistical Methods, 17(2), eP2611, 2018.  
• Papana A., Kyrtsou C., Kugiumtzis D., Cees D. Financial networks based on Granger causality: A case study, Physica A: Statistical Mechanics and its Applications, 482, 65–73, 2017.
• Papana A., Kyrtsou C., Kugiumtzis D., Cees D. Assessment of resampling methods for causality testing: A note on the US inflation behaviour, PLoS One, 12(7), e0180852, 2017.
• Kyrtsou C., Mikropoulou C., Papana Does the S&P500 index lead the crude oil dynamics? A complexity-based approach, Energy Economics, 56, 239-246, 2016.
• Papana A., Kyrtsou C., Kugiumtzis D., Cees D. Detecting causality in non-stationary time series using partial symbolic transfer entropy: Evidence in financial data, Computational Economics, 47, 341-365, 2016.
• Papana A., Kyrtsou C., Kugiumtzis D., Diks C. Comparison of resampling techniques for non-causality hypothesis, Topics in Statistical Simulation: Research papers from the 7th International Workshop on Statistical Simulation, 114, 419-430, Rimini, Italy, 2014.
• Papana A. "Short-Term Time Series Prediction for a Logistics Outsourcing Company," In D. Folinas (Ed.), Outsourcing Management for Supply Chain Operations and Logistics Service (pp. 150-160). Hershey, PA: Business Science Reference,
• Papana A., Kyrtsou C., Kugiumtzis D., Cees D. Simulation study of direct causality measures in multivariate time series, Entropy, 15(7), 2635-2661, 2013.
• Papana , Kugiumtzis D., Larsson P.G. Reducing the bias of causality measures, Physical Review E, 83(3), 036207, 2011.
• Papana A., Papana A., Dagiasis M., Folinas D., Diamantopoulos E. Examination of the interrelation among the price of the fuel, the cost of transport freight and the profit margin, Operations and Supply Chain Management, 4(2), 85-89, 2011.
• Papana A., Kugiumtzis D. Evaluation of mutual information estimators for time series, International Journal Bifurcation and Chaos, 19(12), 4197-4215, 2009.  
• Papana A., Kugiumtzis D. Evaluation of mutual information estimators on nonlinear dynamic systems, Nonlinear Phenomena in Complex Systems, 11(2), 225-232, 2008.

Google Scholar author profile:

https://scholar.google.gr/citations?hl=en&user=VK21BSAAAAAJ&view_op=list_works&sortby=pubdate