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)
Professor of Finance, Neapolis University, Cyprus
Associate Professor of Finance, Pepperdine University, Malibu, California
Assistant Professor of Finance, Anderson Graduate School of Management, University of California, Riverside
Vice-Chairman of the Board at Consignments and Loans Fund
Vice-Chairman of the Board and Chief Investment Strategist at Zotos Worldwide Investments
Commissioner at the Hellenic Gaming Commission
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
Asset and derivatives pricing
Portfolio management
Trading technology
Machine learning for investments
Skew and volatility trading
Algorithmic trading and data mining
Cryptocurrencies and blockchain technologies
Indicative publications
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.
Affine Models for Credit Risk Analysis (Christian Gourieroux , Alain Monfort, V. Polimenis), Journal of Financial Econometrics, 4(3), Summer 2006
A Realistic Model of Market Liquidity and Depth, (V. Polimenis) Journal of Futures Markets, May 2005.
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.