Σπουδές

2003-2009: Διδακτορικό, Γενικό Τμήμα Πολυτεχνικής Σχολής ΑΠΘ

                  Θέμα: «Μη Γραμμική Στατιστική Ανάλυση Χρονοσειρών από Βιολογικές Χρονοσειρές». 

1998-2003: Πτυχίο, Τμήμα Μαθηματικών ΑΠΘ

Εμπειρία – Ακαδημαϊκές Θέσεις

2025 –         :     Επίκουρη Καθηγήτρια, Τμήμα Οικονομικών Επιστημών, ΑΠΘ

2018 – 2022:    Διδάσκουσα με σύμβαση, ΑΠΘ

2009 – 2012:    Επιστημονικός συνεργάτης, ΤΕΙ Σίνδου, Σερρών και Καβάλας

Ερευνητικά ενδιαφέροντα 

Οικονομετρία

Χρονοσειρές

Θεωρία πληροφορίας

Αιτιότητα κατά Granger & Αλληλεξαρτήσεις

Στασιμότητα & Συνολοκλήρωση

Monte Carlo προσομοιώσεις & Υποκατάστατα δεδομένα

Πολύπλοκα δίκτυα   

Δυναμικά συστήματα & χάος

Δημοσιεύσεις / Συνέδρια  

Κεφάλαια βιβλίων

• 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,

Δημοσιεύσεις σε διεθνή περιοδικά (ενδεικτικά)

• 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., 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.

Δημοσιεύσεις σε πρακτικά συνεδρίων (ενδεικτικά)

• 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., Kugiumtzis D., Kyrtsou C. A non-parametric causality test: Detection of direct causal effects in multivariate systems using corrected partial transfer entropy, Topics in Nonparametric Statistics: Proceedings of the 1rst Conference of the International Society for Nonparametric Statistics, 74, 197-206, Chalkidiki, Greece, 2014.
• Παπάνα Α., Κύρτσου Κ. Υπολογισμός στατιστικής σημαντικότητας δεικτών αιτιότητας, Πρακτικά 27ου Πανελλήνιου Συνέδριου Στατιστικής, Θεσσαλονίκη, σελ. 216-225, 2014.
• Papana A., Kugiumtzis D. Rendering statistical significance of information flow measures, Chaos Theory Modeling, Simulation and Applications, Selected Papers from the 3rd Chaotic Modeling and Simulation International Conference, 289-296, Chania, 2010.
• 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, 1rst International Conference on Supply Chain, Katerini, Greece, 2010.
• Papana A., Kugiumtzis D. Detection of directionality of information transfer in nonlinear dynamical systems, Topics on Chaotic Systems, Selected Papers from CHAOS 2008 International Conference, World Scientific, 251–264, Chania, Crete, 2008.
• Παπάνα Α., Κουγιουμτζής Δ. Αξιολόγηση εκτιμητών αμοιβαίας πληροφορίας από ιστογράμματα σε χρονοσειρές, Πρακτικά 20ου Πανελλήνιου Συνεδρίου Στατιστικής, σελ. 329-336, Λευκωσία, Κύπρος, 2007.