Mattheos Protopapas - Curriculum Vitae

Professional Experience

Jun 07 - present
Marie Curie Fellow
Department of Statistics
University of Rome "La Sapienza"
Research in Time Series Analysis, Agent Computational Economics, and Evolutionary Game Theory, funded by the EU (FP 6) research project COMISEF. Publications in peer-reviewed journals, conference proceedings, and series of working papers. Has given lectures in conferences and taught university students. Has developed optimization algorithms, learning algorithms, and simulations in Matlab. Participated in COMISEF events.

Jun 03 - Sep 06
Research Assistant
Laboratory of Dynamic Systems and Simulation
Technical University of Crete
Research in Agent Computational Economics, Evolutionary Game Theory,and Traffic Control, funded by several EU (FP 5,6) research projects (SMARTNETS, EURAMP, COOPERS). Published a discussion paper. Programmed optimization algorithms, learning algorithms, and simulations in Matlab, Java, and C++. Developed software tools to aid in the design of urban traffic networks and utilities that increased the lab's productivity. Retrieved traffic data using SQL queries and analyzed it using Matlab and MS Excel.

Jun 04 - Sep 06
Business Analyst
Self Employed
Developed optimization models for financial and logistical problems. Developed software to optimize product positioning in a warehouse. Designed and implemented an 'ERP bolt-on' for inventory management. Provided consulting and administrative services to Cretan firms, to help them enroll in funding schemes supported by the EU.

Oct 02 - present
Programmer and web developer
Self Employed
Has authored, updated and administered several web sites. Produced matlab code for random mesh networks, while working as a freelancer on the internet.

Sep 04 - May 06
Math Teacher
Mathimatiko Ergastiri, Rethymnon
Taught small groups of high school students.

Oct 04 - May 06
Math Teacher
Self Employed
Private lessons to high school students.

Sep 03 - Oct 06
Economics Teacher
Self Employed
Private lessons to high school students.

Summers of 2000 - 2004
Employee
Several Car Rental Companies
Delivered cars to customers. Data entry and forms processing using MS Office. Developed and updated some of the companies' web sites.

Scientific Publications list of citations

Publications in Peer-Reviewed Journals

Protopapas M.K., Battaglia F., Kosmatopoulos E.B. (2010): Coevolutionary Genetic Algorithms for Establishing Nash Equilibrium in Symmetric Cournot Games Advances in Decision Scienses, Hindawi Publishing, in press. Other versions: arxiv.org, RePec, COMISEF.
Protopapas M.K., Kosmatopoulos E.B. (2009): Determination of sequential best replies in n-player games by Genetic Algorithms, International Journal of Applied Mathematics and Computational Sciences, vol 5;1, WASET. Other versions: COMISEF.

Publications in Peer-Reviewed Conference Proceedings

Protopapas M.K., Battaglia F., Kosmatopoulos E.B. (2010): Social Learning Algorithms Reaching Nash Equilibrium in Symmetric Cournot Games. In Proceedings of EvoStars 2010 (forthcoming).
Protopapas M., Kosmatopoulos E. (2008): Simulation and Use of Heuristics for Peripheral Economic Policy. In Proceedings of the 34^th International Conference MACROMODELS 2007, Eds. Welfe & Welfe, ISBN: 978-83-924305-6-8, pp. 101-114.
Cucina D., di Salvatore A., Protopapas M. (2008): Metaheuristic Methods for Outliers Detection. Posted at ANSET SER 2008 Conference, Venice.

Theses

Protopapas M., Kosmatopoulos E. (2008): Evolutionary Algorithms to Solve Stochastic Optimization Problems with Decentralized Control: Genetic Algorithms in Cournot Games (in Greek). Ph. D. Thesis, Library of Technical University of Crete, QA402.5,.P769 2008.
Protopapas M., Kosmatopoulos E. (2005): Heuristic Optimization for Determining Optimal Peripheral Economic Policies (in Greek). Masters Thesis, Library of Technical University of Crete, HT391.3, .P79 [2005].

Discussion Papers

Battaglia F., Protopapas M. (2010) : Multi-regime models for nonlinear nonstationary time series, COMISEF Working Paper Series, WPS-26.
Battaglia F., Protopapas M. (2009) : Time-varying Multi-regime Models Fitting by Genetic Algorithms, COMISEF Working Paper Series, WPS-09.
Cucina D., di Salvatore A., Protopapas M. (2008) : Metaheuristics for Outliers Detection in multi-variable Time Series, COMISEF Working Paper Series, WPS-03.
Protopapas M., Kosmatopoulos E. (2008): Two Genetic Algorithms Yielding Nash Equilibrium in Symmetric Cournot Games, COMISEF Working Paper Series, WPS-04. Other versions: arxiv.org RePec.
Protopapas M.K, Kosmatopoulos E.B.(2009) : Determination of Sequential Best replies in n-player Games by Genetic Algorithms, COMISEF Working Paper Series, WPS-02.
Papageorgiou M., Kosmatopoulos E., Protopapas M., Papamichail I. (2006): Effects of Variable Speed Limits (VSL) on Motorway Traffic: Results Obtained from M42 Data. DSSL Technical University of Crete Internal Report No.2006-25.

Conferences & Teaching

Lectures in Conferences

"Genetic Algorithms for Fitting nonlinear Nonstationary Threshold Time Series Models", 3rd International Conference on Computational and Financial Econometrics (CFE 09), University of Cyprus, Limassol, 10/2009.
"Two Genetic Algorithms Yielding NE in Symmetric Cournot Games", Macromodels 2008, University of Lodz, Gdansk, 12/2008.
"Simulation and Use of Heuristics for Peripheral Economic Policy", Macromodels 2007, University of Lods, Warsaw,12/2007.

University Teaching

Lecture on Genetic Algorithms, COMISEF Fellows Workshop, Birbeck College, Jun 2009(videos).
Lectures to undergraduate and postgraduate students at the Department of Statistics in University of Rome about several methods of heuristic optimization (e.g. Genetic Algorithms, Simulated Annealing) and their applications in Statistics.

Participation in Conferences

Title	Dates	Organizer	Location
36^th International Conference Macromodels 2009	02/12/2009 - 05/12/2009	University of Lodz	Krakow, Poland
3^rd International Conference on Computational and Financial Econometrics	29/10/2009 - 31/10/2009	University of Cyprus	Limassol, Cyprus
35^th International Conference Macromodels 2008	03/12/2008 - 06/12/2008	University of Lodz	Gdansk, Poland
34^th International Conference Macromodels 2007	05/12/2007 - 07/12/2007	University of Lodz	Warsaw, Poland

Software Development

Learning & optimization algorithms (especially heuristics) in Matlab, Java, and C++.
Utilities to export data from MIDAS files (Matlab).
ERP bolt-on for inventory management (Matlab, SQL).
Heuristics optimization of SKUs placement in warehouse (VB 6).
Software for designing urban traffic networks in VC++ 6.
Automated report & diagrams generation utility (VC++ 6, SQL).
Jigsaw and tic-tac-toe games; AI programming using heuristics (C++).
Matlab code to design networks with random links.
Web sites (Frontpage, Kompozer, Joomla).

Education

University Degrees

Ptychio (4 years Bachelor in Greece) in Economics, University of Crete, 2001.
M.Sc. Operations Research, Dept. Production Engineering & Management,Technical University of Crete, 2005.
Ph.D. Operations Research, Dept. Production Engineering & Management, Technical University of Crete, 2009.

Participation in Tutorials & Workshops

Workshop	Dates	Institution	Topics
Applied Finance and Financial Econometrics	12/11/2009 - 14/11/2009	Humbold University zu Berlin	Multiplicative error models, liquidity premia in corporate bond markets, credit portfolio management, CDO pricing, econometrics of limit order book markets, copulae methods in finance, and estimating and modeling quadratic (co-) variation.
Tutorial on Statistical Model Selection	26/10/2009 - 28/10/2009	University of Cyprus	Computational strategies for subset model selection and least trimmed squares, robust strategies, Bayesian model selection, heuristic optimization for model selection and "hands on" sessions.
COMISEF Fellows' Workshop	18/06/2009 - 19/06/2009	Birbeck College, University of London	Lectures by COMISEF Fellows on Optimization & Finance
Convergence Analysis	15/09/2008 - 19/09/2008	University of Giessen	EVT Analysis, Experimental Analysis of Optimization Heuristics, Modeling and Estimation with Artificial Neural Networks, Decision Making Under Uncertainty (Stochastic Optimization).
8 ^thShort Course on Traffic Flow Control, 2008	21/07/2008 - 25/07/2008	Technical University of Crete	Traffic Engineering: Traffic flow modeling, modeling of traffic networks, measurements & estimation, freeway traffic control, urban traffic control.
Complementary Skills & Optimization Methods	16/07/2008 - 19/07/2008	University of Klagenfurt	Linear, integer, non-linear and dynamic optimization methodology. Dynamic and LQ Games. Web design & PHP Programming, Academic Writing and presenting in English.
Advanced Econometrics	12/06/2008 - 14/06/2008	University of Rome "La Sapienza"	Single and multivariate Time Series, ARCH and GARCH models, multi- regime models (TAR, SETAR, Markov Switching models), outliers and level changes, heuristic optimization and policy applications.
Heuristic Optimization in Agent Computational Economics	22/05/2008 - 24/05/2008	University of Essex	Markets as complex systems, auction design, artificial stock markets (ASM) design and hypothesis testing., Reinforced Learning principle.
Quantitative Finance	18/10/2007 - 19/10/2007	Birbeck College	Derivative Pricing, Economic Capital, Pricing Models in Credit Risk, Time-Varying Volatility Models, VaR.
Optimization Heuristics	24/09/2007 - 29/09/2007	University of Geneva	Basics of Numerical Methods, Classical Optimization Methods, Overview of Optimization Heuristics, Threshold Accepting, Differential Evolution, Genetic Algorithms.
Complementary Skills	16/07/2007 - 20/07/2007	University of Giessen	Scientific Writing, Using Latex and Bibtex, Introduction to Matlab and Octave.

Languages Skills

English

Writing Fluently
Reading Fluently
Speaking Advanced

Greek Mother tongue

Computer Skills

Operative Systems

Ubuntu Linux, MS Windows XP.

Programming & markup languages

C/C++ , Java , Visual Basic, SQL, Matlab/Octave, Pascal, LaTeX, Assembly 80386, XHTML/CSS, Javascript, PHP.

Applications

Turbo Pascal 5.5, MS Works 3, Matlab 7.6, Octave, MS Office 2007, Frontpage, SPSS, LaTex Live, MiKTex, Logic DIS ERP, Open Office, GIMP, Audacity, Eclipse, JEditor , KompoZer, MS Visual Studio 6, Flash CE, Elluminate, gftp, Mikogo, Nautillus, Kino, Brasero, Nero, Filezilla, Apache Web Server, Skype, Ekiga, aMSN Messenger, Rhythmbox, MS Media player, Pidgin, Mozilla Firefox, Internet Explorer, MS Outlook,Google Earth, FEMLab, LINGO, GAMS, Mozilla Thunderbird, Totem, MS NetMeeting, Openberg, pdfEdit, Krdc, Wine, jrdesktop, ABBY Fine Reader, f-spot, TeXnic Center, WinEdit, Google Chrome, Power DVD, ProShow Gold, Origin 8, TEXnic Center, Xsane, TEXMaker, Avidemux, Azureus, mwAnova, BitTorent, Vinagre (VNC viewer), Kile, Evolution, Transmission, Claroline, Evernote, gretl, Moodle, eLearning XHTML Editor (eXe), Lotus Symphony, xournal, Miro, lp-solve, NetVibes,Zotero, Joomla.

Programming Libraries

MFC 6, Matlab Optimization Toolbox, Matlab Genetic Algorithms Toolbox, Matlab Statistics Toolbox, Matlab Neural Networks Toolbox, Matlab Financial Toolbox, Matlab Econometrics Toolbox, Matlab Database Toolbox, Turbo Vision, GAlib, LinAlg, SDPT3, GAOT, Cassowary, HCL, MatVec, NewMat, Goose, MySql.

Curriculum Vitae

Personal Information