Andreas Karathanasopoulos is a Professor of Business Analytics and Forecasting Financial markets at the University of Dubai Business School. His main qualification is the prediction of financial markets with lineal and nonlinear models. Previously he held several positions at the American University of Beirut, at the South Oriental African studies London University and at the Ulster University in Northern Ireland.

Andreas received his Master of Science from Liverpool John Moores University. His Msc dissertation was on forecasting the Greek stock Market volatility with Hybrid Neural Networks. Further to that he completed his PhD studies in same university and the thesis topic was the prediction of the Greek stock market with new artificial intelligent techniques. He developed new forecasting models by applying them in Greek stock indices and in Greek corporate bonds.

Andreas has published in a diverse range of top-tier journals including the  European Journal of Operational Research,  journal of computational economics , review of quantitative finance and accounting,  European journal of finance,  journal of quantitative finance, expert system with applications, computational finance , journal of forecasting,  economic letters, applied economics, applied economic letters,  journal of asset management, journal of investing , journal of hospitality and tourism management, energy economics and theoretical economic letters.

Moreover, Andreas is the author of artificial intelligence in financial markets, published from Palgrave Macmillan, he is presenting cutting edge applications for risk management, portfolio optimization and economics.  The aim of this book is to focus on Artificial Intelligence and to provide broad examples of its application to the field of finance. Due to the popularity and rapid emergence of AI in the area of finance this book is the first volume in a series called ‘New Developments in Quantitative Trading and Investment ’Moreover, this particular volume targets a wide audience including both academic and professional financial analysts. The content of this text book targets a wide audience who are interested in forecasting, modelling, trading, risk management, economics, credit risk and portfolio management.  

In addition to the previous book Andreas has authored and a second book titled computational intelligence technique for trading and investment in collaboration with Routledge publishers. Computational intelligence, a sub-branch of artificial intelligence, is a field which draws on the natural world and adaptive mechanisms in order to study behavior in changing complex environments. This book provides an interdisciplinary view of current technological advances and challenges concerning the application of computational intelligence techniques to financial time-series forecasting, trading and investment. The book is divided into five parts. The first part introduces the most important computational intelligence and financial trading concepts, while also presenting the most important methodologies from these different domains. The second part is devoted to the application of traditional computational intelligence techniques to the fields of financial forecasting and trading, and the third part explores the applications of artificial neural networks in these domains. The fourth part delves into novel evolutionary-based hybrid methodologies for trading and portfolio management, while the fifth part presents the applications of advanced computational intelligence modelling techniques in financial forecasting and trading. This volume will be useful for graduate and postgraduate students of finance, computational finance, financial engineering and computer science. Practitioners, traders and financial analysts will also benefit from this book.

Finally, Andreas Karathanasopoulos conducts research on the development of novel statistical methodologies and its applications to large scale datasets in energy, stock markets and macroeconomics. Except from that he is working on the construction of new artificial intelligent techniques in forecasting with more accuracy and efficiency, oil prices, electricity consumption indices, poverty indices and stock markets crashes. All these novelties has been applied successfully in the UAE market and in GCC in general. Last findings has been published in journal of forecasting in the research paper entitled “Forecasting the Dubai Financial Market with a Combination of Momentum Effect with a Deep Belief Network”.

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Anna Maleva-Otto concentrates her practice on a range of UK financial services regulatory matters, including the impact of EU directives and regulations. She advises on all aspects of the establishment and operation of FCA regulated businesses in the United Kingdom, as well as trading on UK and EU markets. Anna frequently participates in industry working groups in connection with new and emerging regulatory initiatives, and has advised asset managers on several key pieces of recent EU legislation (including GDPR, Short Selling Regulation, AIFMD, MiFID II, MAR, EMIR, SFTR and Securitisation Regulation). Anna also frequently assists clients with the design of their compliance policies and procedures, internal investigations and staff training. Anna is listed in The Legal 500 UK as a “Leading Individual” in Investment Fund Formation and Management — Hedge Funds and a “Recommended” lawyer in Financial Services: Non-Contentious Regulatory. An interviewee described her as “excellent — highly responsive, well informed and pragmatic in her advice, and a pleasure to work with.” She has also been named among the world’s “50 Leading Women in Hedge Funds” by The Hedge Fund Journal. Anna frequently speaks and writes on topics related to her areas of expertise. For the past three years, Anna has co-authored the UK chapter in the Chambers Alternative Funds Guide — a guide examining key industry trends and regulatory and tax matters impacting funds, managers and investors. Anna has also worked with AIMA to produce MiFID2 — A Guide for Investment Managers and authored the “Insider Trading Law in the United Kingdom” chapter in the Insider Trading Law and Compliance Answer Book (Practising Law Institute). Her recent speaking engagements have addressed topics such as market abuse, insider dealing, best practices for electronic communications and MiFID II. Anna is admitted to practice in England and Wales, and New York.

Barney joined Neudata's research team in 2021, where he is responsible for uncovering new datasets across a range of sectors including ESG, digital and consumer-oriented landscapes. Previously, Barney spent three years at an executive search firm executing mandates across ESG, distribution, investment roles.He holds an MA in History from the University of St Andrews.

Brian McConnell is a Senior Solutions Architect with Databricks. He holds a Degree and PhD in computer science. After a brief spell in academia he spent 25 years in financial services companies, mostly tier one banks. He has designed and built several distributed computation engines for Risk as well as running large projects across many areas of banking. Brian now focuses on how AI and the Lakehouse Architecture can help global financial services organisations innovate and evolve.

Christopher Kantos is the Head of Quantitative Research and Managing Director at Alexandria Technology. He is responsible for exploring ways natural Language Processing and Machine Learning can be applied in the financial domain. Prior to Alexandria, Chris spent over 15 years in financial risk at Northfield Information Services as a Senior Quantitative Risk Analyst and Director for the EMEA region. He is a frequent contributor and presenter of quantitative research topics globally, with publications in peer reviewed journals and other professional venues. Chris graduated magna cum laude in Computer Engineering from Tufts University, and a Masters from Imperial College London Business School.

Daryl is Head of Research at Neudata. He and his team are responsible for researching and discovering alternative datasets for a wide range of asset managers and corporations worldwide. Prior to Neudata, Daryl spent five years as an equity research analyst at boutique investment firm Liberum across a number of sectors including Agriculture, Chemicals and Diversified Financials.

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Prior to Liberum, Daryl worked at Goldman Sachs as an equity derivatives analyst and regulatory reporting strategist.

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Daryl holds a Masters degree in Mechanical Engineering from the University of Bath and is a CFA charterholder.

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Dr Alex Adamou is the Vice President of Data Science and Analytics at Veson Nautical. He oversees collection and validation of vessel and market data, analysis of vessel movements and trade flows, and general scientific research to create decisional intelligence for Veson Nautical's growing product portfolio.

Alex joined VesselsValue in 2010, when he led the development of its first asset valuation model. From 2012 to 2021, he was also Fellow and Director of the London Mathematical Laboratory, where he researched novel economic theories using techniques from statistical physics. He joined Veson Nautical in May 2023, when it acquired VesselsValue.

Alex is an experienced mathematician with 15 years in academia, holding first class MA and MMath degrees in mathematics from Cambridge University and a PhD in applied mathematics from Imperial College London. With doctoral research in fluid dynamics and postdoctoral research in economics and statistics, he is well placed to understand both technological and financial aspects of the shipping industry.

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Ed is currently the VP of Investor Intelligence heading up the Finance vertical at Placer.ai, the market leading geolocation data provider. Prior to this, he spearheaded the Finance vertical at Similarweb, which he led for over 6 years, enabling them to become a global leader in the alternative data space. Ed is a seasoned thought leader and has worked with 100s of investment institutions helping them drive their adoption of Alternative Data

Hope Skibitsky is an experienced litigator in Quinn Emanuel’s New York office, where her practice focuses on technology and internet-related litigation, and her clients include some of the most cutting-edge technology companies in the world—from Fortune 500 companies to start-ups offering disruptive technologies.  Hope frequently litigates matters relating to data scraping, including litigating disputes under the Consumer Fraud and Abuse Act, breach of website terms of service, and related common law claims.   Hope also advises clients pre-litigation on related issues, including on ways to mitigate their legal risk profiles with respect to data collection and usage.  Hope frequently contributes to Neudata’s Alternative Data News and Insight blog, and recently participated as a legal panelist at an industry-leading conference on web scraping.

Quinn Emanuel is a global law firm with 33 offices across 11 countries.  Quinn Emanuel represents clients from every sector and in all areas of law and has been ranked as the “Most Feared Law Firm Globally” five times in the past six years by independent surveyors, BTI Consulting Group.