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Costas Smaragdakis

I am an Assistant Professor in Numerical Analysis and Scientific Computing at the Department of Statistics and Actuarial - Financial Mathematics at the University of the Aegean. I am also a Member of the Institute of Applied and Computational Mathematics (IACM) of FORTH.

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Teaching

Spring Semester 2025-26 — University of the Aegean

Over the years, I have had the privilege of teaching a highly diverse range of mathematics courses. My experience spans foundational and advanced subjects, including Analytical Geometry, Complex Numbers, Applied Linear Algebra I & II, Differential and Partial Differential Equations, Numerical Analysis, Calculus II, Mathematical/Computational Finance, and Wave Propagation, alongside a set of statistics courses (Descriptive, Parametric, and Applied).

Current Research

My work spans both advanced classical numerical methods and modern hybrid algorithms.

🚀 C. Smaragdakis: Learning Geometric-Aware Quadrature Rules for Functional Minimization. Numerical Algorithms, 2026. [pdf]

🚀 E. H. Georgoulis, A. Papapantoleon, C. Smaragdakis: A Deep Implicit-Explicit Minimizing Movement Method for Partial Integro-Differential Equations, with application to Option Pricing in Jump-Diffusion Models. Communications in Nonlinear Science and Numerical Simulation, 156 (109709), 1–16, 2026. [pdf]

🚀 G. Akrivis, C. G. Makridakis, C. Smaragdakis: Runge-Kutta Physics Informed Neural Networks: Formulation and Analysis. Numerische Mathematik, 2025. [pdf]

Recent & Upcoming Events / Visits

🇳🇱 (invited) Mathematics and Machines: Navigating the Transition from Brown to Sustainable Finance — Lorentz center, Lieden, Netherlands, May 26-29, 2026

🇬🇷 [pdf] (invited) 19th Panhellenic Conference on Mathematical Analysis — PCMA-2025 — Athens, December 18-20, 2025

🇬🇷 (invited) 22nd Summer Meeting in Risk, Finance and Stochastics — RFS-2025 — Athens, September 22-26, 2025

🇨🇦 (invitation-only event) Modern Challenges between Financial Mathematics, Financial Technology and Financial Economics workshop — Banff, Alberta, Canada, 10-15 November, 2024

🇬🇷 (invited) 21st Summer Meeting in Risk, Finance and Stochastics — RFS-2024 — Athens, September 9-13

🇳🇱 International Conference on Computational Finance — ICCF24 — Amsterdam, 2-5 April 2024 Organizer (with Jasper Rou, TU Delft) of the mini-symposium entitled Machine Learning Methods in Finance

🇬🇷 International (online) Workshop — Migration, Migration Flows Prediction Models and Migration Policy: trends, socio-political challenges and policy scenarios, 8 April 2024. Member of the scientific committee.