Dr. Michailina Siakalli
Lecturer in Finance
Telephone: +357 2684 3407
Dr Michailina Siakalli obtained her Ph.D. from the University of Sheffield after completing her BSc studies in Pure Mathematics at the University of Cyprus in 2003 and her MSc in Financial Mathematics at Cass Business School, City University in 2004. Her research interests focus on stochastic differential equations (SDEs) driven by Levy processes, stability theory of SDEs and financial mathematics, options and pricing.
SELECTED PUBLICATIONS / RESEARCH
PhD in Mathematics
- Title of Thesis: Stability properties of Stochastic Differential Equations driven by Lévy noise.
Publications In Referred Journals
- “Demographic Trends: What are the Fertility Determinants for Cyprus?” (Co-author Pontiggia D.) – work in process.
- “E-marketing in Hospitality Industry: Foundations and Strategies” (co-authors Masouras A. and Papademetriou C.) International Journal of Business Studies &Management ( IJMBS) Vol. 7, Issue 1, version Jan-March 2017 (2017)
- “E-marketing in the Hotel Industry” (co-authors Masouras A. and Papademetriou C.) Strategic Innovative Marketing, 4th IC-SIM, Mykonos, Greece 2015 Part III, pp 123-129, DO1 10.1007/978-3-319-33865-1_15, ISBN 978-3-319-33865-1, Springer Proceedings in Business and Economics (2016).
- “Understanding Online News: Uses and Gratifications of Mainstream News Sites and Social Media” (co-authors Masouras A. and Papademetriou C.) International Journal of Strategic Innovative Marketing, Vol. 03, DOI: 10.15556/IJSIM.02.03.001 (2015)
- “Is it important to know Students’ Perceived Value Mathematics?” (Co-authors Solomontos-Kountouri, O., and Yiallouros, P.) Mediterranean Journal for Research in Mathematics Education, Vol. 12, 1-2, 23-37 (2013)
- Stochastic Stabilization of Dynamical Systems using Lévy noise (co-author Applebaum D.), Stochastics and Dynamics 10, 509-27 (2010)
- Asymptotic stability of stochastic differential equations driven by Levy processes, (co-author Applebaum D.), Journal of Applied Probability 46 1116-29 (2009)
- “E-marketing in the Hotel Industry: Marketing Mix Strategies.” Presentation of the 4th International Conference on Strategic Innovative Marketing (2015).
- “Uses and Gratifications in Online news: comparing Social Media and News Media by users”. Presentation and proceedings of the 4th International Conference: Quantitative and Qualitative Methodologies in the Economic& Administrative Sciences (I.C.Q.Q.M.E.A.S. 2015) pp. 317.
- “Is it important to know how Students Value Mathematics” MEDCONF 2012: 7th Mediterranean Conference on Mathematics Education, (2012).
- “Stochastic Stabilization”. 5th International Conference on Lévy Process: Theory and Applications, Poster, Copenhagen, Denmark (2007).
- “Stochastic Stabilization and Destabilization”. Research Students conference on Probability and Statistics, Durham University, (2007).
- “The moments of a Lévy Process”. Research Students conference on Probability and Statistics, University of Glasgow, (2006).