Harry Sapranidis Mantelos
I am a third-year PhD student supervised by Andreas KyprianouLink opens in a new window.
Prior to my PhD, I completed an MMathStat (Master of Mathematics and Statistics) from the University of Warwick. My masters dissertation was on Limit Order Book (abbr. LOB) modelling and more specifically, on the ergodicity of the zero-intelligence Markovian model, under the supervision of Vassilli KolokoltsovLink opens in a new window.
Research Interests
I am currently working in probability theory; and more specifically, in the theory of stable Lévy processes.
Papers/Preprints
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Classification of transformations of equivalent kernels of some determinantal point processes (2023) [arxivLink opens in a new window]
Talks/Poster Presentations
- Classification of transformations of equivalent kernels of some determinantal point processes (poster). British Mathematical ColloquiumLink opens in a new window, University of Bath, 5 April 2023.
- Classification of transformations of equivalent kernels of some determinantal point processes (extended abstract), Accepted for publication in conference proceedings. UA-DIGITAL 2023Link opens in a new window, Online, 28 March 2023.
- SlidesLink opens in a new window of oral presentation of Masters dissertation, made using the TikZ package in LaTeX.
Various Writings/Notes
- Masters dissertationLink opens in a new window (highlights without notes) on the Ergodicity of the zero-intelligence Markovian Model for LOB.
- Some (incomplete) notes on Markov chainsLink opens in a new window.
- Some (incomplete) notes on Poisson processesLink opens in a new window.
Teaching
- Autumn '23: TA for MA271 Mathematical Analysis III, TA for MA147 Mathematical Methods and Modeling I, supervisor of a group of 1st year undergraduates (Calculus I, Sets and Numbers).
- Winter ’23: Supervisor of a group of 1st year undergraduates (Linear Algebra, Analysis II).
- Autumn ’22: TA for MA244 Analysis III.
Events/Conferences attended
University of Warwick Statistics Departmental Conference 2023, Gregynog Hall Wales, April 2023.
British Mathematical Colloquium 2023, University of Bath, April 2023.
UA-DIGITAL 2023, Online, March 2023.
Probability, Analysis and Dynamics 2022, University of Bristol, April 2022.
Email: h.sapranidis-mantelos@warwick.ac.uk