Panos Parpas is a Senior Lecturer in the Quantitative Analysis and Decision Science (QUADS) section of the Department of Computing at Imperial College London. Before joining Imperial College he was a postdoctoral fellow at the MIT Energy Initiative (2009-2011). Before that he was a quantitative associate at Credit-Suisse (2007-2009). He completed his PhD in computational optimization at Imperial College in 2006.
Panos Parpas is interested in the development and analysis of quantitative optimization models under uncertainty. Stochastic optimization models are used in many areas such as economics, finance, engineering, and energy systems. Realistic models have a large number of variables, and multiple interactions across time and space. Advanced computational methods, and analytical approximations that take advantage of problem structure are needed in order to analyze realistic models. I am interested in both the development of computational methods and applications.
