Anargyros Papageorgiou

Anargyros Papageorgiou

Research Scientist, Columbia University

Anargyros Papageorgiou received his Ph.D. from Columbia University in 1990. He returned to Columbia University in 1995, where he is a Research Scientist in the Department of Computer Science. He is a co-inventor of patents applying quasi-Monte Carlo methods to problems in computational finance. He received the 2008 Information-Based Complexity Award. He is an Associate editor of the Journal of Complexity, and has given invited talks worldwide.

His research interests include computational finance, information-based complexity and quantum computing. He has obtained important results for the application of quasi-Monte Carlo methods in pricing of financial derivatives and risk management, some of them in collaboration with Joseph F. Traub. Information-based complexity studies the computational complexity of continuous problems. With other collaborators, he has solved a number of open problems in information-based complexity.

In the last ten years he has been working also in quantum computing. He has studied the quantum complexity of multivariate eigenvalue problems. He has developed new quantum algorithms. They include algorithms for initial state preparation, Hamiltonian simulation and, recently, in collaboration with Joseph F. Traub and others, for eigenvalue estimation and for the solution of the Poisson equation.