Professor Pantelis Vlachos (Ph.D. University of Connecticut 1996): I am a specialist in statistical computing and work mainly on computationally intensive methods for model checking and model selection. I became involved in the Masters program in Computational Finance (MSCF) in 1998 by means of teaching about multivariate statistical methods, multiple time series and nonlinear models and their applications in econometrics and finance. Since then I have taught exclusively the Advanced Statistical Modeling course for the MSCF program and just recently I started teaching the Linear Financial Models course. My recent research interests include the problem of variable selection tests for Asset Pricing Models which using Bayesian statistics.