Alexandra Chronopoulou

Alexandra Chronopoulou

Assistant Professor

216D Transportation Building

Education

  • Ph.D., Statistics, Purdue University, 2009
  • M.S., Statistics with concentration in Computational Finance, Purdue, 2008
  • M.S., Mathematical Modeling in Modern Technologies & the Economy, National Technical University of Athens, 2005
  • BSc, Applied Mathematics, National Technical University of Athens, 2004

Academic Positions

  • Assistant Professor, Department of Mathematics, The City College of the City University of New York, New York, August 2013 - July 2014
  • Visiting Assistant Professor, Department of Statistics & Applied Probability, University of California, Santa Barbara, California, July 2011 - July 2013
  • Post-Doctoral Fellow, Institut National de Recherche en Informatique et Automatique (INRIA), Nancy, France, December 2009 - June 2011

Research Interests

  • Financial engineering
  • Stochastic Modeling and Simulation
  • Stochastic Systems with Long Memory
  • Statistical Inference for Stochastic Processes

Courses Taught

  • IE 400 - Design & Anlys of Experiments
  • IE 525 - Numerical Methods in Finance
  • IE 598 - Stat Infer for Stoch Sys