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
  • Diploma, 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

Other Undergraduate Advising Activities

  • ISE REU: Summer 2016 - Demetrios Sofronis "Do financial time series have long memory?"
  • ISE REU: Fall 2016 - Demetrios Sofronis "Detecting the Change in Memory of a Financial Time Series"
  • ISE REU: Fall 2017 - Shuyu Wang "Modeling the Implied Volatility Surface"
  • ISE REU: Spring 2019 - Mingqian Wu "Analyzing Volatility Risk in Option Contracts"

Research Interests

  • Financial engineering
  • Stochastic Modeling and Simulation
  • Stochastic Systems with Long Memory
  • Statistical Inference for Stochastic Processes
  • Sequential Experimental Design
  • Engineering Education

Honors

  • Simons Foundation Collaboration Grants for Mathematicians (September 2014)
  •  Future Interdisciplinary Research Explorations, Office of Research, College of Agricultural, consumer and Environmental Sciences (Co-PI) ( October 2018)
  •  National Science Foundation, DMS Statistics, Award No. 1811859 ( August 2018)

Teaching Honors

  • Teacher Ranked as Excellent by their students for IE 400 (Fall 2014, 2015, 2016, 2017, 2018), for IE 525 (Spring 2017), for IE 598AC (Fall 2016)
  • The Sharp Outstanding Teaching Award in Industrial Engineering (2015-2016) (April 22, 2016)
  • Engineering Council Award for Excellence in Advising (2018-2019)

Courses Taught

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

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