MSFE at Illinois is a unique program and a great opportunity for students.
- 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
- 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"
- Financial engineering
- Stochastic Modeling and Simulation
- Stochastic Systems with Long Memory
- Statistical Inference for Stochastic Processes
- Sequential Experimental Design
- Engineering Education
- 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)
- 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)
- 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