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Olympia Hadjiliadis

My research interests began in the area of quickest detection and sequential analysis. In my earlier years as a researcher I have addressed funadamental problems arising in the area of quickest detection and sequential analysis. For this work I received the NSA Young Investigator's award by the Division of Mathematical and Physical Science in the area of Probability in 2009. Since then, in my attempt to seek further applications of quickest detection and statistical surveillance, I got involved in the development of algorithms for online detection and classification of objects in point clouds of urban scenes, a problem in computer vision. This work has led to further external funding by the NSF. I have also been involved in the area of financial engineering through the study of drawdowns and drawdown insurance and more recently in the applications of detection algorithms in algorithmic trading.

A little bit about myself: I was born in Athens Greece. All my undergraduate studies were completed in Toronto, Canada, where I studied Statistics. I then completed a Master's degree in Mathematics with specialization in Statistics and Finance at the University of Waterloo in Waterloo, Canada. I worked as an intern for Citibank Canada and as an Associate Financial Engineer at Algorithmics Inc. in Toronto, Canada. I then completed my PhD at the Department of Statistics of Columbia University in 2005 with distinction under the supervision of Jan Vecer and the mentorhip of G.V. Moustakides.  I finally joined the group of Dean H. V. Poor as a postdoc at Princeton's Department of Electrical Engineering for two years before assuming my position at the City University of New York. 






[by topic: Quickest Detection, Computer Vision, Finance]




942 Hunter East

Department of Mathematics and Statistics,

Hunter College, CUNY

695 Park Avenue, New York, NY 10065

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