Olympia Hadjiliadis

Professor of Math & Statistics, Graduate Advisor & Researcher

Olympia HadjiliadisMy research began by examining fundamental problems in the area of quickest detection and sequential analysis. In 2009, I received the NSA Young Investigator's award from the Division of Mathematical and Physical Science for Probability. Since then, I have researched further applications of quickest detection and statistical surveillance. This led to the development of algorithms for online detection and classification of objects in point clouds of urban scenes, a problem in computer vision. For this work, I received further external funding from the NSF. I then delved into financial engineering, focusing on drawdowns and drawdown insurance, and recently in the applications of detection algorithms in algorithmic trading.

I was born and raised in Athens, Greece. As an undergraduate, I studied Statistics at University of Toronto. I then completed a Master's degree in Mathematics with specialization in Statistics and Finance at the University of Waterloo. I worked as an intern for Citibank Canada, and then as an Associate Financial Engineer at Algorithmics Inc. in Toronto, Canada. I completed my PhD at the Department of Statistics of Columbia University in 2005, with distinction, under the supervision of Jan Vecer, and the mentorship of G.V. Moustakides. After this, I 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.

I am fluent in English, Greek, Spanish, and have a working knowledge of French.