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Home: Our Faculty: Brooklyn College Faculty:

Olympia Hadjiliadis

Assc Professor   Department: Mathematics   Location: 1314 Ingersoll Hall   Phone: 718-951-5000 x2718   Fax: 718-951-4674   Email:

http://userhome.brooklyn.cuny.edu/ohadjiliadis Education: DOCTOR OF PHILOSOPHY with dinstinction, COLUMBIA UNIVERSITY - 2005 (STATISTICS) M. PHIL , COLUMBIA UNIVERSITY - 2003 (STATISTICS DEPARTMENT) MASTERS IN MATHEMATICS , CENTRE FOR ADVANCED STUDIES IN FINANCE - 1999 (STATISTICS-FINANCE ) B.SC, WITH HIGH DISTINCTION , UNIVERSITY OF TORONTO - 1997 (STATISTICS AND ACTURIAL SCIENCE ) Areas of Expertise: My research interests lie in the area of statistical surveillance and sequential detection. I work on change-point detection as applied to finance, signal processing, decentralized detection, network security and quality control. I am also interested in optimal stopping and stochastic optimization problems in the context of game theory and financial engineering. Creative Work For all publications, books and creative works please refer to my website at https://userhome.brooklyn.cuny.edu/ohadjiliadis 2009 Conferences, Seminars and Symposiums AMS meeting, session on Financial Mathematics. (Conferences, Seminars and Symposiums: Conference Presentation) 2009 Department of Electrical Engineering, Columbia University. (Conferences, Seminars and Symposiums: Invited Talk) 2009 Department of Industrial and Systems Engineering, Georgia Institute of Technology. (Conferences, Seminars and Symposiums: Invited Talk) 2009 Department of Mathematics and Computer Science, Bronx Community College, CUNY. (Conferences, Seminars and Symposiums: Invited Talk) 2009 Department of Mathematics, CUNY Graduate Center. (Conferences, Seminars and Symposiums: Contributed Talk) 2009 11th International Conference on Information Fusion, Cologne Germany Special session in distributed inference and decision-making in multi-sensor systems. Title: One shot communication schemes in the presence of correlations across sensors. (Conferences, Seminars and Symposiums: Invited Talk) 2008 CUNY Graduate Center (Applied Math seminar) Mini-lecture series on Mathematical Finance. (Conferences, Seminars and Symposiums: Invited Talk) 2008 CUNY Graduate Center (Statistics seminar) Title: Quickest detection in Hidden Markov Models. (Conferences, Seminars and Symposiums: Invited Talk) 2008 IWAP Annual Meeting, Compi`egne, France 1. Special session in applied probability, Title: Drawdowns and Rallies in games of finite horizon. 2. Special session on interface of applied probability with change point detection phenomena, Title: Quickest detection in multi-source systems. (Conferences, Seminars and Symposiums: Invited Talk) 2008 Stevens Insitute of Technology, Department of Mathematical Science. (Conferences, Seminars and Symposiums: Invited Talk) 2008 University of Delaware, Department of Mathematics. (Conferences, Seminars and Symposiums: Invited Talk) 2008 University of Southern California Title: Detecting a regime change and connections to mathematical finance. (Conferences, Seminars and Symposiums: Invited Talk) 2008 Advanced probability course in topics of Stochastic Differential Equations and Applications, Columbia University Title: The best 2-CUSUM stoping rules for quickest detection of two-sided alternatives. (Conferences, Seminars and Symposiums: Invited Talk) 2007 AMS meeting on Financial Mathematics Title: The best 2-CUSUM stoping rules for quickest detection of two-sided alternatives. (Conferences, Seminars and Symposiums: Invited Talk) 2007 ASMDA Annual Meeting, Chania Crete, Greece Title: Drawdowns and Rallies in a Brownian motion model. (Conferences, Seminars and Symposiums: Invited Talk) 2007 Courant Institute of Mathematical Sciences, Mathematical Finance seminar, New York University Title: Optimal quickest detection of two-sided alternatives and connections to drawdown and rally processes. (Conferences, Seminars and Symposiums: Invited Talk) 2007 CUNY Graduate Center (Probability seminar) Title: Optimal quickest detection of two-sided alternatives and connections to drawdown and rally processes (Conferences, Seminars and Symposiums: Invited Talk) 2007 ISI Annual Meeting, Lisbon, Portugal Title: Optimal quickest detection of two-sided alternatives in a BM model. (Conferences, Seminars and Symposiums: Invited Talk) 2007 Kent University, Kent, Ohio Title: Detecting a regime change and connections to mathematical finance. (Conferences, Seminars and Symposiums: Invited Talk) 2007 Presentation at the IWSM (First International Workshop in Sequential Methodologies), Auburn AL. Title: The best 2-CUSUM stopping rules for quickest detection of two-sided alternatives in BM model. (Conferences, Seminars and Symposiums: Conference Presentation) 2007 Carnegie Mellon University. Title: Detecting a regime change & connections to mathematical finance. (Conferences, Seminars and Symposiums: Invited Talk) 2006 City College, City University of New York. Title: The quickest detection problem and its connection to finance. (Conferences, Seminars and Symposiums: Invited Talk) 2006 Columbia University. Title: The quickest detection problem and connections to finance. (Conferences, Seminars and Symposiums: Invited Talk) 2006 Fox School of Business, Temple University. Title: Detecting a regime change and connections to mathematical finance. (Conferences, Seminars and Symposiums: Invited Talk) 2006 Presentation at the IMS Annual meeting, Rio de Janeiro, Brazil. Title: The best 2-CUSUM stopping rules for quickest detection of two-sided alternatives. (Conferences, Seminars and Symposiums: Conference Presentation) 2006 University of Waterloo. Title: The quickest detection problem and connections to finance. (Conferences, Seminars and Symposiums: Invited Talk) 2006 13th INFORMS Applied Probability Conference, Ottawa Ontario. Title: CUSUM rules in change-point detection of two-sided alternatives. (Conferences, Seminars and Symposiums: Invited Talk) 2005 Bloomberg New York. Title: How to detect a regime change. (Conferences, Seminars and Symposiums: Invited Talk) 2005 Presentation at the 30th conference on Stochastic Processes and its Applications, Santa Barbara. Title: Change-point detection in the Brownian motion model with two-sided alternatives. (Conferences, Seminars and Symposiums: Conference Presentation) 2005 Presentation at the Joint Statistical Meeting, Minneapolis, MN. Title: Optimal two-sided CUSUM stopping rules for change-point detection in the Brownian motion model with two-sided alternatives. (Conferences, Seminars and Symposiums: Conference Presentation) 2005 City College, City University of New York. Title: Change-point detection of multiple alternatives in the Brownian motion model & its connection to the gambler's ruin problem with relative wealth perception. (Conferences, Seminars and Symposiums: Invited Talk) 2004 Courant Institute of Mathematical Sciences, New York University. Title: Detecting Changes in Random Processes. (Conferences, Seminars and Symposiums: Invited Talk) 2004 IBM - T. J. Watson Research Center, Yorktown Heights, New York. Title: CUSUM rules for change-point detection in the Brownian motion model with multiple alternatives and its connection to the gambler's ruin problem. (Conferences, Seminars and Symposiums: Invited Talk) 2004 Lehigh University, Bethlehem Pennsylvania. Title: The gambler's ruin problem with relative wealth perception & its connection to the gambler's ruin problem with relative wealth perception. (Conferences, Seminars and Symposiums: Invited Talk) 2004 Presentation at the Joint Statistical Meeting, Toronto, Canada. Title: Optimal and Asymptotically Optimal CUSUM rules for change point detection in the Brownian Motion Model with multiple alternatives. (Conferences, Seminars and Symposiums: Conference Presentation) 2004