Associate Professor
Department of Mathematics
Brooklyn College
and
Department of Mathematics &
Department of Computer Science
Graduate Center of the
City University of New York
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.
