
I am a tenure-track Assistant
Professor at the Mathematics Department
of Brooklyn College, City University of New York. I am also
member of the doctoral faculty at the Computer Science Department of the Graduate Center of the City University
of New York.
Finally, I am also a Research
Collaborator at the Department of
Electrical Engineering, Princeton
University (Professor H. V.
Poor’s group).
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My research interests are in the broad areas of
statistical surveillance and sequential detection. In particular, I am
interested in quickest detection of abrupt changes as applied to finance,
signal processing, decentralized detection, network security, computer vision
and quality control. I am also interested in optimal stopping and
stochastic optimization problems in the context of dynamic programming and
financial engineering.
A little bit about myself: I was born in
PHD THESIS
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Here
is my CV
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"On
the best 2-CUSUM rules for quickest detection of two-sided alternatives in a
Brownian motion model", O. Hadjiliadis and H. V.
Poor, Theory of Probability and its Applications, issue 3, Vol. 53, pp.
610-622, (2008) [pdf].
"Optimal
and Asymptotically Optimal CUSUM rules for change point detection in the
Brownian Motion model with multiple alternatives", O. Hadjiliadis
and G. V. Moustakides, Theory of Probability and its
Applications (Teoriya Veroyatnostei
i ee Primeneniya),
issue 1, vol.50, pp. 131-144, (2006) [pdf].
"Optimality
of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in
the Brownian motion model", O. Hadjiliadis,
Journal of Applied Probability, issue 4, vol.42, (2005) [pdf].
"Drawdowns
Preceding Rallies in the Brownian Motion Model ", O. Hadjiliadis,
J. Vecer, Quantitative Finance, issue 5, vol. 6
(2006) [pdf].
“A comparison of 2-CUSUM stopping rules for quickest detection of
two-sided alternatives through the derivation of the mean of a general
2-CUSUM”, O. Hadjiliadis, G.
Hernandez-del-Valle, and I. Stamos (conditionally
accepted by the Journal of Sequential Analysis).
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“One
shot schemes for decentralized quickest detection”, O. Hadjiliadis, H. Zhang, H.V. Poor, Proceedings of
the 11th International Conference on
Information Fusion, Cologne Germany, June 30th – July 3rd,
2008 [pdf]. <Invited
Session>
“A
comparison of 2-CUSUM stopping rules for quickest detection of two-sided
alternatives in a Brownian motion model”,
O. Hadjiliadis, G. Hernandez-del-Valle and I. Stamos, International
Workshop in Applied Probablity, Compiegne France, July 7th – July 10th,
2008 [pdf].
“Drawdowns
and Rallies in games of finite horizon”, O. Hadjiliadis,
International Workshop in Applied Probablity,
“On
a collision local time formula”, O. Hadjiliadis,
International Workshop in Applied
Probablity, Compiegne France, July 7th
– July 10th, 2008 [pdf].
“Robust online change-point detection in
video sequences”, Tsechpenakis, G. and Metaxas, D. and Hadjiliadis O.
and Neidle C., 2006 IEEE Proceedings, 2nd IEEE
Workshop on Vision for Human Computer
Interaction (V4HCI), in conjunction with the IEEE Conference on Computer Vision and Pattern Recognition
(CVPR’06), New York, NY [pdf].
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"Quickest
Detection", H. V. Poor and O. Hadjiliadis,
Cambridge University Press UK (to appear).
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“Formulas
for stopped diffusion processes with stopping times based on drawdowns and drawups”, L. Pospisil, J. Vecer and O. Hadjiliadis (submitted
“One-shot
schemes for decentralized quickest change detection”, O. Hadjiliadis, H. Zhang and H. V. Poor (submitted 06-19-08 to
the IEEE Transactions on Information Theory).
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1314N Ingersoll Hall
Department of Mathematics,
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Phone: (718) 951-5000 ext. 2718
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ohadjili (at) princeton.edu
ohadjiliadis (at) brooklyn.cuny.edu