Research Output per year
Fingerprint Fingerprint is based on mining the text of the expert's scholarly documents to create an index of weighted terms, which defines the key subjects of each individual researcher.
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Fractional Brownian Motion
Mathematics
Malliavin Calculus
Mathematics
Parameter Estimation
Mathematics
Hermite
Mathematics
Consistent Estimator
Mathematics
Change Detection
Mathematics
Sequential Detection
Mathematics
Hurst Parameter
Mathematics
Network
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Research Output 2009 2018
First year engineering students perceptions of engineering
Bays-Muchmore, M. F. & Chronopoulou, A., Jun 23 2018, In : ASEE Annual Conference and Exposition, Conference Proceedings. 2018-JuneResearch output: Contribution to journal › Conference article
Students
Engineers
Planning
Sequential Monte Carlo for fractional stochastic volatility models
Chronopoulou, A. & Spiliopoulos, K., Mar 4 2018, In : Quantitative Finance. 18, 3, p. 507-517 11 p.Research output: Contribution to journal › Article
Stochastic volatility model
Filter
Asymptotic normality
Methodology
Simulation study
Discretization error of reflected fractional Brownian motion
Chronopoulou, A. & McGlaughlin, P., Jul 2 2016, 2016 Winter Simulation Conference: Simulating Complex Service Systems, WSC 2016. Roeder, T. M., Frazier, P. I., Szechtman, R. & Zhou, E. (eds.). Institute of Electrical and Electronics Engineers Inc., p. 270-276 7 p. 7822095. (Proceedings - Winter Simulation Conference; vol. 0).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
Reflected Brownian Motion
Discretization Error
Brownian movement
Fractional Brownian Motion
Long-range Dependence
Online community detection for fused social network graphs
Chronopoulou, A. & Nagi, R., Aug 1 2016, FUSION 2016 - 19th International Conference on Information Fusion, Proceedings. Institute of Electrical and Electronics Engineers Inc., p. 1682-1686 5 p. 7528085. (FUSION 2016 - 19th International Conference on Information Fusion, Proceedings).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
Online Communities
Community Detection
Random Graphs
Social Networks
Change Detection
Using case studies to enhance the critical thinking skills of IE students
Chronopoulou, A., Cross, K. J., King, D. M. & Salimi, E., Jun 26 2016.Research output: Contribution to conference › Paper
Students