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Alexandra Chronopoulou

20092018
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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

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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-June

Research 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

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