Research Interests
- Financial engineering
- Stochastic Modeling and Simulation
- Stochastic Systems with Long Memory
- Statistical Inference for Stochastic Processes
- Sequential Experimental Design
- Engineering Education
Education
- Ph.D., Statistics, Purdue University, 2009
- Diploma, Applied Mathematics, National Technical University of Athens, 2004
Awards and Honors
- Teacher Ranked as Excellent by their students for IE 400 (Fall 2014, 2015, 2016, 2017, 2018), for IE 525 (Spring 2017), for IE 598AC (Fall 2016)
- The Sharp Outstanding Teaching Award in Industrial Engineering (2015-2016) (April 22, 2016)
- Engineering Council Award for Excellence in Advising (2018-2019)
Additional Campus Affiliations
Adjunct Clinical Associate Professor, Industrial and Enterprise Systems Engineering
Affiliate, Center for Social and Behavioral Science
Recent Publications
Bays-Muchmore, M. F., & Chronopoulou, A. (2018). First year engineering students perceptions of engineering. ASEE Annual Conference and Exposition, Conference Proceedings, 2018-June.
Chronopoulou, A., & Spiliopoulos, K. (2018). Sequential Monte Carlo for fractional stochastic volatility models. Quantitative Finance, 18(3), 507-517. https://doi.org/10.1080/14697688.2017.1327717
Chronopoulou, A., & McGlaughlin, P. (2016). Discretization error of reflected fractional Brownian motion. In T. M. Roeder, P. I. Frazier, R. Szechtman, & E. Zhou (Eds.), 2016 Winter Simulation Conference: Simulating Complex Service Systems, WSC 2016 (pp. 270-276). [7822095] (Proceedings - Winter Simulation Conference; Vol. 0). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/WSC.2016.7822095
Chronopoulou, A., & Nagi, R. (2016). Online community detection for fused social network graphs. In FUSION 2016 - 19th International Conference on Information Fusion, Proceedings (pp. 1682-1686). [7528085] (FUSION 2016 - 19th International Conference on Information Fusion, Proceedings). Institute of Electrical and Electronics Engineers Inc..
Chronopoulou, A., Cross, K. J., King, D. M., & Salimi, E. (2016). Using case studies to enhance the critical thinking skills of IE students. Paper presented at 123rd ASEE Annual Conference and Exposition, New Orleans, United States.