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
Clinical Associate Professor, Coordinated Science Lab
Affiliate, Center for Social and Behavioral Science
Clinical Associate Professor, Industrial and Enterprise Systems Engineering
Recent Publications
Deb, B., Sharma, M., Fletcher, J. G., Srinivasan, S. G., Chronopoulou, A., Chen, J., Bailey, K. R., Feuerhak, K. J., & Bharucha, A. E. (2022). Inadequate Rectal Pressure and Insufficient Relaxation and Abdominopelvic Coordination in Defecatory Disorders. Gastroenterology, 162(4), 1111-1122.e2. https://doi.org/10.1053/j.gastro.2021.12.257
Ogolsky, B. G., Mejia, S. T., Chronopoulou, A., Dobson, K., Maniotes, C. R., Rice, T. K. M., Hu, Y., Theisen, J. C., & Carvalho Manhães Leite, C. (2022). Spatial proximity as a behavioral marker of relationship dynamics in older adult couples. Journal of Social and Personal Relationships, 39(10), 3116-3132. https://doi.org/10.1177/02654075211050073
Zhao, Q., & Chronopoulou, A. (Accepted/In press). Delta-hedging in fractional volatility models. Annals of Finance. https://doi.org/10.1007/s10436-022-00415-w
Bays-Muchmore, M. F., & Chronopoulou, A. (2018). First year engineering students perceptions of engineering. ASEE Annual Conference and Exposition, Conference Proceedings, 2018-June. https://doi.org/10.18260/1-2--30521
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