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Olympia Hadjiliadis
Olympia Hadjiliadis
Professor of Mathematics and Statistics, CUNY
在 hunter.cuny.edu 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Quickest detection
HV Poor, O Hadjiliadis
Cambridge University Press, 2008
9632008
One shot schemes for decentralized quickest change detection
O Hadjiliadis, H Zhang, HV Poor
IEEE Transactions on Information Theory 55 (7), 3346-3359, 2009
1012009
Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups
L Pospisil, J Vecer, O Hadjiliadis
Stochastic Processes and their Applications 119 (8), 2563-2578, 2009
572009
Maximum drawdown insurance
P Carr, H Zhang, O Hadjiliadis
International Journal of Theoretical and Applied Finance 14 (08), 1195-1230, 2011
562011
Drawdowns preceding rallies in the Brownian motion model
O Hadjiliadis, J Večeř
Quantitative Finance 6 (5), 403-409, 2006
542006
Optimal and asymptotically optimal CUSUM rules for change point detection in the Brownian motion model with multiple alternatives
O Hadjiliadis, V Moustakides
Theory of Probability & Its Applications 50 (1), 75-85, 2006
542006
Drawdowns and the speed of market crash
H Zhang, O Hadjiliadis
Methodology and Computing in Applied Probability 14, 739-752, 2012
502012
Sequential classification in point clouds of urban scenes
O Hadjiliadis, I Stamos
Proc. 3DPVT, 2010
442010
Stochastic modeling and fair valuation of drawdown insurance
H Zhang, T Leung, O Hadjiliadis
Insurance: Mathematics and Economics 53 (3), 840-850, 2013
402013
Drawdowns and rallies in a finite time-horizon: drawdowns and rallies
H Zhang, O Hadjiliadis
Methodology and Computing in Applied Probability 12, 293-308, 2010
362010
Online algorithms for classification of urban objects in 3d point clouds
I Stamos, O Hadjiliadis, H Zhang, T Flynn
2012 Second International Conference on 3D Imaging, Modeling, Processing …, 2012
282012
Robust online change-point detection in video sequences
G Tsechpenakis, DN Metaxas, C Neidle, O Hadjiliadis
Proceedings of the 2006 Conference on Computer Vision and Pattern …, 2006
192006
Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model
O Hadjiliadis
Journal of Applied Probability 42 (4), 1183-1193, 2005
192005
Venous thromboembolic disease after lung transplantation: special focus on sirolimus
R Lingaraju, NP Blumenthal, J Mendez, O Hadjiliadis, JC Lee, VN Ahya, ...
The Open Transplantation Journal 4 (1), 2010
172010
Quickest detection in coupled systems
H Zhang, O Hadjiliadis, T Schäfer, HV Poor
SIAM Journal on Control and Optimization 52 (3), 1567-1596, 2014
142014
Robustness of the N-CUSUM stopping rule in a Wiener disorder problem
H Zhang, N Rodosthenous, O Hadjiliadis
112015
Quickest detection in coupled systems
O Hadjiliadis, T Schaefer, HV Poor
Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held …, 2009
102009
On the best 2-CUSUM stopping rule for quickest detection of two-sided alternatives in a Brownian motion model
O Hadjiliadis, VH Poor
Теория вероятностей и ее применения 53 (3), 610-622, 2008
102008
Quickest detection in the Wiener disorder problem with post-change uncertainty
H Yang, O Hadjiliadis, M Ludkovski
Stochastics 89 (3-4), 654-685, 2017
72017
Quickest detection in a system with correlated noise
H Zhang, O Hadjiliadis
2012 IEEE 51st IEEE Conference on Decision and Control (CDC), 4757-4763, 2012
72012
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