Concepedia

Olympia Hadjiliadis

OH

13

Publications

483

Citations

12

H-Index

2005

Active since

Affiliations

Columbia University(Current)

Brooklyn College

The Graduate Center, CUNY

Princeton University

City University of New York

Olympia Hadjiliadis is an author at Columbia University specializing in engineering, computer science, and probability theory.

Top concepts

EngineeringComputer ScienceProbabilityStochastic CalculusStochastic ProcessesFinanceBusinessSignal ProcessingEconomicsInsurance

Publications per year

2005–2013

13

Publications

13

One Shot Schemes for Decentralized Quickest Change Detection

Olympia Hadjiliadis, Hongzhong Zhang, H. Vincent Poor · IEEE Transactions on Information Theory · 2009 · 90 citations

Engineering, Multi-sensor Management, Sensor Signal Processing +14

Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups

Libor Pospisil, Jan Večeř, Olympia Hadjiliadis · Stochastic Processes and their Applications · 2009 · 58 citations

Engineering, Diffusion Process, Stochastic Calculus +6

MAXIMUM DRAWDOWN INSURANCE

Peter Carr, Hongzhong Zhang, Olympia Hadjiliadis · International Journal of Theoretical and Applied Finance · 2011 · 57 citations

Financial Protection, Maximum Drawdown Insurance, Risk Measure +18

Drawdowns and the Speed of Market Crash

Hongzhong Zhang, Olympia Hadjiliadis · Methodology And Computing In Applied Probability · 2011 · 47 citations

Market Microstructure, Economics, Financial Economics +5

Drawdowns preceding rallies in the Brownian motion model

Olympia Hadjiliadis, Jan Večeř · Quantitative Finance · 2006 · 44 citations

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