Kansas State University† 2017 Works in Optimal Portfolio Creation for Maximal Power Progress (with Robert Dittmar, Shawn Mankad and Tyler Shumway) Systematic Risk Embedded in CDS Spreads (with Charles Clarke) Covariance Structures Embedded in Equity Returns 4 (2010), No. 1, 75–90. Publications Communications on Stochastic Analysis. (Probability & Linn, M., A. Amirdjanova, Representations of the optimal filter in the context Statistics) of non- linear filtering of random fields with fractional noise, Stochastic 119, no. 8 (2009): 2481–2500. Processes and Their Applications. Linn, M., A. Amirdjanova, Amirdjanova, A., M. Linn, Stochastic evolution equations for nonlinear Inverse filtering of ran- dom fields in the presence of fractional Brownian sheet stochastic transfer observation noise. 55, no. 8 (2008): Computers and Mathematics with Applications. principle. 1766–1784. Fellowship (Ross School of Business) Awards Nasdaq Fellowship (Ross School of Business) Neary Award (Ross School of Business) Gilmour Fellowship (Ross School of Business) Travel Award 32nd Conference on Stochastic Processes and Their Applicaitons Honorable Mention Outstanding Graduate Student Instructor Award, Department of Statistics, University of Michigan University of Michigan Department of Statistics Fellowship Teaching Experience Finance 510: 2017 Financial Risk Management, Finance 597FR: 2015-2017 Financial Risk Management, Finance 597FX: 2015-2016 Fixed Income, Finance 300: Winter 2012 Financial Management, Mathematics/Statistics 425: Winter 2009, Spring Introduction to Probability, 2009 Statistics 508: (Fall 2007, Fall 2008) Statistical Analysis of Financial Data, Statistics 100: (5 semesters: Winter 2005 – Introduction to Statistical Reasoning, Winter 2007) Statistics 350: (Summer 2005) Introduction to Statistics and Data Analysis, Ad Hoc Referee: Journal of Finance, Review of Financial Studies, Journal of Financial and Quantitative Analysis, Journal of Alternative Investments Computing Matlab, SAS, R, STATA
Kansas State University† 2017 Works in Optimal Portfolio Creation for Maximal Power Progress (with Robert Dittmar, Shawn Mankad and Tyler Shumway) Systematic Risk Embedded in CDS Spreads Covariance Structures Embedded in Equity Returns (with Charles Clarke) Publications (Probability & Statistics) Linn, M., A. Amirdjanova, Inverse stochastic transfer principle. Communications on Stochastic Analysis. 4 (2010), No. 1, 75–90. Linn, M., A. Amirdjanova, Representations of the optimal filter in the context of non- linear filtering of random fields with fractional noise, Stochastic Processes and Their Applications. 119, no. 8 (2009): 2481–2500. Amirdjanova, A., M. Linn, Stochastic evolution equations for nonlinear filtering of ran- dom fields in the presence of fractional Brownian sheet observation noise. Computers and Mathematics with Applications. 55, no. 8 (2008): 1766–1784. Awards Fellowship (Ross School of Business) Nasdaq Fellowship (Ross School of Business) Neary Award (Ross School of Business) Gilmour Fellowship (Ross School of Business) Travel Award 32nd Conference on Stochastic Processes and Their Applicaitons Honorable Mention Outstanding Graduate Student Instructor Award, Department of Statistics, University of Michigan University of Michigan Department of Statistics Fellowship Teaching Experience Finance 510: Financial Risk Management, 2017 Finance 597FR: Financial Risk Management, 2015-2017 Finance 597FX: Fixed Income, 2015-2016 Finance 300: Financial Management, Winter 2012 Mathematics/Statistics 425: Introduction to Probability, Winter 2009, Spring 2009 Statistics 508: Statistical Analysis of Financial Data, (Fall 2007, Fall 2008) Statistics 100: Introduction to Statistical Reasoning, (5 semesters: Winter 2005 – Winter 2007) Statistics 350: Introduction to Statistics and Data Analysis, (Summer 2005) Ad Hoc Referee: Journal of Finance, Review of Financial Studies, Journal of Financial and Quantitative Analysis, Journal of Alternative Investments Computing Matlab, SAS, R, STATA