Meet the Researchers
Anna Amirdjanova
Education
- Ph.D., Statistics, University of North Carolina at Chapel Hill, 2000
- Ph.D., Business Administration / Real Estate and Finance, University of California - Berkeley, 2015
Post-doctoral Research Associate
University of North Carolina at Chapel Hill
2001Assistant Professor of Statistics
University of Michigan - Ann Arbor
2001 - 2009Associate Professor of Mathematics
American University
2009 - 2011Economist
Board of Governors of the Federal Reserve System
2015Senior Economist
Board of Governors of the Federal Reserve System
2015 - present
- Initial Margin for Crypto Currencies Risks in Uncleared Markets
Anna Amirdjanova, David Lynch, and Anni Zheng
Finance and Economics Discussion Series (2026)
https://doi.org/10.17016/FEDS.2026.009 - Inverse stochastic transfer principle
Matthew Linn and Anna Amirdjanova
Communication on Stochstic Analysis (2010)
https://doi.org/10.31390/cosa.4.1.06 - Representations of the optimal filter in the context of nonlinear filtering of random fields with fractional noise
Matthew Linn and Anna Amirdjanova
Stochastic Processes and their Applications (2009)
https://doi.org/10.1016/j.spa.2008.12.007 - Stochastic evolution equations for nonlinear filtering of random fields in the presence of fractional Brownian sheet observation noise
Anna Amirdjanova and Matthew Linn
Computers & Mathematics with Applications (2008)
https://doi.org/10.1016/j.camwa.2007.08.032 - Vortex theory approach to stochastic hydrodynamics
Anna Amirdjanova
Mathematical and Computer Modelling (2007)
https://doi.org/10.1016/j.mcm.2006.11.001 - Product formula and independence criterion for multiple Huang–Cambanis integrals
Sébastien Chivoret and Anna Amirdjanova
Statistics & Probability Letters (2006)
https://doi.org/10.1016/j.spl.2006.07.003 - Interaction between stock indices via changepoint analysis
Martin J. Lenardon and Anna Amirdjanova
Applied Stochastic Models in Business and Industry (2006)
https://doi.org/10.1002/asmb.653 - Large deviation principle for a stochastic navier-Stokes equation in its vorticity form for a two-dimensional incompressible flow
Anna Amirdjanova and Jie Xiong
Discrete and Continuous Dynamical Systems - B (2006)
https://doi.org/10.3934/dcdsb.2006.6.651 - New Method for optimal nonlinear filtering of noisy observations by multiple stochastic fractional integral expansions
A. Amirdjanova and S. Chivoret
Computers & Mathematics with Applications (2006)
https://doi.org/10.1016/j.camwa.2006.08.011 - Shrinkage estimation for convex polyhedral cones
Anna Amirdjanova and Michael Woodroofe
Statistics & Probability Letters (2004)
https://doi.org/10.1016/j.spl.2004.08.007 - Nonlinear Filtering with Fractional Brownian Motion
Anna Amirdjanova
Applied Mathematics and Optimization (2002)
https://doi.org/10.1007/s00245-002-0754-2 - Stochastic Vorticity and Associated Filtering Theory
Anna Amirdjanova and Gopinath Kallianpur
Applied Mathematics and Optimization (2002)
https://doi.org/10.1007/s00245-002-0755-1
conference
Jan 25-26, 2021virtual panel
Counterparty Credit Risk Modeling and Management / GFMI Conference
conference
July 27-31, 2015University of Cambridge, UK
15th SAET Conference on Current Trends in Economics
Awards
- 2006
National Security Agency (Mathematical Sciences Program)
Faculty Grant
- 2003
National Science Foundation, University of Wisconsin - Madison
Probability Internship (Faculty) Award
- 2008
National Science Foundation (Probability and Applied Mathematics Program)
Standard (Faculty) Grant
- 2010
The Isaac Newton Institute for Mathematical Sciences (Cambridge, UK)
Visiting (Faculty) Fellowship
- 2004
National Security Agency (Probability Program)
Faculty Grant
- 2007
University of Michigan - Ann Arbor
Rackham Spring/Summer Faculty Research Grant
- 2009
Haas School of Business at University of California - Berkeley
The Fisher Center for Real Estate & Urban Economics Fellowship
- 2007
National Science Foundation, Mathematisches Forschungsinstitut Oberwolfach
U.S. Junior Oberwolfach Fellowship
- 1998
University of North Carolina - Chapel Hill
Excellence in Teaching Award
- 1996
University of North Carolina - Chapel Hill
George Nicholson Doctoral Fellowship
- 2007
University of Michigan - Ann Arbor
Grant from the Michigan Center for Theoretical Physics
Conference Organization
Fall 2003 | University of Michigan, Ann Arbor, MI
Probability Theme Semester
Organizer
August 1-6, 2026 | Boston, MA
Joint Statistical Meetings
Organizer of Session "Advances in Statistical Methods for Financial Risk Management"
June 4 - 8, 2007 | Ann Arbor, MI
International Workshop "Large Deviations: Theory and Applications"
Co-organizer
2006-2007 | Ann Arbor, MI
The Michael B. Woodroofe Distinguished Lecture
Co-organizer
August 26, 2006 | Madrid, Spain
International Congress of Mathematicians
Session chair
April 15, 2005 | Palm Cove, Australia
Fourth International Symposium on Business and Industrial Statistics
Session chair
August 11-15, 2002 | New York City, NY
Joint Statistical Meetings
Program committee representative from the Institute of Mathematical Statistics
May - August 2005 | University of Michigan, Ann Arbor, MI
Summer Probability Seminar Series
Organizer
May 28 - June 1, 2007 | Snowbird, Utah
SIAM Conference on Applications of Dynamical Systems
Co-organizer of the invited mini-symposium "Random Dynamical Systems with Applications to Fluid Dynamics"
Referee
- Journals and book publishers: The Journal of Finance, Mathematical Finance, Bernoulli, Stochastic Processes and Their Applications, Stochastics and Dynamics, IMS Monograph Series, SIAM Journal on Control and Optimization, Electronic Journal of Probability, SIAM Journal on Mathematical Analysis, Physics Letters A, Springer-Verlag, John Wiley & Sons, Inc., Addison-Wesley.
- Referee for grant agencies: U.S. Civilian Research and Development Foundation, National Security Agency, National Science Foundation.