Vienna, Austria +43.676.562.3331 timonina.ann@gmail.com http://homepage.univie.ac.at/anna.timonina/ www.linkedin.com/in/timonina Curriculum Vitae OPERATIONS RESEARCH MULTI- STAGE STOCHASTIC OPTIMIZATION Accomplished applied mathematics, statistics, and operations researcher leading innovative projects in multi-stage stochastic optimization to analyze decision-making under uncertainty, risk-management of extreme events, and search engine ranking models. Demonstrated theoretical knowledge and practical skills in quantitative data and risk analysis for derivatives markets, structured products, and financial risk-hedging and management. Experienced data and risk modeler with exceptional skills providing accuracy and computational efficiency for large-scale scenario analysis and high-frequency data mining. EDUCATION AND CREDENTIALS Doctor of Philosophy (PhD) in Statistics and Operations Research, 2014 University of Vienna Institute of Statistics and Operations Research, Vienna, Austria Master of Science in Applied Mathematics and Physics, 2011 Moscow Institute of Physics and Technology, Moscow, Russia Master of Science in Finance, expected 2018 HEC Lausanne Faculty of Business and Economics University of Lausanne, Lausanne, Switzerland Bachelor of Science in Applied Mathematics and Physics, 2009 Moscow Institute of Physics and Technology, Moscow, Russia Financial Economics Masters Program Coursework, 2010 National Research University Higher School of Economics, Moscow, Russia, in cooperation with The London School of Economics and International college of Economics and Finance Language Proficiencies Russian: Native English: Fluent, C2 Level, International English Language Testing System Certification 2017 Moscow Institute of Physics and Technology Translator in the Field of Professional Communication Diploma, 2008 German: Fluent, C2 Level, University of Vienna Language Certification 2011 French: Lower Intermediate, A2 Level Technical Proficiencies Programming Languages: MatLab, Python, R, C++, Assembler Word Processing: LaTex, Microsoft Word Data Queries: SQL, MySQL, Microsoft Excel continued
Page Two ACADEMIC APPOINTMENTS University of Vienna Institute for Statistics and Operations Research, Vienna, Austria SENIOR POSTDOCTORAL RESEARCHER (September 2017 to Present) Collaborative project leader spearheading research and development of stochastic and robust optimization techniques and high-dimensional computational algorithms for risk-management of catastrophic events, financial decision-making, and search engine ranking models. Establish accuracy measures and identify challenges confronting existing information technologies and numerical analyses to reach dynamic solutions. Successfully utilized challenging approximation techniques to solve multi-stage stochastic optimization problems. Ecole Polytechnique Fédérale De Lausanne, Lausanne, Switzerland POSTDOCTORAL RESEARCHER (September 2015 to September 2017) Developed, alongside team, new modeling paradigms for large-scale, dynamic decision problems under uncertainty. Designed efficient and reliable algorithms for optimization solutions with practical intention to provide insights and process implementations across business and economic domains. Narrowed gap in PageRank optimization methods by developing two effective algorithmic solutions for uncertain growing systems of linear equations in a PageRank model: a subgradient descent design appropriate for middle-dimensional networks (10³ nodes) avoiding spam entries, as well as a power method with a specific irreducible matrix suitable for high-dimensional systems (10 9 web pages). Both methods provided robust solutions and the sub-gradient method was appropriate for Scientometrics, i.e. journal ranking. Demonstrated, by combining dynamic programming with optimal quantization on decision trees, enhanced accuracy and efficiency of multi-stage stochastic optimization algorithms. The enhancement was not linear; the necessary time of computation increased when the number of dimensions increased. University of Vienna Institute of Statistics and Operations Research, Vienna, Austria PROJECT ASSISTANT (September 2010 to December 2013) Developed new methods for the approximation of continuous-state stochastic processes by scenario trees In multi-stage stochastic optimization. Generalized distance concepts for the case of stochastic processes given by their continuous distribution functions, which allowed to keep the setup purely distributional but at the same time to introduce information and information constraints taking stage-wise information into account and making a step towards new methods for distribution quantization. Strategically analyzed catastrophe risk management from multi-period, multi-hazard, and multi-region viewpoints and developed algorithms to maximize the effectiveness of riskmanagement strategies. Developed framework for analyzing systemic risk across complex networks traditionally understood as disparate. Demonstrated strength of framework s calculations by applying it to a selected set of economic, ecological, and social science networks.
Page Three PROFESSIONAL AFFILIATIONS EXTERNAL CONTRACTOR (December 2016 to February 2017) Dedicated research through the Risk and Resilience Program modeling climate change impact on economic, ecological, and social systems to transform regional and national management practices. Mapped crop yield probability distributions and employed vine copulas to estimate financial risks. Powerfully demonstrated a 1,000-year drought could increase Austria s costs by over 110 million between now and 2100. Analyzed data for dependencies and reduced 100,000 grid cells (1.3 million hectares of arable land) to 707 dependent areas in Austria. Executed high-dimensional computations in MatLab and R for crop yield distribution estimation in cases of droughts. RESEARCH SCHOLAR (October 2012 to September 2015) Conducted research to develop climate change adaptation into policies for financial and insurance sectors in collaboration with EU Enhance. Analyzed interdependencies of risk and options for risk transfer at an entrepreneurial, national, and EU scale. Developed a framework for analyzing regional interdependencies for high-dimensional cases. Executed high-dimensional computations, including vine, structured, and hierarchical copulas, to study interdependencies between 796 river basins across the EU to understand relationship of flood and drought events in Europe. Developed optimal insurance contracts based against flood and droughts in the EU at the European Solidarity Fund s behest. Powerfully demonstrated a 500-year flood in Romania could result in financial losses of over 10 billion. MIKHALEVICH SCHOLAR (Summer 2012) Skillfully tested methods for natural disaster risk assessment schemes and scenarios using an inventory of existing risk information. Developed methods and scenarios in collaboration with the EU ENHANCE project. Recommended guidelines and policy for the horizontal integration of risk management. YOUNG SCIENTISTS SUMMER PROGRAM RESEARCHER (Summer 2011) Chosen participant to work with IIASA s senior scientists in research on energy, ecosystem services, water, risk policy, and vulnerability.
Page Four TEACHING EXPERIENCE LECTURER University of Vienna (October 2012 to June 2014, November 2017 to January 2018) Presented lecture and seminar courses in mathematics and statistics for business students levels 1 and 2. Will conduct a mathematics course this year during the Winter semester. EDITORIAL AND REVIEW EXPERIENCE EDITORIAL BOARD MEMBER, AIMS Press Quantitative Finance and Economics (2016 to Present) Review new submissions for Open Access journal dedicated to publishing peer-reviewed, original papers in the field of finance and economics. REVIEWER, Multiple Journals (2016 to Present) Review requested articles and submissions in statistics, operations research, high-dimensional data analysis, and other applied mathematics subjects for journals including Risk Analysis and Computational Mathematical Science. PUBLICATIONS 1. A. Timonina-Farkas, Robust PageRank: Stationary Distribution on a Growing Network Structure, Submitted to Mathematical Programming. Available on Optimization Online, 2017. http://www.optimization-online.org/db_html/ 2017/07/6135.html 2. A. Timonina-Farkas, G.Ch. Pflug. Stochastic Dynamic Programming Using Optimal Quantizers, Submitted to Annals of Operations Research. Available on Optimization Online, 2017. http://www.optimization-online.org/db_html/2017/10/6269.html 3. S. Hochrainer-Stigler, J. Balkovič, K. Silm, A. Timonina-Farkas. Country Risk Assessment of Drought Events under Climate Change: A case study on Austria, Submitted to Climatic Change, 2017. 4. G. Pflug, A. Timonina-Farkas, and S. Hochrainer-Stigler, Incorporating Model Uncertainty into Optimal Insurance Contract Design, Insurance: Mathematics and Economics, Elsevier, Amsterdam, Netherlands, 2017. http://dx.doi.org/10.1016/j.insmatheco.2016.11.008 5. A. Timonina, S. Hochrainer-Stigler, G. Pflug, B. Jongman and R. Rojas, Structured Coupling of Probability Loss Distributions: Assessing Flood Risk in Multiple River Basins, Risk Analysis, May 2015, DOI: 10.1111/risa.12382. 6. A.V. Timonina. Approximation of Continuous-state Scenario Processes in Multi-stage Stochastic Optimization and its Applications, University of Vienna, PhD Dissertation, 2014. 7. A.V. Timonina, Multi-Stage Stochastic Optimization: The Distance Between Stochastic Scenario Processes, Computational Management Science, Springer-Verlag Berlin Heidelberg, August 2013, DOI 10.1007/s10287-013-0185-3. 8. S. Hochrainer, A. Timonina, K. Williges, G. Pflug and R. Mechler, Modelling the economic and fiscal risks from natural disasters. Insights based on the CatSim model, Global Assessment Report on Disaster Risk Reduction, 2013. 9. A. Timonina, R. Mechler, K. Williges, S. Hochrainer-Stigler. Deliverable 2.1: Catalogue and Toolbox of Risk Assessment and Management Tools, ENHANCE Project, Prepared under contract from the European Commission, Grant Agreement no. 308438, 2013.
Page Five 10. A.V. Timonina, Optimal Strategies for Risk-Management of Catastrophic Events, IIASA, YSSP, 2011. 11. B.T. Polyak, A.V. Timonina, PageRank: New Regularizations and Simulation Models, 18th IFAC World Congress, Volume No. 18, part No. 1, Milano, Italy, August 2011, 11202 11207. 12. A.V.Timonina, The Rank-Problem Modeling and its Analysis, Collection of Studies of the Second Traditional School Control, Information and Optimization, Pereslavl-Zalessky, Russia, 2010 (in Russian). 13. A.V. Timonina, The Rank-Model and Its Investigations, Stochastic Optimization in Informatics, No. 5, (O.N. Granichin ed., ISSN 1992 2922), St. Petersburg University, 2009, 139 156 (in Russian). 14. A.V. Timonina, Iterative Algorithms for Ranking with Application to Scientometrics and to the Internet, Collection of Studies of the 6th All-Russian Conference for Young Scientists, St. Petersburg, Russia, 2009 (in Russian). 15. A.V. Timonina, The Rank-Problem Modeling and Its Analysis, Collection of Studies of the 52d Scientific Conference MIPT, Moscow, Russia, 2009 (in Russian). 16. A.V. Timonina, The Rank-Problem Modeling and Its Analysis, Collection of Studies of the First Traditional School Control, Information and Optimization, Pereslavl-Zalessky, Russia, 2009 (in Russian). AWARDS Schrödinger Fellowship, Austrian Science Funds (FWF) (2015) Best Student Paper Prize, 10 th International Conference on Computational Management Science (2013) Mikhalevich Award, International Institute for Applied System Analysis (2011) Conference Award, 52 nd Scientific Conference of Moscow Institute of Physics and Technology (2009) Abramov-Frolov Scholarship, Moscow Institute of Physics and Technology (2008/09) A. Menshikov Scholarship, Moscow Institute of Physics and Technology (2006/08) MUSIC AWARDS AND EXPERIENCE Bryansk School of Arts Music Diploma with Specialization in Violin (2001) Special Diploma for Original Interpretation of Modern Composer Piece, Violin, First Youth Delphic Games of the CIS Member States (2002) 1 st Place, Annual Bryansk Regional Music Contest The Singing Bow (1996, 1997, 1998, 1999, 2000, 2001) HOBBIES Violin player and member of the Vienna University Orchestra Competitive tennis player at the amateur level Figure skating competition observer with a special interest in score management via optimization