Degrees

Ph.D. Operations Research, Case Western Reserve University, Cleveland, Ohio, U.S.A., August 1995.
M.Sc. Mathematics, University of Sofia, Bulgaria, June 1985.

Research/Teaching Interests

Dr. Popova specializes in stochastic processes and statistics. Her research interests include reliability analysis and design of optimal maintenance strategies for randomly failing systems. She has served on the Cockrell School of Engineering faculty since 1995 and has published numerous technical articles and reports.In 2005 Dr. Popova received a $370,000 National Science Foundation (NSF) grant titled "Risk informed nuclear asset management - models and methods" with Co-PIs David Morton, ORIE and Paul Damien, MSIS. The project will address risk assessment, risk management, and reliability problems that arise in nuclear power generation.

1. Quantitative Trading Strategies.
2. Bayesian Models And Computation For Equity Pricing.
3. Fund-Of-Funds Construction Under Nontrivial Risk Measures And Return Distributions.
4. Modeling, Estimation, And Simulation Of Stochastic Dependencies.
5. Impact Of Stochastic Dependencies On Asset Allocation Decisions.
6. Reliability Analysis and Estimation.
7. Risk Management for Electric Power Generation.
8. Energy Pricing and Load Forecast.

Courses Taught:

1. ME N367S / ORI N390R: Simulation Modeling
2. ORI 390R.9: Systems Simulation
3. ORI 390R.9: Statistics for Optimization

Publications

Refereed Archival Journals:

1. Morton D., Popova E., Popova I., "Efficient fund of hedge funds construction under downside risk measures," Journal of Banking and Finance, in print.
2. Dimova, B., Barnes, J.W., Popova, E., Arbitrary Elementary Landscapes & AR(1) Processes, Applied Mathematics Letters, in print, 2005.
3. E. Popova, "Basic optimality results for Bayesian group replacement policies," Operations Research Letters, 32, pp.283 - 287, 2004.
4. Morton D. and E. Popova, "A Bayesian stochastic programming approach to an employee scheduling problem," IIE Transactions of Operations Engineering, 36, pp. 155 - 167, 2004.
5. D.P. Morton, E. Popova, I. Popova and M. Zhong, "Optimizing benchmark-based utility functions," Bulletin of the Czech Econometric Society, Volume 10, Issue 18, pp. 1 - 18, 2003.
6. Chen T. and E. Popova, "Maintenance policies with two-dimensional warranty," Reliability Engineering and System Safety, 77, 61 - 69, 2002.
7. Chen T. and E. Popova, "Bayesian maintenance policies during a warranty period," Communications in Statistics: Stochastic Models, Vol.16, no.1, 121 - 142, 2000.
8. Popova E. and J. G. Wilson, "Adaptive time dynamic model for production volume prediction," International Journal for Production Research, Vol.38, no.13, 3111 - 3130, 2000.
9. Popova E. and J. G. Wilson, "Group replacement policies for parallel systems whose components have phase distributed failure times," Annals of Operations Research, Volume on Reliability and Maintenance in Production Control, Sinuani-Stern (eds.), 91, 163 - 189, 1999.
10. Popova E. and H. -C. Wu, "Renewal reward processes with fuzzy rewards and their applications to T-age replacement policies," European Journal of Operational Research, Vol.117, no.3, 606 - 617, 1999.
11. Wu, D. -Y, R.D. Matthews, E. Popova, and C. Mock, "The Texas project part 4- final results: emissions and fuel economy of CNG and LPG conversions of light-duty vehicles," Journal of Fuels and Lubricants, Section 4, Vol. 107, 928 - 950, 1998.
12. Wilson, J. G. and E. Popova, "Adaptive replacement policies for a system of parallel machines", N. P. Jewell et. al. (eds.), Lifetime Data: Models in Reliability and Survival Analysis, Kluwer Academic Publishers, 371 - 375, 1996.

 

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