My name is Anna Timonina-Farkas and I am a senior postdoctoral researcher at the Department of Statistics and Operations Research in line with the Schrödinger Fellowship (2015) of the Austrian Science Fund (FWF).
My postdoctoral research is devoted to finding of accurate and efficient numerical algorithms for huge-dimensional stochastic and robust optimization problems. The focus is on theory and data-driven applications in the field of multi-stage decision-making under uncertainty.
Some of my professional projects can be found right here on the website.
My professional background and practical skills are lying in the area of applied mathematics, statistics and operations research. The origin of my scientific interests is at the Moscow Institute of Physics and Technology (State University), where I received B.Sc. (2009) and M.Sc. (2011) degrees in Applied Mathematics and Physics and where I pursued my first scientific research devoted to regularizations and simulation models for PageRank problem under the supervision of Prof. Dr. Boris Polyak.
I received my PhD degree in Statistics and Operations Research at the University of Vienna, Austria in 2014. My dissertation is devoted to theoretical and practical aspects of multi-stage stochastic programming, where the numerical solution of the optimization problem needs to be estimated by approximation of continuous-state stochastic processes with scenario trees. I have multiple publications in the areas of my expertise and have presented my work at international conferences, as well as I have received several awards for the quality of my research (Schrödinger Fellowship 2015 of the Austrian Science Fund, Best Student Paper Prize at CMS 2013; Mikhalevich Award 2011 for the application of my PhD research to the area of natural disaster risk-management at International Institute for Applied Systems Analysis).
My goal in research is to work on both interesting and challenging projects and I am always looking for new ways to become a better scientist.
I hope you will enjoy my web-site!
Dr. Anna Timonina-Farkas