My name is Anna Timonina-Farkas and I am a postdoctoral researcher at the Chair of Technology & Operations Management at EPFL, focusing on theory and data-driven applications in the field of multi-stage decision-making under uncertainty. My professional background and practical skills are in the areas of operations research and statistics. I am interested in applications of my research in such fields as supply chain management, risk management and finance, as well in the field of high-dimensional information retrieval.
I earned my PhD degree in Statistics and Operations Research at the University of Vienna in April 2014 with dissertation devoted to theoretical and practical aspects of multi-stage stochastic programming, where the numerical solution of the optimization problem needed to be estimated by approximation of continuous-state stochastic processes with scenario trees. Before I joined the University of Vienna, I received my B.Sc. (2009) and M.Sc. (2011) degrees in Applied Mathematics and Physics at the Moscow Institute of Physics and Technology (National Research University). There I pursued my first scientific research devoted to regularizations and simulation models for PageRank problem under the supervision of Prof. Dr. Boris Polyak and there my scientific interests find their origin.
As for my professional experience, I served as a Research Scholar at the Risk, Policy and Vulnerability program at the International Institute for Applied Systems Analysis (Vienna, Austria), pursuing research in the area of natural disaster risk-management. Further, as recipient of a Schrödinger Fellowship of the Austrian Science Fund, I conducted research at the Risk, Analytics and Optimization Department at EPFL as well as at the Department of Statistics and Operations Research at the University of Vienna.
I received several awards for the quality of my research (University of Vienna Publication Award, 2017; Schrödinger Fellowship, 2015; Best Student Paper Prize at CMS, 2013; IIASA’s Mikhalevich Award, 2011).
Some of my professional projects can be found right here on the website.
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!