Dr. Maria Crăciun
Ph.D. in Mathematics (2005)
Senior researcher (I) at Tiberiu Popoviciu Institute of Numerical Analysis
Current research domains:
- Automatic trend estimation
- time series theory and quantitative finance
- numerical analysis
- approximation of functions by means of linear and positive operators
- umbral calculus
(version of July 3, 2020)
|Date and place of birth||august 1973, Făgăraş|
|2005||Ph.D. in Mathematical Analysis
Babeş-Bolyai University, Cluj-Napoca
Thesis: Approximation methods obtained using the Umbral Calculus
Scientific advisor: acad. Dimitrie D. Stancu
|1996-1997||Master Studies at Faculty of Mathematics and Computer Science, “Babeş-Bolyai” University, Cluj-Napoca, field Numerical Analysis;|
|1991-1996||Faculty of Sciences, Mathematics – Computer Science section, “Lucian Blaga” University, Sibiu;|
|1987-1991||High-school “Gheorghe Lazăr”, Sibiu, section mathematics-physics;|
|2015 – 2016||scientific researcher II, “Tiberiu Popoviciu” Institute of Numerical Analysis (ICTP), Cluj-Napoca, Romanian Academy|
|2005 – 2014||scientific researcher III, ICTP|
|1999 – 2005||research assistant, ICTP|
|1996 – 1998||teaching assistant at Faculty of Sciences, “Lucian Blaga” University, Sibiu|
|2010 – 2013||courses and laboratories of mathematics and informatics taught at the Faculty of Pharmacy, “Iuliu Haţieganu” University of Medicine and Pharmacy, Cluj-Napoca (French and Romanian section)|
|1996 – 1998||seminars of mathematics and informatics taught at the Faculty of Sciences, “Lucian Blaga” University, Sibiu|
Conferences and workshops:
- Alexandru Pop, Maria Crăciun and Călin Vamoş, Deciphering the orbital period variability of U CrB using differential diagnosis, Outlook in Astronomy, Astrophysics, Space and Planetary Sciences, International Conference 17-19 May 2018, Cluj Academic Days 2018
- M. Crăciun, C. Vamoş, N. Suciu, Numerical analysis and generation of groundwater concentration time series, (poster), SIAM Conference on Mathematical and Computational Issues in the Geosciences, September 11-14, 2017, Erlangen, Germany.
- N. Suciu, C. Vamoş, M. Crăciun, P. Knabner, Time series parameterization of evolution equations for probability density functions of uncertain concentrations transported in groundwater, SIAM Conference on Mathematical and Computational Issues in the Geosciences, September 11-14, 2017, Erlangen, Germany.
- M. Crăciun, C. Vamoş, N. Suciu, Modeling and numerical generation of hydrological concentration time series, Zilele Academice, Simpozion “Analiză numerică, aproximare şi modelare”, 14 iunie 2017
- A. Pop, M. Crăciun, C. Vamoş, G. Mocanu, Deciphering the orbital period variability of WW Cygni, Zilele Academice, Symposium “International year of Light 2015-Astronomical perspectives”, 21 mai 2015
- M. Crăciun, C. Vamoş, A. Pop, G. Mocanu, Analiza variabilității perioadei orbitale a sistemului binar WW Cygni , Zilele Academice, Simpozion “Metode numerice si de aproximare”, 20 mai 2015
- Călin Vamoş, Maria Crăciun, Algoritm pentru stabilirea existenţei tendinței într-o serie de timp cu zgomot, Zilele Academice, Simpozion “Metode numerice si de aproximare”, 20 mai 2015
- M. Crăciun, C. Vamoş, A. Pop, Numerical Detection of Deterministic Components of Noisy Astronomical Time Series, Third International Conference on Numerical Analysis and Approximation Theory, Cluj-Napoca, September 17-20, 2014
- Maria Crăciun, Călin Vamoş, Alexandru Pop, Analiza numerică a proprietăţilor funcţiei de “selfcorrelation” pentru seriile de timp neechidistante, Zilele Academice, 2014,
- Călin Vamoş, Maria Crăciun, Descompunere pe mai multe scări a seriilor de timp complexe, Zilele Academice, 2014,
- Maria Crăciun, Călin Vamoş, Monte Carlo simulations of the nonstationary financial time series, Optimization in Finance – OPTFIN2012 Workshop, Petru Maior University of Târgu-Mures, 4-7 December 2012
- Maria Crăciun, Călin Vamoş, O metodă automată de estimare a tendinţei dintr-o serie de timp nestaţionară, Zilele Academice, 2012
- Maria Crăciun, Călin Vamoş, O măsură de asimetrie pentru distribuţii stabile, Zilele Academice, 3-4 iunie 2010
- Călin Vamoş, Maria Crăciun, Evaluarea numerică a volatilităţii financiare, Simpozion “Metode numerice şi de aproximare”, Zilele Academice 3-4 iunie 2010, Zilele Academice, 3-4 iunie 2010
- C. Vamoş, Maria Crăciun, Detrending errors of the estimated parameters of a noise superposed on a nonmonotonic trend, International Workshop on Recent Advances in Time Series Analysis, Protaras, Cyprus 08-11 June 2008.
- C. Vamoş, Maria Crăciun, About some problems in time series analysis, International Conference on Applied Mathematics, Baia Mare, 18-21 sept. 2008, abstract p. 51.
- C. Vamoş, Maria Crăciun, Detrending errors of the parameters of a noise superposed on a deterministic trend, International Conference ICTP50, Semicentennial of “Tiberiu Popoviciu” Institute of Numerical Analysis, Cluj Napoca, 7-10 May 2008.
- C. Vamoş, Maria Crăciun, Influence of deterministic trend on the estimated parameters of GARCH(1,1) model, “Applications of Physics in Financial Analysis”, 6th International Conference, 4 – 7 July 2007, Lisbon, Portugal, available online: http://lanl.arxiv.org/abs/0709.1536.
- C. Vamoş, Maria Crăciun, An objective criterion for characterization of a trend in a time series, Simpozion “Interdisciplinaritate în astrofizica observaţională”, 6-7 iulie 2006.
- Maria Crăciun, Proprietăţi ale unei clase de operatori, Simpozion “Centenar Tiberiu Popoviciu”, 29-30 iunie 2006.
- C. Vamoş, Maria Crăciun, Average conditional jump for a white noise superposed on a linear trend, International Conference on Engineering and Mathematics, 9-11 July, 2007, Bilbao, Spain, p. 51-56.
- M. Crăciun, A. Di Bucchianico, On some classes of approximation operators constructed with binomial, Appell and Sheffer sequences, 4th International Conference on Applied Mathematics, 23-26 septembrie 2004, Şuior – Baia-Mare, abstract p. 12.
- M. Crăciun, On some classes of uniform approximation operators (in Romanian), “Academic Days” Symposia, 3-4 June 2004, Cluj-Napoca, Romania.
- M. Crăciun, A. Di Bucchianico, Applications of the umbral calculus to the approximation theory, The 5th Congress of the Romanian mathematicians, 22-28 June 2003, Piteşti, Romania.
- A. Di Bucchianico, M. Crăciun, Umbral calculus and approximation operators, “GROSTAT VI”, 17-20 February, 2003, Menton, France; “www.dima.unige.it/SMID/grostatvi/dibucchianico.pdf”
- M. Crăciun, Approximation operators constructed by means of Sheffer sequences, 38ste Nederlands Mathematisch Congres, 4-5 April 2002, Technische Universiteit Eindhoven, Nederlands.
- M. Crăciun, Approximation Operators and Umbral Calculus, “Academic Days” Symposia, 21-22 June 2002, Cluj-Napoca.
- collaborator at the Research Grant 2-CEEX06-11-96/19.09.2006
- collaborator at the Research Grant with MEC no. ET18 / 2005
- coordinator for the Research Grant with Romanian Academy no. 15/ 2003 with the collaboration of Prof. C. Mustăţa and Prof. A. Di Bucchianico.
- coordinator for the Research Grant with Romanian Academy no. 13/ 2004 with the collaboration of Prof. C. Mustăţa and Prof. A. Di Bucchianico. (continuation)
Other professional activities
- Secretary of the editorial board of “Revue d’Analyse Numérique et de Théorie de l’Approximation” (Romania), 2013-2016
- Technische Universiteit Eindhoven: April 2002; 1-14 June 2003; 11-24 July 2004
- Operating systems: Windows.
- Programming languages: Matlab, C, Pascal.
- Word-processing languages: Scientific Work Place, LaTeX.
- A. Pop, M. Crăciun, M. Bărbosu, On the determination of the orbital elements in the light travel time effect, Romanian Astron. J., 32 (2022) no. 1, pp. 59-71.
- M. Crăciun, T. Harko, Testing Bose-Einstein condensate dark matter models with the SPARC galactic rotation curves data, The European Physical Journal C, vol. 80 (2020), Article no. 735.
- M. Crăciun, T. Harko, Constraining Bose-Einstein condensate dark matter models with the galaxy rotation curves of the SPARC sample, Romanian Astronomical Journal, 29 (2019) no.2, 101-118
- M. Crăciun, C. Vamos, N. Suciu, Analysis and generation of groundwater concentration time series, Advances in Water Resources, vol. 111 (2018), pp. 20-30. DOI: 10.1016/j.advwatres.2017.10.039, (IF 2016 3.221)(pdf)
- A. Pop, M. Crăciun, G.R. Mocanu, C. Vamoș, Evidence for quasiperiodicity in orbital period modulation of WW Cygni, Astrophysics and Space Science, 362: 76. (2017), DOI: 10.1007/s10509-017-3057-4, (2015 Impact factor 1.678)
- C. Vamoş, M. Crăciun, N. Suciu, Automatic algorithm to decompose discrete paths of fractional Brownian motion into self-similar intrinsic components, The European Physical Journal B, 88: 250, (2015), pp.10, DOI: 10.1140/epjb/e2015-60515-5. (2013 Impact factor 1.463) (pdf)
- M. Crăciun, C. Vamoş, A. Pop, Detection of low level periodic signals through enhanced self-correlation method. The case of ER Vulpeculae, Monthly Notices of the Royal Astronomical Society, 448, 2066–2076 (2015), DOI: 10.1093/mnras/stv108. (2013 Impact factor 5.226) (pdf)
- C. Vamoş, M. Crăciun, Intrinsic superstatistical components of financial time series, The European Physical Journal B 87 (2014): 301, pp. 9, doi: 10.1140/epjb/e2014-50596-y. (2013 Impact factor 1.463) (pdf)
- C. Vamoş, M. Crăciun, Numerical demodulation of a Gaussian white noise modulated in amplitude by a deterministic volatility, The European Physical Journal B 86 (2013): 166, pp. 8 doi: 10.1140/epjb/e2013-31072-x (Impact factor 1.282) (pdf)
- C. Vamoş, M. Crăciun, Separation of components from a scale mixture of Gaussian white noises, Physical Review E, v. 81 (2010) no. 5, article no.: 051125. (Impact Factor 2009: 2.400) (pdf)
- C. Pop, C. Vamoş, M. Crăciun, C. Curuţiu, Is Bucharest Stock Exchange Influenced by the Five Traded Financial Investment Companies?, Proceedings of the IASK International Conference Global Management 2009, Seville, Spain, June 22-24, ISBN: 978-989-95806-9-5, pp. 603-613.
- C. Vamoş, M. Crăciun, Serial correlation of detrended time series, Physical Review E, vol. 78 (2008), Issue 3, Article Number: 036707. (Impact Factor 2009: 2.400) (pdf)
- C. Vamoş, M. Crăciun, Influence of deterministic trend on the estimated parameters of GARCH(1,1) model, Creative Math. and Inf., 17 (2008) no. 3, 525-531. (pdf)
- C. Vamoş, Ş.M. Şoltuz, Maria Crăciun, Order 1 autoregressive process of finite length, Rev. Anal. Numér. Théor. Approx., no.2 (2007), pp. 201-216.
- V. Gupta, T. Shervashidze, M. Crăciun, Rate of approximation for certain Durrmeyer operators, Georgian Mathematical Journal, vol. 13 (2006), no.2, 277-284.
- M. Crăciun, On a compound approximation operator of D.D. Stancu type, Rev. Anal. Numér. Théor. Approx., 35 (2006), 33-40. (pdf)
- M. Crăciun, On a class of approximation operators, Mathematical Sciences Research Journal, vol 9(11) (2005) 292-303.
- M. Crăciun and A. Di Bucchianico, Sheffer sequences, probability distributions and approximation operators, 25 pp, SPOR Report 2005-04, Department of Mathematics and Computer Science, Technische Universiteit Eindhoven.
- M. Crăciun, On compound operators depending on s parameters, Rev. Anal. Numér. Théor. Approx., vol. 33 (2004), no. 1, pp.51-60. (pdf)
- M. Crăciun, Compound operators constructed with binomial and Sheffer sequences, Rev. Anal. Numér. Théor. Approx., vol. 32 (2003), no. 2, 135-144. (pdf)
- M. Crăciun, On an approximation operator and its Lipschitz constant, Rev. Anal. Numér. Théor. Approx., vol. 31 (2002), no. 1, 55-60. (pdf)
- M. Crăciun, Approximation operators constructed by means of Sheffer sequences, Rev. Anal. Numér. Théor. Approx., vol. 30 (2001), no. 2, 135-150.