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.
Note: the publications may be consulted as posts, clickable by author (e.g., M. Crăciun), category (either, e.g., (original), (survey), paper, book or mathematical field, e.g., global random walk, time series), tag (year), etc.
The processing of the information is in progress.
- 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.