Summary

Academic degree:

Ph.D. in Mathematics (2005)

Current position:

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 April 23, 2017)

CV

Personal Data

E-mail craciun[at]ictp.acad.ro
Date and place of birth august 1973, Făgăraş
Civil status Married

Education background:

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;

Working experience:

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

Teaching experience:

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.

Grants:

  • 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

Research stages

  • Technische Universiteit Eindhoven: April 2002; 1-14 June 2003; 11-24 July 2004

Computer experience

  • Operating systems: Windows.
  • Programming languages: Matlab, C, Pascal.
  • Word-processing languages: Scientific Work Place, LaTeX.

Languages

  • English
  • French.
Publications

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.

Books

  • Călin Vamoş and Maria Crăciun, Automatic trend estimation, Springer, Dordrecht, 2012, pp. 131, ISBN: 978-94-007-4824-8 (Print), 978-94-007-4825-5 (Online), DOI 10.1007/978-94-007-4825-5
  • Maria Crăciun, Procedee de aproximare construite cu ajutorul calculului umbral, Editura Risoprint, Cluj-Napoca, 2008.

Papers

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