My name is Anna Timonina-Farkas and I am a scientific researcher conducting fundamental research in the field of Operations Research and Extreme-Value Statistics. I focus on theory and data-driven solution methods in multi-stage optimization under model and decision-dependent uncertainties. Possible application areas include topics in financial planning and inventory control, energy production and trading, electricity generation planning, pension fund management and similar fields. I am particularly interested in applications in such fields as supply chain management, risk management, finance, as well in the field of high-dimensional information retrieval.

I earned my PhD degree (with honors) 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 optimization. Before I joined the University of Vienna, I received my B.Sc. and M.Sc. degrees in Applied Mathematics and Physics at the Moscow Institute of Physics and Technology (National Research University). At MIPT, 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 found 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 (Enable Grant, 2023; E4S Grant, 2022; University of Vienna Publication Award, 2017; Schrödinger Fellowship, 2015; Best Student Paper Prize at CMS, 2013; IIASA’s Mikhalevich Award, 2011).

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.