Diana Roman
BSc, Mathematics, MSc, Applied Statistics and Optimization (University of Bucharest) PhD (Brunel University, London)
Consultant and Research Associate
After completing her PhD under late Professor Darby-Dowman and Professor Mitra, Dr Roman joined OptiRisk Systems as a software developer. She had designed the scenario-generator library which was used inSPInEthe first version of the SP Tool developed by OptiRisk Systems. Together with Professor Mitra she has written a few seminal papers on the topic of portfolio construction with downside risk control in general and use of Second Order Stochastic Dominance (SSD) in particular. Dr Roman is a faculty member of CARISMA, and a lecturer in the department of Mathematical Sciences at Brunel University.Dr Roman is Fluent in Romanian (Native language) and in English.