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Flavia Sancier

Assistant Professor of Mathematics and Statistics

 

Contact Information

Office: 112C Arts and Science Building

Phone: 937-319-0110

E-mail:
fsancier@antiochcollege.edu

Dr. Flavia Sancier is an applied mathematician who specializes in probability theory and stochastic processes. She is interested in modeling random phenomena in areas that include finance, social dynamics, population growth and disease spread. Flavia teaches statistics courses and Quantitative Seminars that share themes with Antioch’s Global Seminars in Water, Health, Education, Food, Governance and Energy. Prior to joining Antioch College, Flavia was a Visiting Assistant Professor at Wittenberg University in Springfield, OH, where she taught computational and applied math courses.

EDUCATION

  • Ph.D., Southern Illinois University Carbondale, IL, USA, 2011

  • M.S., Southern Illinois University Carbondale, IL, USA, 2006

  • B.S., State University of Campinas (UNICAMP), SP, Brazil, 2004

SCHOLARLY ACTIVITIES

  • Professional Enrichment Grant (PEG), Wittenberg University, 2011, 2012, 2013.

  • MAA Project NExT Fellow (Silver Dot), 2012-2013

  • Dissertation Research Assistantship Award, 2009-2010

  • John M. H. Olmstead Outstanding Ph.D. Teaching Assistant Scholarship, 2009

  • FAPESP Scientific Initiation Scholarship, 2003-2004

  • 2014, “Deriving and testing option pricing models with memory”, Probability on Algebraic and Geometric Structures conference, Southern Illinois University Carbondale, Carbondale, IL.

  • 2012, “Modeling financial markets with infinite dimensional stochastic systems”, 36th Annual SIAM Southeastern Atlantic Section Conference - University of Alabama in Huntsville, Huntsville, AL.

  • 2011, “An existence proof and approximation scheme for stochastic functional differential equations”, Seminar on Stochastic Processes 2011 - University of California, Irvine, CA.

SELECTED PUBLICATIONS

  • F. Sancier and S. Mohammed, “Deriving and testing option pricing models with memory”, submitted (2014).

  • F. Sancier and S. Mohammed, “A Black-Scholes model with memory”, submitted (2014).

  • F. Sancier and S. Mohammed, “An existence proof and approximation scheme for stochastic functional differential equations”, submitted (2014).

  • S. Marchal, A. Mehta, V.K. Gurbani, R. State, T. K. Ho, F. Sancier, “Mitigating mimicry attacks against the Session Initiation Protocol (SIP)", submitted (2013).

  • A. Mehta, N. Hantehzadeh, V.K. Gurbani, T.K Ho, and F. Sancier, “On using multiple classification systems for Session Initiation Protocol (SIP) anomaly detection", Proceedings of IEEE International Conference on Communications (ICC), Ottawa, Canada, 2012.

  • F. Sancier, “Closing the memory gap in stochastic functional differential equations”, Ph.D. dissertation, 2011.