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Flavia Sancier-Barbosa

Assistant Professor of Mathematics and Statistics

Contact Information

220 McGregor Hall

Phone:
937-319-6139 ext. 3306

E-mail:
fsancier@antiochcollege.org

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.

Grants, Fellowships and Scholarships:

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

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
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.

Selected Presentations: 

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.

Courses: 
GSQ 105 Quantatative Seminar
MATH 105 Statistical Discovery for Everyone