Biography and education
Received PhD in Operations Research from Case Western Reserve University, Cleveland, Ohio and MS in Mathematics from Sofia University, Bulgaria.
Research Interests
Featured grants
- Popova, Ivilina T. Determinants of Liquefied Natural Gas Prices, Federal, $32749. (Submitted: May 2020, Funded: May 2021 - May 2022). Grant.
- Popova, Ivilina. General Mixture Design of Experiments and Monte Carlo Sampling for Portfolio Optimization, Brazilian Government, Federal, $10000. (Funded: September 2014 - December 2014). Grant.
- Popova, Ivilina (Principal). Trading in presence of cointegration, Texas State University - San Marcos, Texas State University, $8000. (Funded: 2010 - 2011). Grant.
Featured scholarly/creative works
- Liu, Y., Hood, M. E., & Popova, I. T. (n.d.). Socially Important Weekends and Monday Stock Volatility: Evidence from High-Frequency Data. Applied Economics Letters.
- Popova, I. T., & Liu, Y. (2023). Threats to Central Bank Independence and Exchange Rate Volatility: High-Frequency Identification with Trump’s Fed Tweets. Finance Research Letters.
- Popova, I. T., Simkins, B., & Byers, J. (2021). Robust Estimation of Conditional Risk Measures Using Machine Learning Algorithm for Commodity Futures Prices in the Presence of Outliers. Journal of Commodity Markets.
- Popova, I., Camara, A., & Simkins, B. (2014). Options on Troubled Stocks. Journal of Futures Markets, 34(7), 637–657.
- Camara, A., Popova, I., & Simkins, B. (2012). A comparative study of the probability of default for global financial firms. Journal of Banking and Finance, 36, 717–732.
Featured awards
- Award / Honor Recipient: 2016 Presidential Distinction Award for Excellence in Teaching, McCoy College of Business Administration. May 2016
- Award / Honor Recipient: Excellence in Research, Department of Finance and Economics. May 2016
- Award / Honor Recipient: Nominated: Alpha Chi Favorite Professors, Alpha Chi. May 2015
- Award / Honor Recipient: Elected: Bulgarian Academy of Arts and Sciences. October 2014
- Award / Honor Recipient: 2014 Presidential Distinction Award for Excellence in Scholarly/Creative Activities, Texas State University. August 2014
Featured service activities
- Member
Program Committee, FMA 2012
- Member
Program Committee, SFA 2012
- Other
Algorithmic Finance
- Other
Annals of Applied Probability
- Other
Applied Mathematical Finance
- Other
Computers & Industrial Engineering