معرفی
Dr Diana Roman is a Senior Lecturer in the Department of Mathematics at Brunel University London, within the College of Engineering, Design and Physical Sciences. She teaches undergraduate modules including MA2668 Elements of Investment Mathematics and MA2786 Operations Research, leads level two modules, supervises final year projects, and serves on the departmental admissions team.
Her research focuses on decision making under uncertainty and risk through stochastic optimisation, with key applications in financial portfolio optimisation. Specific research areas include risk modelling and minimisation, modelling randomness in asset prices, hedging against downside risk and extreme loss, and cash flow matching of asset values and liabilities. She applies advanced computational techniques to solve complex financial problems involving uncertain parameters.
Dr Roman's publication record (2023-2010) reveals sustained contributions to portfolio optimisation using second-order stochastic dominance, asset-liability management models, and scenario generation methodologies. Her recent work integrates alternative data sources like micro-blogs with traditional financial metrics, demonstrating evolving research trends toward practical applications of theoretical stochastic programming.
She has supervised PhD students Siti Sheik Hussin (awarded 2012), Maram Alwohaibi, and MPhil student Mohd Maasar, and regularly mentors undergraduate project groups. Her academic leadership includes coordinating level one project groups and serving on departmental admissions committees.
Dr Roman is affiliated with the CARISMA research group at Brunel University, collaborating with researchers including Prof Paresh Date and Dr Nicola Spagnolo on financial optimisation problems.
