Faculty

Institution

Unit

Venue

Ionut Florescu

Research Professor

Stevens Institute of Technology

Affiliations

Stevens School of Business

Ionut Florescu is currently serving as a Stevens School Of Business Research Professor at Stevens Institute of Technology.

Honors

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Experiences

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Education

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Ionut Florescu

Stevens Institute of Technology

Research Professor

You can click a keyword to filter the displayed items

finance mathematical finance financial economics applied mathematics machine learning probability theory empirical finance data science computer science option pricing social science research deep learning forecasting computer vision biotechnology computational finance levy models corporate credit rating stochastic volatility models memory effects forest ecology machine vision mathematical optimization motion analysis sensor placement stochastic volatility financial options long correlations human robot interaction mammalian biology bioenergetics applied physiology animal physiology international financial markets human-computer interaction image representation international business global finance resource policy economy of china vegetation science visual servoing object detection financial time series analysis market analysis financial econometrics movement analysis motor behavior bipedal locomotion gait analysis data fusion human-machine interfaces image coding weather forecasting high-frequency measurement financial regulation market regulation international pricing pricing policy resource economics mineral economics financial data classification method volatility modeling journal citation report bibliometrics command and control neural networks comparative study corporate credit ratings shade tolerance index multinomial recombining tree adaptive background model markov chains forest stand dynamics efficient visual servoing statistics financial modeling econophysics quantitative analysis (finance) financial engineering financial mathematics high frequency data

Notable Scholarly Works

Notable Federal Grants

Collaborators

Analysis of Rare Events Using Multidimensional Liquidity Measures. International Review of Financial Analysis (2024)

Margarita ZaikaDragos BozdogIonut Florescu

quantitative analysis (finance)financemultidimensional liquidity measuresasset pricing

Control in Stochastic Environment With Delays: A Model-Based Reinforcement Learning Approach. Proceedings of the International Conference on Automated Planning and Scheduling (2024)

Zhiyuan YaoIonut FlorescuChihoon Lee

stochastic environmentautomatic controlcontrol sciencecontrol engineeringsystems engineeringreinforcement learningcommand and controlscheduling problemsautomated decision-making

Reinforcement Learning in Agent-Based Market Simulation: Unveiling Realistic Stylized Facts and Behavior. 2022 International Joint Conference on Neural Networks (IJCNN) (2024)

Zhiyuan YaoZheng LiMatthew ThomasIonut Florescu

reinforcement learningagent-based market simulationbehavioral sciences

A Sparsity Algorithm for Finding Optimal Counterfactual Explanations: Application to Corporate Credit Rating. Research in International Business and Finance (2023)

Dan WangZhi ChenIonuţ FlorescuBingyang Wen

optimal counterfactual explanationsdeep learningcomputer scienceinternational financefinancemachine learninginternational businessempirical financesparsity algorithmcorporate credit rating

Classification of Financial Events and Its Effects on Other Financial Data. Axioms (2023)

Maria C. MarianiOsei K. TweneboahMd Al Masum BhuiyanMaria P. Beccar-VarelaIonut Florescu

financial eventsfinanceclassification methodfinancial data

Insights on the Statistics and Market Behavior of Frequent Batch Auctions. Mathematics (2023)

Thiago W. AlvesIonuţ FlorescuDragoş Bozdog

mathematical financemarket behaviorstatisticsfrequent batch auctions

Front Matter. The Australian Year Book of International Law Online (2022)

Rachel FergusonSophie QuoyleSuhua ZhangSamuel GormanTamara RichardsonCeleste ZhongBen HuntsmanScott RobinsonAva CadeeJessica TaylorPhilip AlstonChristine ChinkinLaurence Boisson De ChazournesTheodore ChristakisHelen BradyKatrina CooperBill CampbellKaren ScottHilary Charlesworth JudgeGerry SimpsonSimon ChestermanDean Of LawS StrongJemima BackAlistair BoydNiamh CallinanTimothy CollinsJulian EdwardsJoseph HarmanMun LeeCatherine NguyenIbrahim TahaLiuyuwen YangYuanhang WangLara WilkinsonChiara AngeloniAsha BelkinLoretta BensonSulithi DewendraLucinda DunhamKellie ElmesElliot FreadmanMatthew GriceMeg HaynesTristan JamsonCrystal JiKavina KalaichelvamRhiannon KerrRachel KirkEmily LaAlex LiaJake MarusichCaitlyn MckenzieRachel MossEmma NortonKatherine O'connellJayden PayneEmily RowbothamSamuel SaundersDiya Sharma

world literaturecopyright protectionenglishprelims comprisecontents foreword prefacefront mattertextual practiceelectronic publishingdigital scholarshipmedia studiesliteratureliterary theory

A Sparsity Algorithm With Applications to Corporate Credit Rating.. arXiv (Cornell University) (2021)

Dan WangZhi ChenIonut Florescu

computer sciencefinancecorporate financeapplied mathematicssparsity algorithmcorporate credit rating

Editorial. Zenodo (CERN European Organization for Nuclear Research) (2021)

Farooqi, Mehr Afshan

Probability Space. Springer eBooks (2021)

Rinaldo B. Schinazi

computer sciencecomputational intelligenceprobability theoryprobability space

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Ionut Florescu

Research Professor

Stevens Institute of Technology

Affiliations

Stevens School of Business

Ionut Florescu is currently serving as a Stevens School Of Business Research Professor at Stevens Institute of Technology.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

Ionut Florescu

Stevens Institute of Technology

Research Professor

You can click a keyword to filter the displayed items

Notable Scholarly Works

Notable Federal Grants

Collaborators

Analysis of Rare Events Using Multidimensional Liquidity Measures. International Review of Financial Analysis (2024)

Margarita ZaikaDragos BozdogIonut Florescu

quantitative analysis (finance)financemultidimensional liquidity measuresasset pricing

Control in Stochastic Environment With Delays: A Model-Based Reinforcement Learning Approach. Proceedings of the International Conference on Automated Planning and Scheduling (2024)

Zhiyuan YaoIonut FlorescuChihoon Lee

stochastic environmentautomatic controlcontrol sciencecontrol engineeringsystems engineeringreinforcement learningcommand and controlscheduling problemsautomated decision-making

Reinforcement Learning in Agent-Based Market Simulation: Unveiling Realistic Stylized Facts and Behavior. 2022 International Joint Conference on Neural Networks (IJCNN) (2024)

Zhiyuan YaoZheng LiMatthew ThomasIonut Florescu

reinforcement learningagent-based market simulationbehavioral sciences

A Sparsity Algorithm for Finding Optimal Counterfactual Explanations: Application to Corporate Credit Rating. Research in International Business and Finance (2023)

Dan WangZhi ChenIonuţ FlorescuBingyang Wen

optimal counterfactual explanationsdeep learningcomputer scienceinternational financefinancemachine learninginternational businessempirical financesparsity algorithmcorporate credit rating

Classification of Financial Events and Its Effects on Other Financial Data. Axioms (2023)

Maria C. MarianiOsei K. TweneboahMd Al Masum BhuiyanMaria P. Beccar-VarelaIonut Florescu

financial eventsfinanceclassification methodfinancial data

Insights on the Statistics and Market Behavior of Frequent Batch Auctions. Mathematics (2023)

Thiago W. AlvesIonuţ FlorescuDragoş Bozdog

mathematical financemarket behaviorstatisticsfrequent batch auctions

Front Matter. The Australian Year Book of International Law Online (2022)

world literaturecopyright protectionenglishprelims comprisecontents foreword prefacefront mattertextual practiceelectronic publishingdigital scholarshipmedia studiesliteratureliterary theory

A Sparsity Algorithm With Applications to Corporate Credit Rating.. arXiv (Cornell University) (2021)

Dan WangZhi ChenIonut Florescu

computer sciencefinancecorporate financeapplied mathematicssparsity algorithmcorporate credit rating

Editorial. Zenodo (CERN European Organization for Nuclear Research) (2021)

Farooqi, Mehr Afshan

Probability Space. Springer eBooks (2021)

Rinaldo B. Schinazi

computer sciencecomputational intelligenceprobability theoryprobability space

1
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4
5
8
10 / page

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Similar Faculty Members

Steve Yang

Institution

Stevens Institute of Technology

finance

systemic risk

Stathis Tompaidis

Institution

University of Texas at Austin

asset allocation

capital market

Steven Kou

Institution

Boston University

finance

mathematical economics

Michael Ludkovski

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University of California, Santa Cruz

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financial mathematics

Kay Giesecke

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Stanford University

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financial economics

Bryan R. Routledge

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Carnegie Mellon University

financial stability

financial economics

Maxim Bichuch

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financial mathematics

Lingjiong Zhu

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Florida State University

finance

mathematical economics

Tomasz Bielecki

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stochastic process

financial stability

Martin Larsson

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Carnegie Mellon University

stochastic process

international financial market