Dave Burbank
Andreea C. Minca
Associate Professor
Operations Research and Information Engineering, College of Engineering
Contact Information
222 Rhodes Hall
Cornell University
Ithaca, NY 14853
p:
(607) 255-9133
Andreea C. Minca
Associate Professor
Operations Research and Information Engineering, College of Engineering
Expertise
Financial engineering; systemic risk and financial networks; risk management; stochastic models
Current Research Interest
Central counterparty clearing and optimal design of clearinghouses; stochastic control of large scale systems and mean-field type control; interdependent networks: insurance and physical infrastructure; clustering algorithms for dynamic complex networks
Distinction
National Science Foundation Faculty Early Career Development Award
SIAM Activity Group on Financial Mathematics and Engineering Early Career Prize
Selected Publications
Hamed, Amini, and Andreea Minca. “Inhomogeneous Financial Networks and Contagious Links.” Operations Research 64, no. 5 (2016): 1109-1120.
Krishenik, Andrey, Andreea Minca, and Johannes Wissel. “When Do Creditors with Heterogeneous Beliefs Agree to Run?” Finance and Stochastics 19, no. 2 (2015): 233-259.