Andreea C. Minca

Assistant Professor; Andrew Schultz '36 PhD'41 Sesquicentennial Fellow
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

Assistant Professor; Andrew Schultz '36 PhD'41 Sesquicentennial Fellow
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.

Cornell Research Website Article

Studying Complex Financial Networks