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Fingerprint Dive into the research topics where Ionut Florescu is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 3 Similar Profiles
Stochastic Volatility Model Mathematics
Stochastic Volatility Mathematics
Geophysics Mathematics
Volatility Mathematics
Option Pricing Mathematics
Memory Effect Mathematics
Cameras Engineering & Materials Science
Method of Upper and Lower Solutions Mathematics

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Research Output 2006 2020

Analysis of stock market data by using Dynamic Fourier and Wavelets techniques

Mariani, M. C., Bhuiyan, M. A. M., Tweneboah, O. K., Beccar-Varela, M. P. & Florescu, I., Jan 1 2020, In : Physica A: Statistical Mechanics and its Applications. 537, 122785.

Stevens Institute of Technology

Research output: Contribution to journalArticle

Stock Market
Power Spectrum
power spectra
Wavelets
Fourier transform

Liquidity risk and asset movement evidence from brexit

Mago, D., Salighehdar, A., Parekh, M., Bozdog, D. & Florescu, I., Feb 2 2018, 2017 IEEE Symposium Series on Computational Intelligence, SSCI 2017 - Proceedings. Institute of Electrical and Electronics Engineers Inc., p. 1-8 8 p. (2017 IEEE Symposium Series on Computational Intelligence, SSCI 2017 - Proceedings; vol. 2018-January).

Stevens Institute of Technology

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Liquidity
Liquids
Costs
High-frequency Data
Asset Pricing
1 Citation (Scopus)

Volatility models applied to geophysics and high frequency financial market data

Mariani, M. C., Bhuiyan, M. A. M., Tweneboah, O. K., Gonzalez-Huizar, H. & Florescu, I., Aug 1 2018, In : Physica A: Statistical Mechanics and its Applications. 503, p. 304-321 18 p.

Stevens Institute of Technology

Research output: Contribution to journalArticle

Geophysics
volatility
geophysics
Financial Markets
Volatility
2 Citations (Scopus)

Analysis of the Lehman Brothers collapse and the Flash Crash event by applying wavelets methodologies

Beccar-Varela, M. P., Mariani, M. C., Tweneboah, O. K. & Florescu, I., May 15 2017, In : Physica A: Statistical Mechanics and its Applications. 474, p. 162-171 10 p.

Stevens Institute of Technology

Research output: Contribution to journalArticle

crashes
Flash
Crash
flash
Wavelets

Ensemble-based storm surge forecasting models

Salighehdar, A., Ye, Z., Liu, M., Florescu, I. & Blumberg, A. F., Oct 1 2017, In : Weather and Forecasting. 32, 5, p. 1921-1936 16 p.

Stevens Institute of Technology

Research output: Contribution to journalArticle

storm surge
methodology
hurricane event
ensemble forecasting
harbor