I. Florescu

发表

Liquidity risk and asset movement evidence from brexit

Dragos Bozdog, Ionut Florescu, Amin Salighehdar, 2017, 2017 IEEE Symposium Series on Computational Intelligence (SSCI).

Synergy Repetition Training versus Task Repetition Training in Acquiring New Skill

Vrajeshri Patel, Martin K. Burns, Ramana Vinjamuri, 2017, Front. Bioeng. Biotechnol..

Stochastic Volatility: Option Pricing using a Multinomial Recombining Tree

I. Florescu, F. Viens, 2005 .

'Noise trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?

I. Florescu, K. Hovsepian, C. Ulibarri, 2009 .

Volatility models applied to geophysics and high frequency financial market data

Osei K. Tweneboah, Md Al Masum Bhuiyan, I. Florescu, 2018, Physica A: Statistical Mechanics and its Applications.

An Appraisal of the Classic Forest Succession Paradigm with the Shade Tolerance Index

Nikolay Strigul, Jean Lienard, Ionut Florescu, 2014, bioRxiv.

Ensemble-Based Storm Surge Forecasting Models

Alan F. Blumberg, Mingzhe Liu, Amin Salighehdar, 2017 .

Estimation Procedure for Regime Switching Stochastic Volatility Model and Its Applications

I. Florescu, Forrest Levin, 2016 .

Estimation procedure for a hidden Markov chain model with applications to finance , climate data and earthquake analysis

I. Florescu, Forrest Levin, 2011 .

Statistical analysis of the Diffie-Hellman key exchange protocol in a finite group

Abhijit Mahalanobis, A. Myasnikov, I. Florescu, 2007, math/0702155.

Extracting Information From the Limit Order Book: New Measures to Evaluate Equity Data Flow

I. Florescu, Ziwen Ye, 2019, High Frequency.

Numerical Schemes For Option Pricing In Regime-Switching Jump Diffusion Models

I. Florescu, G. Sewell, R. Liu, 2013 .

An appraisal of the classic forest succession paradigm with the shade tolerance index

J. Liénard, I. Florescu, N. Strigul, 2014, bioRxiv.

Tools for Change: An Examination of Transformative Learning and Its Precursor Steps in Undergraduate Students

Sabra E. Brock, I. Florescu, Leizer Teran, 2012 .

Handbook of Modeling High-Frequency Data in Finance

I. Florescu, F. Viens, M. Mariani, 2011 .

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

Osei K. Tweneboah, Maria P. Beccar-Varela, I. Florescu, 2017 .

A Novel Biometric based on Neural Representations of Synergistic Hand Grasps

R. Chandramouli, R. Vinjamuri, I. Florescu, 2018 .

Statistical analysis of the Diffie-Hellman key exchange protocol in a finite group

Abhijit Mahalanobis, A. Myasnikov, I. Florescu, 2007, math/0702155.

OPTION PRICING WITH TRANSACTION COSTS AND STOCHASTIC VOLATILITY

I. Florescu, I. Sengupta, M. Mariani, 2014 .

RARE EVENTS ANALYSIS OF HIGH-FREQUENCY FINANCIAL DATA

Dragos Bozdog, I. Florescu, K. Khashanah, 2009 .

VIX Derivatives Valuation and Estimation Based on Closed-Form Series Expansions

Zhenyu Cui, I. Florescu, Zhe Zhao, 2017, International Journal of Financial Engineering.

Pricing Variance, Gamma, and Corridor Swaps Using Multinomial Trees

I. Florescu, Zhe Zhao, Rupak Chatterjee, 2017 .

A Summary of Recent and Old Results on the Security of the Diffie-Hellman Key Exchange Protocol in Finite Groups

Ionut Florescu, I. Florescu, 2009 .

A Sparsity Algorithm with Applications to Corporate Credit Rating pdf

Ionut Florescu, Dan Wang, Zhi Chen, 2021, ArXiv.

Low-Dimensional Synergistic Representation of Bilateral Reaching Movements

Vrajeshri Patel, Martin K. Burns, Ramana Vinjamuri, 2017, Front. Bioeng. Biotechnol..

CLUSTER ANALYSIS OF LIQUIDITY MEASURES IN A STOCK MARKET USING HIGH FREQUENCY DATA

Y. Liu, A. Salighehdar, I. Florescu, 2017 .

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

Ionut Florescu, Maria C. Mariani, Al Masum Bhuiyan, 2020 .

Study of memory effects in international market indices

Ionut Florescu, Maria C. Mariani, E. Ncheuguim, 2010 .

Efficient visual servoing with the ABCshift tracking algorithm

Rustam Stolkin, Ionut Florescu, Morgan Baron, 2008, 2008 IEEE International Conference on Robotics and Automation.

Modelling of forest stand dynamics using Markov chains

Nikolay S. Strigul, Ionut Florescu, Alicia R. Welden, 2012, Environ. Model. Softw..

A comparative study of forecasting Corporate Credit Ratings using Neural Networks, Support Vector Machines, and Decision Trees pdf

Ionuct Florescu, Parisa Golbayani, Rupak Chatterjee, 2020, The North American Journal of Economics and Finance.

A Study About the Existence of the Leverage Effect in Stochastic Volatility Models

Cristian Pasarica, I. Florescu, 2008 .

A binomial tree approach to stochastic volatility driven model of the stock price

Ionut Florescu, Frederi G. Viens, I. Florescu, 2005 .

Solutions to a Partial Integro-Differential Parabolic System Arising in the Pricing of Financial Options in Regime- Switching Jump Diffusion Models

I. Florescu, R. Liu, M. Mariani, 2012 .

Long Correlations and Levy Models Applied to the Study of Memory Effects in High Frequency (Tick) Data

Maria P. Beccar-Varela, I. Florescu, M. Mariani, 2009 .

11. Scale Invariance and Lévy Models Applied to Earthquakes and Financial High-Frequency Data

Maria P. Beccar-Varela, I. Florescu, I. Sengupta, 2016 .

Long correlations and fractional difference analysis applied to the study of memory effects in high-frequency (tick) data

I. Florescu, M. P. B. Varela, F. Biney, 2015 .

Handbook of high-frequency trading and modeling in finance

Ionuţ Florescu, Frederi G. Viens, Maria C. Mariani, 2016 .

Insights on the Statistics and Market Behavior of Frequent Batch Auctions

I. Florescu, T. W. Alves, Dragoş Bozdog, 2023, Mathematics.

SHIFT: A Highly Realistic Financial Market Simulation Platform

I. Florescu, G. Calhoun, Dragoş Bozdog, 2020, SSRN Electronic Journal.

Probability of Detection and Optimal Sensor Placement for Threshold Based Detection Systems

R. Stolkin, I. Florescu, R. Stolkin, 2009, IEEE Sensors Journal.

Software simulation of LDPC codes and performance analysis

C. Sandu, I. Florescu, C. Rotaru, 2014, 2014 37th International Convention on Information and Communication Technology, Electronics and Microelectronics (MIPRO).

Bayesian fusion of thermal and visible spectra camera data for mean shift tracking with rapid background adaptation

D. Rees, R. Stolkin, M. Talha, 2012, 2012 IEEE Sensors.

Estimation of the long memory parameter in stochastic volatility models by quadratic variations

I. Florescu, C. Tudor, 2011 .

Quantitative Finance

I. Florescu, M. Mariani, 2019 .

A Study of Persistence of Price Movement Using High Frequency Financial Data

Ionuţ Florescu, Dragos Bozdog, Khaldoun Khashanah, 2011 .

A Comparison of Pricing Models for Mineral Rights: Copper Mine in China

I. Florescu, Jinsheng Zhou, Chang Xiao, 2019 .

Sharp estimation of the almost-sure Lyapunov exponent for the Anderson model in continuous space

I. Florescu, F. Viens, 2006 .

Regulating noisy short‐selling of troubled firms?

I. Florescu, C. Ulibarri, Joel M. Eidsath, 2009 .