Former PhD Students and Placement
- Andrey Krishenik, May 2015.
Thesis title: Essays on Funding Liquidity and Credit Risk.
First position: Quantitative Research, JPMorgan.
- Anton Braverman (Co-chair, Chair:
Jim Dai), April 2017.
Thesis title: Steady-state diffusion approximations in service systems: engineering solutions and error bounds.
First position: Assistant Professor, Kellogg School of Management at Northwestern University.
- Rui Chen (Co-chair, Chair: Agnes
Sulem), July 2019.
Thesis title: Dynamic optimal control for large financial networks and mean field systems with jumps.
Awards: Paris Foundation of Mathematical Sciences (FSMP) PhD Fellowship.
First position: Quantitative Researcher, Citadel. - Weilong Guo (Chair), January 2020.
Thesis title: Advancing quantitative investment with machine learning and network analysis.
First position: Quantitative Researcher, AQR. - Ariah Klages-Mundt (Chair), May 2023.
Awards: Bloomberg PhD Fellowship; Cornell Commercialization Fellowship, NSF I-Corps and INFORMS Finance Section Best Student Paper (finalist).
First position: Founder of Gyroscope Stablecoin
Current PhD Students
- Peihan Huo (Chair).
- Yuxuan Liu (Co-Chair, Chair: Bob Jarrow).
Contact Information
Andreea Minca
Cornell University
222 Rhodes Hall
Ithaca, NY 14853
(607) 255-9133 - phone
(607) 255-9129 - fax