Cornell University Operations Research and Information Engineering Operations Research and Information Engineering

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Curriculum Vitae

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Bio and Areas of Research

Andreea Minca is a Professor in the School of Operations Research and Information Engineering at Cornell University. She holds degrees from Sorbonne University (PhD in Applied Mathematics) and Ecole Polytechnique (Diplome de l'Ecole Polytechnique).

Prof. Minca is an expert in systemic risk and financial networks. Her research focuses on financial technologies, including the design of stablecoins under the GENIUS Act, central bank digital currency, and decentralized finance. She is also working on strengthening the resilience of domestic supply chains, supported by a 2025 NSF EAGER grant on "Risk Methodology for Supply Chain Networks".

In recognition of "her fundamental research contributions to the understanding of financial instability, quantifying and managing systemic risk, and the control of interbank contagion," Andreea received the 2016 SIAM Activity Group on Financial Mathematics and Engineering Early Career Prize.

She is a recipient of the NSF CAREER Award (2017), a Research Fellow of the Global Association of Risk Professionals (GARP) (2014), and an AXA Research Fund Awardee (2020). She serves on the editorial boards of Mathematical Finance, the European Journal of Operational Research, and the Journal of Network Theory in Finance.

Research

Prof. Andreea Minca's work has been published in leading Financial Mathematics and OR journals such as Mathematical Finance, Finance & Stochastics, SIAM Journal of Financial Mathematics, Operations Research and Management Science.

Her research relies on network analysis, stochastic analysis, and game theory and has led to a broad set of methodological advances. She pioneered the use of random graphs to model partial information about the interconnections in a financial system. She proposed a setup for optimization under uncertainty about network structure, with application to the management of financial crises.

Read more on her featured research on Complex Financial Systems and Supply Chains.

Teaching

In recognition of her teaching excellence in both Financial Engineering and Systems Engineering, Prof. Minca received the 2024 Sonny Yau '72 Teaching Award.

Teaching interests: Financial Engineering, AI for Advanced Financial Derivatives, Systems Engineering, Risk Management.

• Financial Engineering with Stochastic Calculus I, ORIE 5600, Fall 2012, Fall 2013, Fall 2015, Fall 2016, Fall 2019, Fall 2020, Fall 2022, Fall 2023 (MEng) Syllabus
• Financial Engineering with Stochastic Calculus II, ORIE 5610, Spring 2017, Spring 2022, Spring 2025 (Advanced Financial Derivatives with AI, MEng) Syllabus
• Systems Analysis Behavior and Optimization, SYSEN 5200, Spring 2024, Spring 2026 (MEng) Syllabus
• Probability, Spring 2013, Spring 2014, Spring 2020, Spring 2021, Spring 2023 (PhD) Syllabus
• Approximate Dynamic Programming, ORIE 6590, Spring 2019 (PhD)
• Introduction to Engineering Stochastic Processes I (Undergraduate), Spring 2016
• Mathematics of Financial Systems (PhD), Spring 2015
• Risk Measures ORIE 6630, Fall 2014 (PhD) Syllabus
• Introduction to Mathematical Finance, ORIE 4600, Fall 2011 (Undergraduate)