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Curriculum Vitae

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Andreea Minca is an Associate Professor in the School of Operations Research and Information Engineering at Cornell University. Andreea Minca received her PhD in Applied Mathematics from the University Paris 6 Pierre et Marie Curie in 2011. Prior to that, she received the Ecole Polytechnique Diploma.

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 Minca received the 2016 SIAM Activity Group on Financial Mathematics and Engineering Early Career Prize. This biannual award goes to an outstanding early career researcher (up to 6 years after PhD) for distinguished contributions to the mathematical modeling of financial markets in the three calendar years prior to the year of the award and is the highest early career distinction in the field of financial engineering and mathematics. Andreea has received other research awards including the prestigious NSF CAREER Award (2017). She is also a GARP Research Fellow (2014). She serves on the editorial board of the SIAM Journal on Financial Mathematics.

You can read more on her work on Complex Financial Systems.


Andreea Minca studies large systems under uncertainty, especially financial systems, and uses mathematical modeling to derive optimal policies that promote system stability. She is particularly interested in structural models for systemic risk, using networks to represent various types of interrelations among financial institutions. Her work has been published in leading Financial Mathematics and OR journals such as Mathematical Finance, Finance & Stochastics, SIAM Journal of Financial Mathematics, Operations Research.

Her research relies on stochastic analysis, network analysis and game theory and led to a broad set of methodological advances. The study of financial contagion in large systems led to developments in the asymptotic analysis of diffusions on random graphs with inhomogeneous structures.

She pioneered the use of random graphs to model partial information about the interconnections in the financial system. She proposed a setup for optimization under uncertainty about network structure, with application to the management of financial crises.

Her work on bank runs led to the development of a theory of optimal cash holdings under strategic uncertainty (ambiguity about the others' actions), when credit is provided by agents with heterogeneous beliefs. This relies on the study of equilibria of games with a large number of heterogeneous players.

Her current interests include machine learning and complex financial data, in particular developing methods of data aggregation in network structures and the development of clustering algorithms, which can be used to identify system vulnerabilities.

Here is an interview with Andreea Minca concluding the program Broad Perspectives and New Directions in Financial Mathematics at the Institute of Pure and Applied Mathematics at UCLA, where she was an invited participant.

Teaching Interests

Financial Engineering, Stochastic Modeling, Stochastic Control, Risk Management.


  • Approximate Dynamic Programming, ORIE 6590, Spring 2019( PhD)
  • Financial Engineering with Stochastic Calculus II, ORIE 6580, Spring 2017(MEng) Syllabus
  • Financial Engineering with Stochastic Calculus II, ORIE 5610, Spring 2017(MEng) Syllabus
  • Financial Engineering with Stochastic Calculus I, ORIE 5600, Fall 2012, Fall 2013, Fall 2015, Fall 2016 (MEng) Syllabus
  • Introduction to Engineering Stochastic Processes I (Undergraduate), Spring 2016
  • Mathematics of Financial Systems (PhD), Spring 2015
  • Risk Measures ORIE 6630, Fall 2014 (PhD) Syllabus
  • Probability ORIE 6510, Spring 2013, Spring 2014 (PhD) Syllabus
  • Introduction to Mathematical Finance, ORIE 4600, Fall 2011 (Undergraduate)

Contact Information

Andreea Minca
acm299 "at"
Cornell University
222 Rhodes Hall
Ithaca, NY 14853

(607) 255-9133 - phone
(607) 255-9129 - fax