Ionut Florescu

Ionut Florescu

Stevens Institute of Technology

H-index: 21

North America-United States

About Ionut Florescu

Ionut Florescu, With an exceptional h-index of 21 and a recent h-index of 14 (since 2020), a distinguished researcher at Stevens Institute of Technology, specializes in the field of Probability, Stochastic Processes, Statistics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Reinforcement Learning in Agent-Based Market Simulation: Unveiling Realistic Stylized Facts and Behavior

Control in Stochastic Environment with Delays: A Model-based Reinforcement Learning Approach

Classification of Financial Events and Its Effects on Other Financial Data

Insights on the Statistics and Market Behavior of Frequent Batch Auctions

Determining the Difference in Predictive Capabilities of ESG Raw Scores versus ESG Aggregated Scores on Annual Company Stock Returns And Volatility

Frequent Batch Auctions, Insights on the Statistics and Market Behavior Using the Shift System

Quantitative Finance

A sparsity algorithm with applications to corporate credit rating

Ionut Florescu Information

University

Position

___

Citations(all)

1286

Citations(since 2020)

676

Cited By

906

hIndex(all)

21

hIndex(since 2020)

14

i10Index(all)

38

i10Index(since 2020)

28

Email

University Profile Page

Stevens Institute of Technology

Google Scholar

View Google Scholar Profile

Ionut Florescu Skills & Research Interests

Probability

Stochastic Processes

Statistics

Top articles of Ionut Florescu

Title

Journal

Author(s)

Publication Date

Reinforcement Learning in Agent-Based Market Simulation: Unveiling Realistic Stylized Facts and Behavior

arXiv preprint arXiv:2403.19781

Zhiyuan Yao

Zheng Li

Matthew Thomas

Ionut Florescu

2024/3/28

Control in Stochastic Environment with Delays: A Model-based Reinforcement Learning Approach

arXiv preprint arXiv:2402.00313

Zhiyuan Yao

Ionut Florescu

Chihoon Lee

2024/2/1

Classification of Financial Events and Its Effects on Other Financial Data

Axioms

Maria C Mariani

Osei K Tweneboah

Md Al Masum Bhuiyan

Maria P Beccar-Varela

Ionut Florescu

2023/4/13

Insights on the Statistics and Market Behavior of Frequent Batch Auctions

Mathematics

Thiago W Alves

Ionuţ Florescu

Dragoş Bozdog

2023/3/2

Determining the Difference in Predictive Capabilities of ESG Raw Scores versus ESG Aggregated Scores on Annual Company Stock Returns And Volatility

arXiv preprint arXiv:2312.00202

Zhi Chen

Zachary Feinstein

Ionut Florescu

Papa Momar Ndiaye

2023/11/30

Frequent Batch Auctions, Insights on the Statistics and Market Behavior Using the Shift System

Insights on the Statistics and Market Behavior Using the Shift System

Ionut Florescu

Thiago W Alves

Dragos Bozdog

2022

Quantitative Finance

Maria C Florescu

2021/9/9

A sparsity algorithm with applications to corporate credit rating

arXiv preprint arXiv:2107.10306

Dan Wang

Zhi Chen

Ionut Florescu

2021/7/21

A comparative study of forecasting corporate credit ratings using neural networks, support vector machines, and decision trees

The North American Journal of Economics and Finance

Parisa Golbayani

Ionuţ Florescu

Rupak Chatterjee

2020/11/1

SHIFT: A Highly Realistic Financial Market Simulation Platform

arXiv preprint arXiv:2002.11158

Thiago W Alves

Ionut Florescu

George Calhoun

Dragos Bozdog

2020/2/25

Is image encoding beneficial for deep learning in finance?

IEEE Internet of Things Journal

Dan Wang

Tianrui Wang

Ionuţ Florescu

2020/10/13

Covid-19 and the equity market. A March 2020 Tale

A March

Ziwen Ye

Ionut Florescu

2020

Analysis of High Frequency Financial Data using Dynamic Fourier Models

2020 Fall Central Sectional Meeting

Md Al Masum Bhuiyan

Maria C Mariani

Maria P Beccar Varela

Ionut Florescu

2020/9

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

Physica A: Statistical Mechanics and its Applications

Maria C Mariani

Md Al Masum Bhuiyan

Osei K Tweneboah

Maria P Beccar-Varela

Ionut Florescu

2019/9/17

Application of deep neural networks to assess corporate credit rating

arXiv preprint arXiv:2003.02334

Parisa Golbayani

Dan Wang

Ionut Florescu

2020/3/4

A comparison of pricing models for mineral rights: Copper mine in China

Resources Policy

Chang Xiao

Ionut Florescu

Jinsheng Zhou

2020/3/1

See List of Professors in Ionut Florescu University(Stevens Institute of Technology)

Co-Authors

H-index: 207
H. Eugene Stanley

H. Eugene Stanley

Boston University

H-index: 23
Nikolay Strigul

Nikolay Strigul

Washington State University

H-index: 20
Steve Yang

Steve Yang

Stevens Institute of Technology

H-index: 18
Ramana Vinjamuri

Ramana Vinjamuri

University of Maryland, Baltimore County

H-index: 18
Indranil SenGupta

Indranil SenGupta

North Dakota State University

H-index: 17
George Kamberov

George Kamberov

University of Alaska Anchorage

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