Dr. Dragos Bozdog

TEACHING ASSOCIATE PROFESSOR; FSL DEPUTY DIRECTOR
Building: Babbio Center
Room: 429A
Phone: 201-216-3527
Email: dbozdog@stevens.edu
Education
  • Ph.D. Financial Engineering, Stevens Institute of Technology
  • M.S. Financial Engineering, Stevens Institute of Technology
  • Ph.D. Mechanical Engineering, The University of Toledo
  • B.S. Mechanical Engineering, Polytechnic University of Bucharest
Research
  • Mathematics of Finance, Algorithms and Optimization
  • Multivariate Methods for Rare Events Analysis of High-Frequency Financial Data
  • Early Warning Systems and Threat Assessment
  • Emerging Markets
  • Tire Mechanics and Numerical Methods for PDEs
General Information

Dragos Bozdog is Teaching Associate Professor in the Financial Engineering Division, School of System and Enterprises and Deputy Director of The Hanlon Financial System Lab.

Professional Societies
  • The Scientific Research Society (Sigma Xi)            
  • Society for Industrial and Applied Mathematics (SIAM)
  • International Association for Quantitative Finance (IAQF)
  • National Society of Professional Engineers (NSPE)
  • The American Society for Engineering Education (ASEE)
Selected Publications
Conference Proceedings
  1. D. Bozdog, I. Florescu, K. Khashanah, and J. Wang. (2014). "Rare Events Analysis for High-Frequency Equity Data", 10th International Workshop on Rare Event Simulation.
  2. C. Pop. D. Bozdog, and A. Calugaru. (2013). "Is BET-FI a domestic index leader for Bucharest Stock Exchange?", Finance and Economics Conference, Frankfurt. Proceedings .
Journals
  1. C. Pop. D. Bozdog, and A. Calugaru. (2013). "The Bucharest Stock Exchange Case: Is BET-FI an Index leader for the Oldest Indices BET and BET-C?", International Business: Research, Teaching and Practice, 7 (1), 35-54.
  2. C. Pop, D. Bozdog, and A. Calugaru. (2012). "A frontier market case: Does Bucharest Stock Exchange have a leading domestic index?", Journal Studia Universitatis, Babes-Bolyai NEGOTIA. LVII (2), 3-26.
  3. D. Bozdog, I. Florescu, K. Khashanah, and J. Wang. (Jul 2011). "Rare Events Analysis of High-Frequency Equity Data", Wilmott Journal , 74-81.
  4. D. Bozdog, I. Florescu and R. Stolkin. (2009). "Single click image segmentation using mean shift", Abstract in Perception, Journal of the Applied Vision Association, 38 625-626.
  5. D. Bozdog, I. Florescu and R. Stolkin. (2009). "Optimal parameter selection for mean shift type segmentation algorithms", Abstract in Perception, Journal of the Applied Vision Association, 38 626.
  6. D. Bozdog and W. W. Olson. (Oct 2005). "An Advanced Shell Theory Based Tire Model", Tire Science and Technology, 33 (4), 227-238.
Book Chapters
  1. D. Bozdog, I. Florescu, K. Khashanah, and H. Qiu. (Dec 2011). "Construction of Volatility Indices using a Multinomial Tree Approximation Method", Data in Finance Handbook of Modeling High-Frequency,.
  2. D. Bozdog, I. Florescu, K. Khashanah, and J. Wang. (Dec 2011). "A study of persistence of price movement using High Frequency Financial Data", Handbook of Modeling High-Frequency Data in Finance,.
Courses
  • FE 530 Introduction to Financial Engineering
  • FE 620 Pricing and Hedging
  • FE 630 Portfolio Theory and Applications
  • FE 680 Advanced Derivatives
  • FE 540 Probability theory for FE
  • BT 243 Macroeconomics
  • FE 511 Introduction to Bloomberg and Thomson Reuters
  • FE 517 SAS for Finance
  • FE 518 Mathematica for Finance