Andreea Minca

Andreea Minca is a Professor in the School of Operations Research and Information Engineering at Cornell University, holding a PhD in Applied Mathematics from Sorbonne University and a Diplome from Ecole Polytechnique. Her research focuses on mathematical modeling of financial systems under uncertainty, with emphasis on systemic risk and network-based contagion dynamics.

Her educational background includes:

• PhD in Applied Mathematics, Sorbonne University
• Diplome de l'Ecole Polytechnique, Ecole Polytechnique

Minca's research pioneered structural models for systemic risk using network theory to represent financial interconnections. She developed foundational work on contagion in large systems through asymptotic analysis of diffusions on random graphs and introduced optimization frameworks under network uncertainty. Current interests extend to decentralized finance, stablecoin design, reinforcement learning in graphon games, and pandemic-related risk mitigation for supply chains. Her methodology integrates stochastic analysis, game theory, and network science to derive stability-promoting policies.

Recent publications reveal a strategic shift toward decentralized finance applications while maintaining core systemic risk research. Key trends include modeling stablecoin vulnerabilities, applying clustering algorithms to financial networks, and developing reinforcement learning solutions for mean-field games. This interdisciplinary work bridges operations research, finance, and computer science to address contemporary challenges in financial stability and emerging technologies.

Her distinguished awards include:

• 2016 SIAM Activity Group on Financial Mathematics and Engineering Early Career Prize
• NSF CAREER Award (2017)
• Research Fellow of GARP (2014)
• AXA Research Fund Awardee (2020)

Minca has advised seven PhD students with placements at JPMorgan, Northwestern University, Citadel, AQR, Tower Research Capital, and Gyroscope Stablecoin (founded by her student). Her research is supported by competitive grants including the NSF CAREER award and AXA-funded project on pandemic risk mitigation. She serves on editorial boards of Mathematical Finance, SIAM Journal on Financial Mathematics, and European Journal of Operational Research.

Her work operates within complex financial systems research, collaborating across disciplines to develop mathematical frameworks for crisis management and system resilience, particularly through network analytics and machine learning applications.