Industry:

• Research Analyst Consultant - Commodity Futures Trading Commission (CFTC), May 2011 - Aug 2011
• Detection and Analysis of Rare Events in Computerized Trade Reconstruction (CTR) Futures Dataset
• Quantitative Analyst - Cohen Capital Group, Aug 2009 - Dec 2010
• High Frequency Trading
• Quantitative Developer Intern - Genesis Securities, Summer 2009
• Automated High-Frequency Trading System Design and Implementation
• Quantitative Analyst Intern - Foochee Trading, Spring 2008
• Research and Development of High Frequency Trading Systems

Education:

• Ph.D. in Financial Engineering, Stevens Institute of Technology, 2014
• Dissertation Title: "A Study of Rare Events in High-Frequency Financial Data"
• Advisors: Dr. Ionut Florescu, Dr. Khaldoun Khashanah
• M.S. in Financial Engineering, Stevens Institute of Technology, 2009
• M.S. Project: "Rare Events Analysis in Financial Data"
• Advisors: Dr. Ionut Florescu, Dr. Khaldoun Khashanah
• Post-Doctoral Fellow, RUTCOR - Rutgers, The State University of New Jersey, 2006
• Logical Analysis of Data Project - with Peter L. Hammer
• Ph.D. in Mechanical Engineering, The University of Toledo, 2005
• Dissertation Title: "An Advanced Shell Theory Based Tire Model"
• Advisor: Dr. Walter W. Olson
• B.S. in Mechanical Engineering, Polytechnic University of Bucharest, Romania, 1997
• Advisor: Dr. Daniel Iozsa

Publications:

• "A Study on Brexit: Correlations and Tail Events Distribution of Liquidity Measures", M. Kong, A. Salighehdar and D. Bozdog, Journal of Management Science and Business Intelligence (JMSBI), Vol. 3, No. 1, July 2018. (pdf)
• "Detection of Rare Events in Multidimensional Financial Datasets with Zonoid Depth Functions", P. Golbayani and D. Bozdog, IEEE Symposium Series on Computational Intelligence (SSCI), pg. 1-6, 2017. (pdf)
• "Liquidity Risk and Asset Movement Evidence from Brexit", D. Mago, A. Salighehdar, M. Parekh, D. Bozdog, and I. Florescu, IEEE Symposium Series on Computational Intelligence (SSCI), pg. 1-8, 2017. (pdf)
• "Cluster Analysis of Liquidity Measures in A Stock Market Using High Frequency Data", A. Salighehdar, Y. Liu, D. Bozdog, and I. Florescu, Journal of Management Science and Business Intelligence, Vol. 2, No. 2, August 2017. (pdf)
• Cited By:
• "Market resiliency conundrum: is it a predicator of economic growth?", R. W. Wanzala, W. Muturi, and T. Olweny, The Journal of Finance and Data Science, 2017.
• "Market "Liquidity Risk and Asset Movement Evidence from Brexit", D. Mago, A. Salighehdar, M. Parekh, D. Bozdog, and I. Florescu, IEEE Symposium Series on Computational Intelligence (SSCI), pg. 1-8, 2017.
• "The Nexus between Market Tightness and Economic Growth | A Case of Kenya", R. W. Wanzala, W. Muturi, and T. Olweny, Journal of Finance and Economics, 2017, Vol. 5, No. 6, 259-268.
• "An Assessment of the Real Development Prospects of the EU 28 Frontier Equity Markets", C. Pop, D. Bozdog, A. Calugaru, and M.A. Georgescu, Chapter 7 in "Handbook of Frontier Markets", 1st Edition, Academic Press, August 2016. [ISBN: 9780128037768]
• "A Study of Rare Events in High-Frequency Financial Data", D. Bozdog, Ph.D. Dissertation, Stevens Institute of Technology, 2014.
• Cited By:
• "Detection of Rare Events in Multidimensional Financial Datasets with Zonoid Depth Functions", P. Golbayani and D. Bozdog, IEEE Symposium Series on Computational Intelligence (SSCI), pg. 1-6, 2017
• "Rare Events Analysis for High-Frequency Equity Data", D. Bozdog, I. Florescu, K. Khashanah, and J. Wang, Proceedings of the 10th International Workshop on Rare Event Simulation, RESIM 2014, Amsterdam. (link)
• "Is BET-FI a domestic index leader for Bucharest Stock Exchange?", C. Pop. D. Bozdog, and A. Calugaru, Proceedings of the Finance and Economics Conference, ISSN 2190-7927, Frankfurt, 2013. (link) (pdf)
• Cited By:
• "Market Challenges Faced by Multinational Corporations in Frontier Markets: The Case of Lebanon", A. Sardouk and C. Dorant, MBA - University of Gävle, Spring 2015.
• "The Bucharest Stock Exchange Case: Is BET-FI an Index leader for the Oldest Indices BET and BET-C?", C. Pop. D. Bozdog, and A. Calugaru, International Business: Research, Teaching and Practice, Volume 7(1), pg.35-54, 2013. (link1) (link2) (pdf)
• Cited By:
• "Was RASDAQ Doomed from the Start? A Preliminary Investigation", C. Pop, C. Balint, and M.A. Georgescu, Theoretical and Applied Economics Special Issue, 2015.
• "A frontier market case: Does Bucharest Stock Exchange have a leading domestic index?", C. Pop, D. Bozdog, and A. Calugaru, Journal Studia Universitatis Babes-Bolyai NEGOTIA, LVII, 2, 2012, pg. 3-26. (link1) (link2) (pdf) (http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2206000)
• Cited By:
• "The Presence of SMEs at Bucharest Stock Exchange", C. Balint and C. Pop, Journal Studia Negotia, Issue 3, pg. 71-93, 2013.
• "The Bucharest Stock Exchange Case: Is BET-FI an Index leader for the Oldest Indices BET and BET-C?", C. Pop. D. Bozdog, and A. Calugaru, International Business: Research, Teaching and Practice, Volume 7(1), pg.35-54, 2013.
• "Construction of Volatility Indices using a Multinomial Tree Approximation Method", D. Bozdog, I. Florescu, K. Khashanah, and H. Qiu, Chapter in "Handbook of Modeling High-Frequency Data in Finance", Wiley, December 2011. [ISBN: 978-0-470-87688-6] (pdf) (http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2013362)
• Cited By:
• "The connectedness between crude oil and financial markets: Evidence from implied volatility indices", B. Awartani, M. Aktham, and G. Cherif, Journal of Commodity Markets, Volume 4, Issue 1, December 2016
• "Volatility Forecasting and Volatility Indices: A Comprehensive Review and Practical Applications in Financial Derivatives Pricing and Portfolio Management", E. D. Ioannidis, M.B.A. Executive Thesis, University of Macedonia, February 2013
• "Rare Events Analysis of High-Frequency Equity Data", D. Bozdog, I. Florescu, K. Khashanah, and J. Wang, Wilmott Journal (July 2011), 2011(54), pg. 74-81. [DOI: 10.1002/wilm.10016] (abstract) (pdf) (http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2013355)
• Cited By:
• "Stocks", Z. Kakushadze and J. A. Serur, Chapter in "151 Trading Strategies", pp. 41-86, Palgrave Macmillan, Cham, 2018
• "Towards Risk Models in Machine Learning", C. A. Vitt, Ph.D. Dissertation, Rutgers, The State University of New Jersey, May 2018.
• "Visualization that Indicates Event Significance Represented by a Discriminative Metric Computed Using a Contingency Calculation", Hao et al., U.S. Patent No. 9,779,524 B2, publication date Oct. 3, 2017
• "A Slightly Depressing Jump Model: Intraday Volatility Pattern Simulation", K. Khashanah, J. Chen, and A. G. Hawkes, Available at SSRN, October 2017 (http://ssrn.com/abstract=3049686)
• "The challenges and implications of the Markets in Financial Instruments Directive (MiFID) and of its revision (MiFID II, MiFIR) on the efficiency of financial markets", R. Gillet, S. Ligot, and H.O. Firouzi, Chapter in: Douady R., Goulet C., Pradier PC. (eds) Financial Regulation in the EU. Palgrave Macmillan, Cham, 2017
• "Critical Review of Methodologies for Evaluating In-Use Safety Performance of Guardrail End Treatments and Other Roadside Treatments", B. Wolshon and A. Pande, HTRB-SASP-14-05, Committee for the Study of In-Service Performance of W-Beam Guardrail End Treatments, Transportation Research Board, 2017
• "Detection of Rare Events in Multidimensional Financial Datasets with Zonoid Depth Functions", P. Golbayani and D. Bozdog, IEEE Symposium Series on Computational Intelligence (SSCI), pg. 1-6, 2017
• "Visualizing a Relationship of Attributes Using a Relevance Determination Process To Select From Candidate Attribute Values", Hao et al., U.S. Patent No. 9,280,612 B2, issued on Mar. 8, 2016
• "Market Shocks: Review of Studies", M. Frolova, Chapter in "Financial Econometrics and Empirical Market Microstructure", pp. 77-92, Springer International Publishing, 2015
• "On the impact and future of HFT: White paper", K. Khashanah, I. Florescu, and S. Yang, IRRC Institute and Stevens Institute of Technology, September 2014
• "Evaluating Performance Capacity of High Frequency Trading Strategies, Based on Comparative Ratios and Market Inefficiency at Helsinki Stock Exchange", N. Sapkota, M.S. Thesis, University of Oulu, Finland, November 2014
• "Risk and Reward Preferences under Time Pressure", A. D. Nursimulu, P. Bossaerts, Review of Finance, 17 (4), July 2013
• "A study of persistence of price movement using High Frequency Financial Data", D. Bozdog, I. Florescu, K. Khashanah, and J. Wang, Chapter in "Handbook of Modeling High-Frequency Data in Finance", December 2011. [ISBN: 978-0-470-87688-6]
• Cited By:
• "Detection of Rare Events in Multidimensional Financial Datasets with Zonoid Depth Functions", P. Golbayani and D. Bozdog, IEEE Symposium Series on Computational Intelligence (SSCI), pg. 1-6, 2017
• "Trends and Trades", C. Michael, O. Hadjiliadis, I. Stamos, Chapter in "Handbook of High-Frequency Trading and Modeling in Finance", Wiley, 2016
• "JSE Market Micro-Structure", B. Schorn Du Preez, MSc. Thesis, University of The Witwatersrand, Johannesburg, 2015
• "Empirical Research on Persistence of China's Stock Market Price Using Ultra-High Frequency Data", L. Wang and Z. Fang, Journal of University of Science and Technology of China, 45(5), pp. 422-428, 2015
• "Optimal Control in Limit Order Books", F. Guilbaud, Ph.D. Dissertation, Université Paris VII Diderot, 2013
• "Click! A study in automatic parameter selection for Computer Vision algorithms", D. Bozdog, I. Florescu and R. Stolkin, 2009. (pdf)
• "Single click image segmentation using mean shift", D. Bozdog, I. Florescu and R. Stolkin, Abstract in Perception, Journal of the Applied Vision Association, vol. 38, pp. 625-626, 2009.
• "Optimal parameter selection for mean shift type segmentation algorithms", D. Bozdog, I. Florescu and R. Stolkin, Abstract in Perception, Journal of the Applied Vision Association, vol. 38, pp. 626, 2009.
• "Complex Tire-Ground Interaction Simulation: Recent Developments of An Advanced Shell Theory Based Tire Model", D. Bozdog and W. W. Olson, submitted for publication in Tire Science and Technology Journal (pdf)
• Cited By:
• "Dynamische Reifensimulation mit geometrisch exakten Schalen. Von der Schale zum Reifen", R. Michael, Dissertation, Inst. fur Technologie (KIT), Karlsruhe, 2016
• "An Advanced Shell Theory Based Tire Model", D. Bozdog and W. W. Olson, Tire Science and Technology, Volume 33, Issue 4, pp. 227-238, October 2005. (abstract) (pdf)
• Cited By:
• "Theory of Tire Shape", Y. Nakajima, Chapter in "Advanced Tire Mechanics", Springer, Singapore, 2019
• "Prediction of Restriction Width of Carcass by Belts for Radial Tires: Theory, Experiment and Simulation", Y. Wang, Z. Cui, J. Wu, B. Su, and Z. Zhou, Journal of Harbin Institute of Technology (New Series), Vol.23, No.4, 2016
• "Dynamische Reifensimulation mit geometrisch exakten Schalen. Von der Schale zum Reifen", R. Michael, Dissertation, Inst. fur Technologie (KIT), Karlsruhe, 2016
• "An improved method of using equilibrium profile to design radial tires", Y. Wang, Z. Cui, J. Wu, B. Su, J. Zhao, Journal of Advanced Mechanical Design, Systems, and Manufacturing, Vol. 9, No. 2, 2015
• "The Pneumatic Tire Models: The Detailed Mechanical Approach", M. Gipser, Chapter in "Road and Off-Road Vehicle System Dynamics Handbook", CRC Press, November, 2013
• "Physically Meaningful Harmonization Of Tire/Pavement Friction Measurement Devices", M.P.N. Rajapakshe, Ph.D. Dissertation, University of South Florida, 2011
• "Theoretical and Experimental Analysis of Strain in a Tire Under Static Loading and Steady-State Free-Rolling Conditions", V. Krithivasan, Ph.D. Dissertation, Auburn University, Alabama 2011
• "Modal Analysis of Radial Tires", L. Jiajun, M.S. Thesis, Department of Systems Engineering and Naval Architecture, National Taiwan Ocean University, 2011
• "Development of measurement algorithms of tire states by tire deformations study", V. Krithivasan, R. Green, R. Jackson, S.-Y. Choe, HMC Report, Auburn University, April 26 2011
• "On the interaction between modal behaviour and shear force behaviour of a pneumatic tyre", A. Tsotras, Ph.D. Dissertation, Loughborough University, UK, 2010
• "Simulation analysis and test of trafficability on forest patrolling and fire-fighting vehicle ", X. Ba, Y. He, B. Zhu, Applied Mechanics and Materials, 33, pp. 390-393, 2010
• "Modeling and Simulation of All-Terain Vehicle Handling Stability ", Z.-F. Zhang, Z.-M. Xu, X.-Y. Peng, Y.-S. He, Chongqing Daxue Xuebao/Journal of Chongqing University 32 (6), pp.620-624, 2009
• "Development and validation of a three-dimensional ring-based structural tyre model", P. Kindt, P. Sas, W. Desmet, Journal of Sound and Vibration, 326 (3-5), pp.852-869, 2009
• "Tire rolling resistance model", L. Fengxiang, Y. Wei-min, China Rubber Industry, Vol. 55, No. 4, pp. 251-255, 2008
• "Coordinated and Reconfigurable Vehicle Dynamics Control", J. Wang, Ph.D. Dissertation, The University of Texas at Austin, May 2007
• "Theoretical analysis technique of radial tire", Y. Wei-min, L. Fengxiang, T. Jing, China Rubber/Plastics Technology & Equipment, Vol. 33, No. 12, pp. 15-20, 2007
• "Extension of the nondimensional tire theory to general operating conditions", E. M. Kasprzak, Ph.D. Dissertation, State University of New York at Buffalo, May 2007
• "An Advanced Shell Theory Based Tire Model", D. Bozdog, Ph.D. Dissertation, The University of Toledo, 2005.
• Cited By:
• "Dynamische Reifensimulation mit geometrisch exakten Schalen. Von der Schale zum Reifen", R. Michael, Dissertation, Inst. fur Technologie (KIT), Karlsruhe, 2016

Presentations / Conferences:

• "Technology Development to Support Research Hanlon Lab Case Study", NJEDge Faculty Showcase 2016 (program)
• "Application of Rare Events Detection Techniques to Financial Data", Strategy Exploration Meeting: Lockheed Martin and SIT, School of Systems and Enterprises, Stevens Institute of Technology, July 2014.
• "A Study of Rare Events in High-Frequency Financial Data", Ph.D. Dissertation, Stevens Institute of Technology, December 2014.
• Rare Events Analysis for High-Frequency Equity Data, 10th International Workshop on Rare Event Simulation (RESIM 2014), Tinbergen Institute, Amsterdam, August 27-29, 2014 (abstract)
• Early Warning Methods for Rare Events Detection, Stevens Innovation Expo - Faculty Poster Session, April 24, 2013 (poster)
• Business Intelligence & Analytics - SAS Software Bootcamp, Financial Services Center, Stevens Institute of Technology, January 11, 2013 (program), March 9, 2013 (program), March 28-29, 2015
• Methods for Detection and Analysis of Rare Events in High-Frequency Financial Data, The 4th Annual Modeling High Frequency Data in Finance Conference , July 19-22, 2012 (abstract)
• Detection and Analysis of Rare Events in High-Frequency Financial Data, Stevens Financial Systems Center (FSC) Launch Event, April 17, 2012 (poster) (youtube)
• Rare Events Detection and Analysis of Equity and Commodity High-Frequency Data, SIAM Conference on Uncertainty Quantification, April 2-5, 2012 (abstract)
• Equity and commodity behavior in the proximity of rare events I & II, MA-810 Special Topics in Stochastic Systems, November 14 & 21, 2011
• Equity and commodity behavior in the proximity of rare events, Sixth Rutgers-Stevens Workshop in Optimization of Stochastic Systems, November 4-5, 2011
• Could BET-Fi be considered a leading index for Bucharest Stock Exchange?, Conference: Modeling High Frequency Data in Finance 3, July 28-31, 2011 (abstract) (pdf)
• A Study of Persistence of Price Movement Using High Frequency Financial Data, 37th Eastern Economic Association Annual Meetings in New York City, 2011
• Empirical Study of the Price-Volume relationship using High-Frequency data, Conference on Modeling High Frequency Data in Finance II, June 24-27, 2010 (abstract)
• Rare Events Detection and Analysis of High-Frequency Financial Data, AMS Western Sectional Meeting, Albuquerque, April 17-18, 2010 (abstract)
• Rare Events Analysis of High-Frequency Financial Data, Conference on Modeling High Frequency Data in Finance, Stevens Institute of Technology, 2009 (poster)
• Optimal parameter selection for mean shift type segmentation algorithms, D. Bozdog, I. Florescu, and R. Stolkin, AVA Annual Meeting, Birmingham, 2009 (poster)
• Single click image segmentation using mean shift, D. Bozdog, I. Florescu, and R. Stolkin, AVA Annual Meeting, Birmingham, 2009
• Analysis of Rare Events Using High Frequency Data, Fifth Rutgers-Stevens Workshop in Optimization of Stochastic Systems, 2009 (presentation)
• Click! An Image Segmentation Algorithm, Stevens Institute of Technology, GSRC-2008
• Tire Mechanics: Construction, Performance and Modeling, Western Washington University, 2006
• Tire Models: Theory and Applications, Southeast Missouri State University, 2006
• An Advanced Shell Theory Based Tire Model, Ph. D. Dissertation, The University of Toledo, 2005
• Speaker at The Twenty-Third Annual Meeting and Conference on Tire Science and Technology, Akron 2004
• "An Advanced Shell Theory Based Tire Model" (ppt)
• Braking System for SUV and Optimizations, Diploma Project, Polytechnic University of Bucharest, 1997