Dragos Bozdog

Adjunct Professor - Financial Engineering Program
Adjunct Professor - Department of Mathematical Sciences

System Administrator
The Hanlon Financial Systems Laboratory

Stevens Institute of Technology
Castle Point on Hudson
Hoboken, NJ 07030

Office: Babbio Center 492A
Phone: (201) 216-3527

Fax: (201) 216-5541
Email:

Teaching:

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:

Publications:

  • "Is BET-FI a domestic index leader for Bucharest Stock Exchange?", C. Pop. D. Bozdog, and A. Calugaru, Proceedings Finance and Economics Conference, ISSN 2190-7927, Frankfurt, 2013. (link) (pdf)
  • "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. (link) (pdf)
  • "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:
      • "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:
      • "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:
      • "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)
  • "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:
      • "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
      • "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

Presentations / Conferences:

Grants & Awards:

  • Proposal "Rare events and connection with crash phenomena" submitted to CFTC, with I. Florescu and K. Khashanah, partially funded by the School of Systems and Enterprises, for collaboration with U.S. Commodity Futures Trading Commission (CFTC) May 15 - Oct 15, 2011
  • Best Thematic Paper Award Finalist "A domestic index leader. The case of a frontier market: Bucharest Stock Exchange", AIB-SE Annual Conference, Fort Lauderdale, Florida, 2012 (link)

Professional Registration & Certification:

Professional Memberships:

  • International Association of Financial Engineers (IAFE)
  • Society for Industrial and Applied Mathematics (SIAM)
  • National Society of Professional Engineers (NSPE)
  • The American Society for Engineering Education (ASEE)

Academic Honors:

  • The Scientific Research Society (Sigma Xi)

Other Activities:

Home


URL: http://personal.stevens.edu/~dbozdog/

Last Update: August 1, 2013

Current Date:

Dragos Bozdog, All Rights Reserved.

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