The Hanlon Financial Systems Lab is a state of the art research facility, providing support and computational resources for students and faculty alike. Our research topics and interests span wide areas, from Financial Engineering, Statistics, and Econometrics to Electrical Engineering, Artificial Intelligence, and Neuromorphic Computing. With a direct access to the resources from the lab, master and PhD students are performing research under the guide of the director of the lab, Dr. Ionut Florescu, on stochastic volatily models, rare events, liquidity measures of stock markets, filtering problems in Quantitative Finance, robotics and Artificial Intelligence via neuronal networks. Some of the research projects are extensions of selected final projects of master students in the Financial Engineering department.
Furthermore, the lab staff can offer, upon request from students or faculty, support and guidance for research projects in the aforementioned topics, with the scope of promoting high quality research at Stevens.