Diana-Ioana Micu
2026– OngoingThesis: AI tools for financial markets: anomaly detection and crisis prevention
Doctoral supervision
PhD students
Doctoral School of Cybernetics and Economic Statistics, Bucharest University of Economic Studies. PhD supervisor since 2019.
Antoaneta Amza
2025– OngoingThesis: LLMs in economics
Joint papers (3)
Ioana-Delia Diaconu
2025– OngoingThesis: Explainable Artificial Intelligence (XAI): applications in economics
Andrei-Theodor Ginavar
2024– OngoingThesis: Application of large language models in the forecast of digital asset returns
Joint PhD (cotutelle), with Prof. Daniela-Ioana Manea
Joint papers (5)
- In the beginning was the Word: LLM-VaR and LLM-ES (2026)
- Sustainability of DeFi Carry Trading Using Stablecoins (2026)
- Cryptocurrency Market Analysis: Insights from Metcalfe’s Law and Log-Periodic Power Laws (2026)
- Recalibrating Tail Risk Forecasts under Temporal Dependence (2026)
- Cryptocurrency Market Analysis: Insights from Metcalfe’s Law and Log-Periodic Power Laws (2025)
Rahul Tak
2024– OngoingThesis: Deep learning algorithms for industry-ready automated trading systems
Joint PhD (cotutelle), with Prof. Adrian Costea; MSCA Digital Finance
Joint papers (6)
- Can Foundation Models Manage Risk? Zero-Shot VaR and ES Forecasting with Conformal Calibration in CEE Markets (2026)
- A Multimodal Vision-Language Framework for Financial Anomaly Detection (2026)
- ESG-Aware Asset Selection and Portfolio Optimization: A Comparative Study of Multi-Criteria Decision-Making Methods (2026)
- AI Listening to Central Banks: From Words to Markets and Macroeconomic Outcomes (2026)
- Racing the News: Nanosecond Market Efficiency at Eurex and CME (2026)
- LLM-Driven Stock Prediction: Capturing Market Trends with LLaMA (2025)
Siang-Li (David) Jheng
2024– OngoingThesis: Early-warning systems for preventing the deterioration of the performance of financial and economic entities
Joint PhD (cotutelle), with Prof. Adrian Costea; MSCA Digital Finance
Joint papers (5)
- Can Foundation Models Manage Risk? Zero-Shot VaR and ES Forecasting with Conformal Calibration in CEE Markets (2026)
- A Multimodal Vision-Language Framework for Financial Anomaly Detection (2026)
- ESG-Aware Asset Selection and Portfolio Optimization: A Comparative Study of Multi-Criteria Decision-Making Methods (2026)
- Cryptocurrency Returns (2026)
- Cryptocurrencies in a Changing Financial Landscape: A Systematic Review (2025)
Alexandru-Victor Andrei
2023– OngoingThesis: Explainable Artificial Intelligence (XAI): applications in economics
Joint papers (8)
- In the beginning was the Word: LLM-VaR and LLM-ES (2026)
- Evaluating Intervention Effectiveness during Extreme Price Events: A Counterfactual Analysis of Romania’s 2024 Energy Crisis (2026)
- Explainable AI-Based Early Warning System for Electricity Price Spikes: Evidence from the Romanian Market (2026)
- Multi-Horizon Explainability in Energy Price Forecasting: Disentangling Market Dynamics and Renewable Intermittency in Romania’s Liberalized Electricity Market (2026)
- Joint Probabilistic Forecasting for Battery Arbitrage in Day-Ahead Power Markets (2026)
- The Role of AI in (Re)shaping Energy Finance: A Systematic Literature Review (2025)
- Explainable AI for Electricity Price Anomaly Detection: A SHAP-Driven Approach in Romania’s Energy Market (2025)
- Energy Price Modelling: A Comparative Evaluation of Four Generations of Forecasting Methods (2024)
Ștefan Găman
2023– OngoingThesis: Risk models for digital assets
Joint papers (7)
- BitMood: AI analysis of Bitcoin trends via Facebook emotions (2026)
- Can Foundation Models Manage Risk? Zero-Shot VaR and ES Forecasting with Conformal Calibration in CEE Markets (2026)
- Quantlet: the code snippet knowledge platform (2026)
- A Multimodal Vision-Language Framework for Financial Anomaly Detection (2026)
- ESG-Aware Asset Selection and Portfolio Optimization: A Comparative Study of Multi-Criteria Decision-Making Methods (2026)
- Cryptocurrency Returns (2026)
- Do Investors Buy Innovation: Market Responses to Ethereum Development Milestones (2026)
Alexandru-Adrian Cramer
2022– OngoingThesis: Applying deep learning and big data techniques in financial instruments trading
Joint papers (5)
- Evaluating Intervention Effectiveness during Extreme Price Events: A Counterfactual Analysis of Romania’s 2024 Energy Crisis (2026)
- Explainable AI-Based Early Warning System for Electricity Price Spikes: Evidence from the Romanian Market (2026)
- Multi-Horizon Explainability in Energy Price Forecasting: Disentangling Market Dynamics and Renewable Intermittency in Romania’s Liberalized Electricity Market (2026)
- The Role of AI in (Re)shaping Energy Finance: A Systematic Literature Review (2025)
- The link between energy prices and stock markets in European Union countries (2025)
Saad Obaid Jameel Al-Masoodi
2022– OngoingThesis: Statistical methods for financial markets forecasting
Ioana-Alexandra Conda
2021– OngoingThesis: Statistical models for capital markets
Joint papers (8)
- BitMood: AI analysis of Bitcoin trends via Facebook emotions (2026)
- Cryptocurrency Market Analysis: Insights from Metcalfe’s Law and Log-Periodic Power Laws (2026)
- Cryptocurrency Returns (2026)
- Day-ahead Forecasting for Redispatch Measures using Machine Learning Models (2026)
- Infodemic insights: Mapping COVID-19’s digital discourse in Romania (2025)
- Cryptocurrencies in a Changing Financial Landscape: A Systematic Review (2025)
- Cryptocurrency Market Analysis: Insights from Metcalfe’s Law and Log-Periodic Power Laws (2025)
- Financial Risk Meter for the Romanian Stock Market (2023)
Vlad Bolovăneanu
2021– OngoingThesis: Financial fraud detection models
Joint papers (5)
- In the beginning was the Word: LLM-VaR and LLM-ES (2026)
- Inflation Forecasting with Monetary Policy Narratives: Evidence from an Emerging Economy (2026)
- Day-ahead Forecasting for Redispatch Measures using Machine Learning Models (2026)
- Recalibrating Tail Risk Forecasts under Temporal Dependence (2026)
- The Role of AI in (Re)shaping Energy Finance: A Systematic Literature Review (2025)
Miruna-Elena Văduva (Proșcanu)
2020–2025 Defended 2025Thesis: Beyond the numbers: a statistical X-ray of the Romanian energy market
Joint papers (1)
PhD topics offered
Prospective students are welcome to get in touch about these topics:
- LLMs in economics
- Risk models for digital assets
- Explainable Artificial Intelligence (XAI): applications in economics
- Predictability of financial crises in the digital era
- Transparent versus black-box decision-support models in the financial industry