Dr. Florescu’'s research studies the area of Stochastic Processes and its applications to Finance. His recent work analyses the applications of stochastic processes to other areas such as computer vision tracking and earthquake modeling.

He also conducts research in fields such as Stochastic Volatility, Stochastic PDE's, Numerical Methods for Stochastic Processes, Nonlinear particle filtering, Monte Carlo Methods, Tree approximations for Diffusion Processes, and High frequency data analysis. The implications of his work include advancement in Computer Vision Tracking, Clustering, Acousting Sensing and Detection, Optimal sensor placement and tracking, and Robotics advancement.

Dr. Florescu has organized a number of conferences, including the Conference on Modeling High Frequency Data in Finance; Stevens Institute of Technology Summer 2009 and AMS Southwestern meeting, Special section in Mathematics of Finance, Albuquerque , New Mexico, Spring 2010. The conferences were supported by National Science Foundation (NSF), International Mathematical Union (IMU), American Statistical Association (ASA), Institute of Mathematical Statistics (IMS) and International Association of Financial Engineers (IAFE).

He holds a patent-pending project, and has been awarded the I.W. Burr award for academic excellence and quality of the thesis research, Purdue Research Foundation Grant, Purdue University, Puskas Memorial Fellowship for the Academic Year 2002-2003, Purdue University and the Merit Scholarship, 1991-1997, University of Bucharest, Romania.