Research
Specialisations
- Finance
- Statistics and Probability
- Mathematical Physics
- Economics and Econometrics
Research topics
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Statistical Methods and Inference
- Stochastic processes and statistical mechanics
- Complex Systems and Time Series Analysis
- Publications
- 68
- Citations
- 884
- h-index
- 16
- Papers, last 3 years
- 12
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