Employee Profile
Paolo Giordani
Professor - Department of Finance
Biography
I am professor of Financial Econometrics and former quant. My main research interests are statistical machine learning, Bayesian inference, and volatility. I am particularly interested in problems related to modeling the entire time-varying probability distribution of financial assets, and to detecting and modeling various forms of concept drift (changes in the relation between inputs and output). My latest effort is SMARTboost, a machine learning tool designed specifically for the challenges posed by financial data (github.com/PaoloGiordani/SMARTboost.jl). My favorite financial applications are option strategies and position sizing.
Before joining the faculty of BI in 2018, I was a senior advisor at the research division of the Swedish Central Bank (developing statistical models and forecasting tools) and a quant in two hedge funds (developing option strategies). At BI I teach Data Science for Finance and Quantitative Risk and Asset Management for the Msc in Quantitative Finance.
Google Scholar
Before joining the faculty of BI in 2018, I was a senior advisor at the research division of the Swedish Central Bank (developing statistical models and forecasting tools) and a quant in two hedge funds (developing option strategies). At BI I teach Data Science for Finance and Quantitative Risk and Asset Management for the Msc in Quantitative Finance.
Google Scholar
Year | Academic Department | Degree |
---|---|---|
2004 | Universityof Trieste | PhD |
2001 | Stockholm School of Economics | Ph.D. |
1998 | Universitat Pompeu Fabra | Master of Science |
1997 | Scuola Superiore Sant'Anna, Pisa | B.Sc. |
Year | Employer | Job Title |
---|---|---|
2018 - Present | BI Norwegian Business School | Professor |
2014 - 2019 | Università degli Studi di Genova | Assistant Professor |