-
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


Academic Degrees
Year Academic Department Degree
2001 Stockholm School of Economics Ph.D.
1998 Universitat Pompeu Fabra Master of Science
1997 Scuola Superiore Sant'Anna, Pisa B.Sc.
1900 NA Other
Work Experience
Year Employer Job Title
2018 - Present BI Norwegian Business School Professor