Chiara Amorino

UPF and BSE

PhD, Université Paris-Saclay

Research interests

  • Statistics
Read more Arrow down

Chiara Amorino is an Assistant Professor at Universitat Pompeu Fabra (UPF) and an Affiliated Professor of the Barcelona School of Economics (BSE). Previously, she was a postdoctoral researcher at the University of Luxembourg.

Professor Amorino’s research interests are mainly in statistical inference for stochastic differential equations.

She has worked on problems including thresholding methods, high frequency data, Malliavin calculus, volatility estimation, Stein’s method, ergodic theory, density estimation, minimax risk and convergence rates. Amorino is particularly interested in McKean-Vlasov equations, Hawkes processes and local differential privacy.

She earned her PhD in Applied Mathematics from the laboratoire de Mathématiques et Modélisation d’Évry (LaMME) at Université Paris-Saclay.

Publications

See all Angle icon
Publication
Recognition Program

Subscribe to our newsletter
Want to receive the latest news and updates from the BSE? Share your details below.
Founding institutions
Distinctions
Logo BSE
© Barcelona Graduate School of
Economics. All rights reserved.
YoutubeFacebookLinkedinInstagramX