Christa Cuchiero

Christa Cuchiero is a Professor at the Department of Statistics and Operations Research, Faculty of Business, Economics and Statistics, University of Vienna. Her research spans Mathematical Finance, Stochastic Processes, and Machine Learning applications in finance. She has over 48 publications, including recent work on signature-based models for SPX/VIX options, polynomial McKean-Vlasov SDEs, and infinite-dimensional Wishart processes. Her projects include 'Dynamic Uncertainty Modeling in Finance' and a long-term study on 'Universelle Strukturen in Finanzmathematik' (2020–2028).

Research Interests:

• Signature methods for financial modeling
• Affine and polynomial processes
• Machine learning in finance
• Measure-valued stochastic differential equations
• Volterra equations and rough path theory
• Portfolio optimization and risk management

Scientific Awards:

• Bruti-Liberati Visiting Fellowship (2018)
• Fellow at the Center for Advanced Study (CAS), Norwegian Academy of Science and Letters (2024)
• ETH Medal for Ph.D. thesis (2012)

Recent Publications (2023–2025) focus on signature methods, stochastic portfolio theory, energy markets, and robust calibration techniques. Her work integrates advanced mathematical theory with practical financial applications, emphasizing nonlinear SPDEs, polynomial models, and machine learning frameworks.