معرفی
Arturo Leccadito serves as Associate Professor in the Department of Economics, Statistics and Finance (DESF) at the University of Calabria, where he has held academic positions since 2009. His current role builds on prior experience as Assistant Professor (2009-2018) and multiple visiting appointments at Cass Business School in London. As Course Director for the Master Programme in Finance and Insurance (2020-2023), he oversees advanced financial education while maintaining active research and teaching responsibilities in Financial Econometrics and Risk Management courses.
- Ph.D. in Computational Methods for Financial and Economic Forecasting (University of Bergamo, 2008)
- Marie Curie Fellow at Cass Business School (2005)
- Degree in Statistics and Actuarial Science (University of Calabria, 2004; 110/110 cum Laude)
Leccadito's research focuses on quantitative financial modeling with specialization in risk management frameworks, commodity market dynamics, and cryptocurrency forecasting methodologies. His work integrates advanced econometric techniques with practical financial applications, particularly in covariance matrix estimation, tail risk prediction, and derivative pricing. Recent publications demonstrate increasing emphasis on sustainable finance applications including green bonds and energy markets.
Analysis of his 15 most recent publications reveals strong methodological consistency in nonlinear time series modeling and extreme value theory, with expanding applications from traditional commodities to digital assets. The research portfolio shows progressive complexity from early binomial tree models to current wavelet-based geopolitical risk analysis, maintaining focus on practical risk management solutions.
As member of the Metodi quantitativi per l'economia, la finanza ed il management research group, Leccadito collaborates on developing quantitative models for decision-making across finance, actuarial science, and industrial economics. His teaching portfolio spans undergraduate Probability and Financial Mathematics courses to graduate-level Financial Risk Management instruction in English.
