Chiara Amorino

Chiara Amorino is an Assistant Professor at the Department of Economics and Business, Universitat Pompeu Fabra (Barcelona, Spain), starting April 2024. Prior to this role, she was a postdoctoral researcher at the University of Luxembourg (2020–2024), working under Prof. Mark Podolskij. She holds a PhD in Mathematics from Université Paris-Saclay (2020), supervised by Prof. Arnaud Gloter.

Her research focuses on statistical inference for stochastic differential equations (SDEs), with particular emphasis on high-frequency data, Malliavin calculus, volatility estimation, and minimax theory. She also investigates McKean-Vlasov equations, Hawkes processes, and local differential privacy. Her work bridges theoretical statistics, probability, and applications in mathematical finance and data science.

Amorino has taught courses such as 'Probability and Statistics' at UPF and 'Continuous Time Models in Mathematical Finance' at the University of Luxembourg. She has supervised multiple Master's and Bachelor's theses, including projects on kernel density estimation and stochastic processes.

Her recent publications (2023–2025) emphasize parameter estimation in complex stochastic systems, leveraging techniques like Malliavin calculus and deconvolution. She actively contributes to academic conferences, including the Bachelier World Congress and the European Young Statisticians Meeting, and reviews for journals like Annals of Statistics and Stochastic Processes and Applications.

Amorino collaborates with institutions globally and leads research initiatives on topics like nonparametric estimation in McKean-Vlasov SDEs and privacy-aware statistical methods.