معرفی
Christa Cuchiero is a Professor at the Department of Statistics and Operations Research, University of Vienna, and an elected member of the Austrian Young Academy (Junge Akademie) since 2020. Her research bridges rigorous mathematics and cutting-edge applications in finance, machine learning, and stochastic analysis.
Education: Christa earned her M.Sc. in 2006 from TU Wien with a thesis on affine interest-rate models, her Ph.D. in 2011 from ETH Zürich on affine and polynomial processes, and completed her Habilitation at the University of Vienna in 2018 on high-dimensional finance beyond classical paradigms.
Research Interests: Her work centers on affine and polynomial processes, stochastic portfolio theory, signature methods, and infinite-dimensional stochastic analysis. Recent projects explore signature-based neural SDEs for option calibration, measure-valued diffusions for energy markets, and universal approximation properties of signature transforms.
Awards & Recognition: Among her accolades are the FWF START Award 2019, the Bruti-Liberati Visiting Fellowship 2018, the ETH Medal 2012 for an outstanding Ph.D. dissertation, and the Prix de l’Institut Europlace de Finance 2017 for the best paper in finance.
Contact: christa.cuchiero@univie.ac.at, Kolingasse 14-16, 05.47, 1090 Wien, Austria.
