معرفی
Giorgio Ferrari is a Full Professor for Mathematical Finance at the Institute for Mathematical Economics (IMW), Faculty of Economics, Bielefeld University. His research bridges stochastic control theory with applications in economics, finance, actuarial science, and epidemiology.
- Education: B.Sc. and M.Sc. in Physics and Mathematical Physics from the University of Rome La Sapienza, Ph.D. in Mathematics for Economic-Financial Applications (2012).
- Academic Appointments: Post-Doctoral Researcher (2012–2015), Substitute Full Professor (2015), Junior Professor (W1) (2016–2017), Associate Professor (2017–2023), and Full Professor (2023–present) at Bielefeld University.
Research Interests focus on Singular Stochastic Control, Optimal Stopping, and Stochastic Games, with applications to economic policy, financial markets, and epidemic modeling. His work extends to Mean-Field Games for large-scale strategic interactions and Free-Boundary Problems for investment decision-making under uncertainty.
Scientific Contributions include groundbreaking publications in Stochastic Processes and their Applications, Mathematical Finance, and SIAM Journal on Control and Optimization. His research projects, such as the DFG SFB 1283 subproject C4 and the Research Training Group 2865, address uncertainty in dynamic economies through game-theoretic and stochastic frameworks.
- Notable Awards: AMASES Best Young Researcher Paper (2014), YITP Research Prize (2017), and multiple research fellowships from the University of Padova.
- Leadership: Director of the Bielefeld Graduate School in Theoretical Sciences (2023–present) and Principal Investigator in major DFG-funded initiatives.