معرفی
Giulia Di Nunno is a Professor in the Department of Mathematics at the University of Oslo, specializing in stochastic analysis and its applications to finance and risk management. She also holds an adjunct professorship at the Norwegian School of Economics (NHH). Her research focuses on stochastic calculus, control theory, financial modeling, and energy finance, with a particular interest in dynamic risk measures. She has led major projects like the STORM initiative on time-space risk models and is involved in interdisciplinary research on sustainability and energy markets. Di Nunno has served as President of the Scientific Council of CIMPA and is an associate editor for several prestigious journals, including Finance and Stochastics and Stochastics. Her work bridges theoretical advancements with practical applications in finance and energy sectors.
- Education: PhD in Mathematical Statistics (University of Pavia, 2003), Degree in Mathematics (University of Milan, 1998).
- Research Groups: Risk and Stochastics, STORE (completed).
- Key Projects: SURE-AI (AI-driven risk modeling), Unruly Sustainability (interdisciplinary research), STORM (ToppForsk project).
- Editorial Roles: Associate Editor for Finance and Stochastics, DEAF, FMF, and others.
Her publications emphasize stochastic processes, volatility modeling, and risk measurement, with recent contributions on time-changed dynamics and applications to energy finance. She actively contributes to the international academic community through research networks like AMaMeF and ModSimFIE.
