معرفی
Markus Pelger is an Associate Professor at Stanford University's School of Engineering, affiliated with the Department of Management Science and Engineering and the National Bureau of Economic Research. His research bridges mathematical finance, machine learning, and statistical econometrics.
- PhD in Economics, UC Berkeley (2015)
- Diplom in Mathematics and Economics, University of Bonn (2012, 2009)
His work focuses on:
- Financial Risk Modeling (high-frequency, jump, and continuous risk factors)
- Machine Learning Applications in asset pricing, statistical arbitrage, and portfolio optimization
- High-Dimensional Data Analysis (factor models, missing data imputation, and proximate factors)
He has contributed to machine learning-based yield curve estimation, deep learning asset pricing, and interpretable factor models. His research has been honored with the Dennis Aigner Award, Bates-White Prize, and Crowell Memorial First Prize.
He serves as Associate Editor for Management Science, Operations Research, and Digital Finance. He is a founding organizer of the Advanced Financial Technology Laboratories and AI & Big Data in Finance Research Forum, with affiliations spanning Stanford's computational, AI, and environmental research institutes.
