Patrizia Semeraro

Patrizia Semeraro is a Full Professor at the Department of Mathematical Sciences "GL Lagrange" (DISMA), Polytechnic University of Turin. She is a member of the Interdepartmental Center R3C - Responsible Risk Resilience Center and the Master's and Continuing Education School. Her research and teaching are centered in mathematical finance, probability, and statistics, with applications in financial modeling and risk analysis.

• Polytechnic University of Turin, Department of Mathematical Sciences (Current)

Her primary research interests include mathematical finance, stochastic processes, multivariate modeling, and statistical methods in economics and finance. She focuses on advanced topics such as multivariate Lévy models, tempered stable processes, subordination, and high-dimensional Bernoulli distributions. Her work bridges theoretical probability with practical applications in credit risk, derivative pricing, and financial engineering.

Recent publications demonstrate a strong trend in developing and calibrating multivariate financial models, analyzing dependence structures, and applying probabilistic methods to real-world economic problems. Her work spans journals in operations research, statistics, probability, and financial economics, reflecting interdisciplinary expertise.

Scientific recognitions include:

• Outstanding paper awarded by Emerald Literati Network, Italy (2016)
• Fellow - INDAM, Italy (2019–present)
• Fellow - AMASES, Italy (2017–present)

She supervises PhD students including Chen Zhang, Alessandro Mutti, and Giovanni Amici. She has been involved in nationally funded research projects such as PRIN and SUP-CHAIN-DIS (2023–2025), focusing on supply chain disruptions and financial losses. She teaches in the Financial Engineering program and has previously taught courses such as Complements of Mathematics and Fundamentals of Physics and Mathematical Principles.

She is a member of the Probability and Applications research group and contributes to the Mathematical Models in Finance research area at DISMA.