Department of Statistics and Actuarial Science is pleased to welcome Mikko Pakkanen as an Associate Professor
Monday, September 19, 2022
PAKKANEN,
Mikko
(MSc
(Mathematics),
2006,
University
of
Helsinki;
PhD
(Applied
Mathematics),
2010,
University
of
Helsinki)
will
be
joining
the
Department
of
Statistics
and
Actuarial
Science
on
September
19,
2022
as
an
Associate
Professor.
Before
coming
to
Waterloo,
Mikko
held
academic
appointments
at
Imperial
College
London,
most
recently
as
a
Senior
Lecturer.
At
Imperial,
he
served
also
as
Co-Director
of
the
MSc
in
Mathematics
and
Finance
and
as
Co-Director
of
the
EPSRC
Centre
of
Doctoral
Training
in
Financial
Computing
&
Analytics.
Mikko's
research
is
focused
on
data
science,
stochastic
processes,
and
quantitative
finance.
His
specific
research
interests
include
statistical
modeling
of
high
frequency
financial
data,
volatility
modeling,
limit
theorems
for
stochastic
processes,
and
machine
learning
in
finance.
Apart
from
financial
applications,
Mikko
has
recently
started
working
on
stochastic
modeling
in
epidemiology
and
is
keen
to
expand
his
research
activity
in
this
area.
