Chiara Amorino

Universitat Pompeu Fabra
Jaume I Building (Ciutadella Campus)
Ramon Trias Fargas, 25-27
08005 Barcelona

chiara[dot]amorino[at]upf[dot]edu

Main research interests

I am currently Assistant Professor at Universitat Pompeu Fabra in Barcelona, starting from April 1st, 2024. Prior to this position, I held a role as a postdoctoral researcher at the University of Luxembourg, where I was part of the group led by Prof. Mark Podolskij.
In July 2020, I defended my PhD thesis, which was conducted under the guidance of Prof. Arnaud Gloter at LaMME, Université Paris-Saclay.

My research interests are mainly in statistical inference for stochastic differential equations.
Problems I worked on include thresholding methods, high frequency data, Malliavin calculus, volatility estimation, Stein's method, ergodic theory, density estimation, minimax risk and convergence rates.
I am also particularly interested in McKean-Vlasov equations, Hawkes processes and local differential privacy.

Here is my CV.