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DrMikko Pakkanen

Associate Professor in Data Science and Quantitative Finance

Department of Mathematics - Faculty of Natural Sciences

Orcid identifier0000-0002-0696-4914 (opens in a new tab)⁠
  • Associate Professor in Data Science and Quantitative Finance
    Department of Mathematics - Faculty of Natural Sciences
  • 020 7594 8541 (Work)
  • 809, Weeks Building, South Kensington Campus, United Kingdom

BIO

Mikko Pakkanen is an Associate Professor in Data Science and Quantitative Finance in the Department of Mathematics at Imperial College London. 

Mikko's research is primarily in the intersection of data science, stochastic processes and quantitative finance, with particular emphasis on high-frequency financial data, market microstructure, volatility modelling and machine learning.
Mikko's personal website can be found at: www.mikkopakkanen.fi

ACADEMIC POSITIONS

  • Associate Professor in Data Science and Quantitative Finance
    Imperial College London, Department of Mathematics, London, United KingdomJun 2025 - present
  • Reader in Data Science and Quantitative Finance
    Imperial College London, Department of Mathematics, London, United KingdomSep 2022 - May 2025
  • Associate Professor (with tenure)
    University of Waterloo, Department of Statistics and Actuarial Science, Waterloo, CanadaSep 2022 - Jul 2023
  • Senior Lecturer
    Imperial College London, Department of Mathematics, London, United KingdomSep 2019 - Aug 2022
  • Lecturer in Mathematical Finance and Statistics
    Imperial College London, Department of Mathematics, London, United KingdomNov 2014 - Aug 2019
  • Postdoctoral Research Fellow
    Aarhus University, Department of Economics and Business, Aarhus, DenmarkMay 2012 - Oct 2014
  • Research Assistant
    Aarhus University, Department of Economics and Business, Aarhus, DenmarkFeb 2012 - Apr 2012

DEGREES

  • PhD, Applied Mathematics
    University of Helsinki, Helsinki, Finland2006 - 2010
  • MSc, Mathematics
    University of Helsinki, Helsinki, Finland2002 - 2006

FACULTY

  • Faculty of Natural Sciences

POSITION NAME

  • Associate Professor in Data Science and Quantitati

FIELDS OF RESEARCH