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 FinanceDepartment of Mathematics - Faculty of Natural Sciences
- 020 7594 8541 (Work)
- 809, Weeks Building, South Kensington Campus, United Kingdom
RESEARCH
Mikko Pakkanen's current research interests include:
- Statistical modelling of high-frequency financial data and market microstructure
- Volatility modelling and forecasting
- Limit theorems for stochastic processes
- Machine learning in finance
- Stochastic modelling in epidemiology
For more information, publications and preprints, visit Mikko's personal website: www.mikkopakkanen.fi