Chiara Amorino

Chiara Amorino

Assistant Professor

Universitat Pompeu Fabra

I am an Assistant Professor at Universitat Pompeu Fabra. Previously, I was a postdoctoral researcher at the University of Luxembourg, working on the STAMFORD project (ERC Consolidator Grant). I obtained my PhD in Applied Mathematics at Université Paris-Saclay under the supervision of Arnaud Gloter. My research focuses on statistical inference for stochastic processes, including Malliavin calculus, nonparametric estimation, and privacy-preserving methods.

Interests
  • Statistical inference for stochastic processes
  • Jump diffusion processes
  • Malliavin calculus
  • Nonparametric statistics
  • High-dimensional statistics
  • Local differential privacy
  • Stein’s method
  • McKean–Vlasov SDEs
  • Fractional Brownian motion
Education
  • PhD in Applied Mathematics, 2020

    Université Paris-Saclay

  • MSc in Mathematics, 2017

    Università Statale di Milano

  • BSc in Mathematics, 2015

    Università Statale di Milano

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