Chiara Amorino is an Assistant Professor at Universitat Pompeu Fabra (UPF) and an Affiliated Professor of the Barcelona School of Economics (BSE). Previously, she was a postdoctoral researcher at the University of Luxembourg.
Professor Amorino’s research interests are mainly in statistical inference for stochastic differential equations.
She has worked on problems including thresholding methods, high frequency data, Malliavin calculus, volatility estimation, Stein's method, ergodic theory, density estimation, minimax risk and convergence rates. Amorino is particularly interested in McKean-Vlasov equations, Hawkes processes and local differential privacy.
She earned her PhD in Applied Mathematics from the laboratoire de Mathématiques et Modélisation d'Évry (LaMME) at Université Paris-Saclay.