Sergio Bianchi is Professor of Quantitative Finance at ‘Sapienza’ University of Rome, Italy, and International Associate Professor in the Department of Finance and Risk Engineering at the Tandon School of Engineering, New York University, where he also held the position of Industry Professor. Prior to his tenure at ‘Sapienza’, he served as a professor at the University of Sassari, the University of Cassino, and the Pontifical Gregorian University. He has also been a visiting professor at New York University (NYC, USA) and Szent István University in Gödöllő (Hungary). Sergio has served as Guest Editor for several journals in the field of fractal models applied to economics and finance. His editorial activity includes the positions of Associate Editor for Frontiers in Applied Mathematics and Statistics, Risk and Decision Analysis, and Mathematical Methods in Economics and Finance. Additionally, he is a permanent member of the Scientific Board for the biennial conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance.
His research interests – which have resulted in almost a hundred papers, many of them published in leading academic journals – are primarily focused on the stochastic modeling of financial markets and include fractional and multifractional models, risk assessment, liquidity, and stochastic volatility models.
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