Guido Germano

Professor of Computational Science, Director of the MSc Computational Finance at University College London

Speaker

Guido Germano is Professor of Computational Science at University College London, where he has been Director of the MSc Computational Finance since its foundation in 2015. He is also affiliated with the Systemic Risk Centre, London School of Economics.

He studied at the University of Pisa, obtaining a laurea in 1994 and a PhD on quantum-classical molecular simulation in 1998, with research stays at MPIP Mainz (1993-1994), the University of Bonn (1994-1995), and the University of California, San Francisco (1996). After postdocs in theoretical soft condensed matter physics at the Universities of Bristol (1998-2000) and Bielefeld (2000-2002), he led a research group at the University of Marburg, where, alongside large-scale molecular dynamics simulations on massively parallel computers, he investigated stochastic processes in statistical physics and in financial mathematics. He had already pursued this topic during his spell in Bonn (Statistics Division, Faculty of Law and Economics), and eventually it became his focus. Since joining UCL (Department of Computer Science, 2013-), he has had to engage with machine learning as well.

He was also a fellow at Università del Piemonte Orientale, Novara (Department of Economic Sciences and Quantitative Methods, 2009-2012) and Scuola Normale Superiore, Pisa (INFM-FORUM Theory of Condensed Matter Physics Group, 1998, and Quantitative Finance Group, 2012-2013).