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Luxembourg

Biography

Mark Podolskij is a full professor in statistics, probability and mathematical finance at the University of Luxembourg. His research interests comprise topics high frequency data, limit theorems, stochastic analysis, high dimensional statistics, parametric and non-parametric inference, among other fields.

Activities

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Funding (5)

Mathematical Tools for Complex Data Structures

2023 to present | Grant
FNR (Luxembourg, LU)
Source: Self-asserted source
Mark Podolskij

STAMFORD: Statistical Methods for High Dimensional Diffusions

2019-09 to 2024-08 | Grant
European Research Council (Brussels, BE)
GRANT_NUMBER:

815703
Source: Self-asserted source
Mark Podolskij

Ambit fields: Probabilistic Properties and Statistical Inference

2016-01 to 2021-12 | Grant
Villum Fonden (Copenhagen, DK)
Source: Self-asserted source
Mark Podolskij

Identifying the structure of volatility in financial markets using ultra high-frequency data

2015 to 2019 | Grant
Danmarks Grundforskningsfond (Copenhagen, DK)
Part of GRANT_NUMBER:

DFF-4182-00050
Source: Self-asserted source
Mark Podolskij

Research Training Group: Statistical Modeling of Complex Systems and Processes: Advanced Nonparametric Approaches

2013 to 2017 | Grant
Deutsche Forschungsgemeinschaft (Berlin, DE)
Source: Self-asserted source
Mark Podolskij
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