Finance

Axis 1. Financial Markets & Responsible Finance

We investigate how market structures, regulation, taxation, and sustainable finance practices shape financial systems and corporate responsibility.

Axis 2. Risk Modeling & Econometrics

We develop and apply advanced econometric methods to measure volatility, systemic risk, and detect critical transitions in financial markets.

Axis 3. Monetary Policy & Banking

We analyze how banking behavior, financial access, and the interaction of monetary, fiscal, and regulatory policies influence economic stability and growth.

Axis 4. Quantitative Finance & Stochastic Modeling

We design mathematical and statistical models for asset pricing, risk management, and portfolio optimization, as well as for incomplete markets, using stochastic processes with or without jumps, or non-linear dynamics. This work also covers advanced numerical algorithms (Monte Carlo methods, stochastic approximation, machine learning, stochastic control, reinforcement learning), in close connection with technological innovations and the needs of the financial industry.