Dr. Markus Pelger

Biography

Markus Pelger is an Associate Professor in the Department of Management Science and Engineering at Stanford University, where he is also a Chambers Faculty Scholar. His research focuses on understanding and managing financial risk through the development of mathematical financial models and statistical methods, as well as the analysis of financial data. He employs computational techniques to address complex problems in the financial sector. His research is categorized into streams that include machine learning solutions for big-data challenges, empirical asset pricing, statistical theory for high-dimensional data, and stochastic financial modeling. Markus’ work has been published in leading journals such as the Journal of Finance and Management Science, and he serves as an Associate Editor for multiple academic journals. His contributions to the field have been recognized with several awards, including the Bates-White Prize and the Dennis Aigner Award. Additionally, he has been active in consulting and advising roles for investment institutions and governmental agencies. A graduate of the University of California, Berkeley, he holds a Ph.D. in Economics and diplomas in Mathematics and Economics from the University of Bonn. He is affiliated with various research institutes including the National Bureau of Economic Research and the Stanford Institute for Human-Centered Artificial Intelligence.

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