Scholar
Markus Pelger
Google Scholar ID: FpNrPm8AAAAJ
Associate Professor, Stanford University
Citations & Impact
Citations
2,539
H-index
18
i10-index
19
Publications
20
Co-authors
9
list available
Contact
Publications
Resume (English only)
Research Experience
- Associate Professor, Department of Management Science and Engineering, Stanford University
- Research Associate, National Bureau of Economic Research (NBER)
- Co-founder of the Advanced Financial Technology Laboratories
- Co-founder of the AI & Big Data in Finance Research Forum
- Consultant or advisor to investment institutions, governmental agencies, and supranational organizations
- Affiliated with Stanford ICME, Stanford HAI, Stanford Data Science, and Stanford Woods Institute for the Environment
Background
- Associate Professor of Management Science & Engineering at Stanford University
- Chambers Faculty Scholar in the School of Engineering, Stanford University
- Research Associate at the National Bureau of Economic Research (NBER)
- Research focuses on understanding and managing financial risk
- Research streams: machine learning for big-data problems in empirical asset pricing, statistical theory for high-dimensional data, and stochastic financial modeling
