Dr. Bernardo D’Auria is an associate professor of the Department of Statistics at the Madrid University Carlos III since 2012. Before then he has been Ramon y Cajal Researcher at the same university and Post-Doc researcher at EURANDOM (The Netherlands). He obtained the Master degree in Telecommunication Engineering and the Ph. D. degree in Informational Engineering at the Salerno University (Italy). His main research interests are in Stochastic Processes, Stochastic Optimal Control and Stochastic Games problems with application to Finance and Insurance. In particular, he aims to understand and control the stochastic dynamics of large and complex interconnected systems.
In the field of Big Data, he is interested in applications to financial markets and social networks, with a focus on developing new models and self-learning adaptive algorithms and tools to mimic and control the stochastic behavior of agents acting in these environments.
For more information, please visit the web page: www.est.uc3m.es/bdauria