Embedded Files
Professor of Statistics and Probability
Department of Mathematics & Department of Finance
University of Luxembourg
Email: mark.podolskij@uni.lu
Research Interests
Research Interests
My primary research interests lie in the probabilistic and statistical analysis of stochastic processes and random fields. Specifically, I focus on the development and application of statistical methods and limit theorems for high-frequency data, high-dimensional statistics, and their intersections with economics, finance, and physics.
Academic Career
Academic Career
2020–now: Full Professor of Statistics and Probability, Department of Mathematics, University of Luxembourg, Luxembourg.
2014–2020: Full Professor of Statistics and Probability, Department of Mathematics, Aarhus University, Denmark.
2010–2014: Full Professor of Statistics and Probability, Department of Mathematics, Heidelberg University, Germany.
2008–2010: Postdoctoral Fellow, Department of Mathematics, ETH Zurich, Switzerland.
2007–2008: Postdoctoral Fellow, Department of Mathematics, Aarhus University, Denmark.
2006–2007: Research Assistant, Department of Mathematics, Ruhr University of Bochum, Germany.
2003-2006: Ph.D. Student, Department of Mathematics, Ruhr University of Bochum, Germany.
Editorial Work
Editorial Work
2022–2025: Associate Editor of Bernoulli.
2019–2022: Editor-in-Chief of Bernoulli.
2018–2020: Associate Editor of Scandinavian Journal of Statistics.
2015–2020: Editor-in-Chief of SpringerBriefs in Probability and Mathematical Statistics.
2015–2017: Associate Editor of the Journal of Econometrics.
2014–now: Associate Editor of Modern Stochastics: Theory and Applications.
2013–now: Advisory Board Member of Lecture Notes in Mathematics, Springer.
2013–2018: Associate Editor of Latin American Journal of Probability and Mathematical Statistics.
2013–2018: Associate Editor of Bernoulli.
2011–2014: Associate Editor of Statistica Sinica.
2011–2024: Associate Editor of Statistics and Risk Modeling.
2010–2013: Associate Editor of Electronic Journal of Statistics.
Grants
Grants
2022–2027: Co-PI of the FNR Grant MATHCODA: Mathematical Tools For Complex Data Structures
2019–2024: PI of the ERC Consolidator Grant STAMFORD: Statistical Methods for High Dimensional Diffusions
2016–2020: PI of the research project Ambit fields: Probabilistic Properties and Statistical Inference, Villum Fonden
2015–2019: Co-PI of the project Identifying the structure of volatility in financial markets using ultra high-frequency data, DFF - 4182-00050
2013: Visiting Professor at University of Paris 13 (1 month).
2013: Co-PI of the Research Training Group: Statistical Modeling of Complex Systems and Processes: Advanced Nonparametric Approaches. Speaker of Team Heidelberg. German Research Foundation
2013: Research and Travelling Grant from Europlace Place Institute of Finance
Page updated
Google Sites
Report abuse