Core Faculty
Dr. Malvina Marchese
Associate Professor in Data Science for Finance
Bayes Business School, University of London
01/Biography
Malvina Marchese is Associate Professor in Data Science for Finance in the Faculty of Finance at Bayes Business School, City St George's, University of London, where she is also Academic Director of the Finance Cluster degrees. She holds a BSc, an MSc in Econometrics and Mathematical Economics and a PhD in Econometrics, all from the London School of Economics. Before joining Bayes she headed the risk management team at Shell Oil in Italy. Her research covers commodity market econometrics, multivariate fractionally integrated GARCH models, long memory in realised volatility and quantile panel regression.
03/Modules taught
- ●Microeconometrics and Panel Data Econometrics
- ●Econometrics of Energy Markets
