Ariel Lanza
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associate
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San Francisco
Dr. Lanza specializes in quantitative finance and asset pricing.
He has expertise in developing statistical and econometric models for volatility forecasting and risk management, as well as analyzing large financial datasets. Dr. Lanza’s PhD dissertation focused on improving implied volatility surface forecasts using nonparametric estimators, including machine learning techniques such as neural networks.
Kellogg School of Management at Northwestern University
PhD in Finance
Università degli Studi di Udine (Italy)
MSc and BSc in Mathematics
Italian (native)
French (fluent)