Andrea
Stanghellini

About me

I am a third-year PhD student in Economics and Finance at the University of Verona, enrolled in the Mathematics for Data Analytics and Finance track, supervised by Prof. Sara Svaluto-Ferro.

My research focuses on stochastic methods for finance, with particular emphasis on signature theory and its financial applications, volatility modeling, rough path theory, and rough stochastic differential equations. I am also interested in Volterra-type processes and their role in modeling memory effects and rough dynamics in financial markets.

Before the PhD, I completed a Master's degree in Mathematics at the University of Padova (110/110 cum Laude), with a thesis on CBI and Hawkes processes and their application to power markets, and a Bachelor's degree in Mathematics, also at Padova.

Research visit at Johns Hopkins University

During the visit I worked on short-time asymptotic expansions for rough processes using signature methods, which forms the basis of my second working paper, joint with Prof. Bandi and Prof. Sara Svaluto-Ferro.

The experience provided a valuable opportunity to engage with an international research environment, attend seminars, and strengthen collaborations at the intersection of rough path theory and financial econometrics.

Teaching Activities

Teaching is an integral part of my academic life. I have served as a Teaching Assistant at the University of Verona across courses ranging from undergraduate calculus to graduate-level quantitative methods and financial mathematics.

I believe that explaining rigorous concepts clearly — whether to first-year students encountering analysis or to master's students applying mathematical tools to economics — is one of the most effective ways to deepen one's own understanding.

I am always happy to discuss course materials or meet students. Feel free to reach out via email at andrea.stanghellini@univr.it.

Academic duties & service

Alongside research and teaching, I am actively involved in the academic life of the Department of Economics at the University of Verona.

Since December 2024 I serve as Representative of PhD Students on the Department of Economics Council, contributing to decisions that affect the doctoral community.

Since October 2025 I am Co-coordinator of the Departmental Brown Bag Seminar Series, a regular seminar series that brings together researchers from across the department to share work in progress.