Header

Prof. Dr. Pasquale Cirillo

Prof. Dr. Pasquale Cirillo

Prof. Dr. Pasquale Cirillo

ZHAW School of Management and Law
Institute of Business Information Technology
Theaterstrasse 17
8400 Winterthur

+41 (0) 58 934 44 36
pasquale.cirillo@zhaw.ch

Work at ZHAW

Position

Focus

  • Risk Modelling, in particular tail risk
  • Quantitative risk management and financial mathematics
  • Machine learning
  • Applied probability (change of measure, urn models, etc.)

Teaching

  • Machine Learning 1 (BSc)
  • Machine Learning Using SAS Viya (BSc)
  • Data Analysis with SAS (BSc)
  • Machine Learning for Business (CAS)
  • Applied Forecasting (CAS)

Professional development teaching

Experience

  • Statistical Consultant
    Freelance and for consulting companies
    07 / 2012 - today
  • Associate Professor of Risk and Forecasting
    University of Nicosia
    08 / 2020 - 02 / 2021
  • Assistant/Associate Professor of Applied Probability
    Delft University of Technology
    08 / 2012 - 07 / 2020
  • Postdoc researcher in applied probability and statistics
    University of Bern
    04 / 2008 - 07 / 2012
  • Researcher
    The SAS Institute
    05 / 2007 - 02 / 2008

Education and Continuing education

Education

  • Habilitation / Applied Statistics
    University of Bern
    04 / 2008 - 07 / 2012
  • PhD / Statistics
    Bocconi University
    09 / 2004 - 04 / 2008

Continuing Education

University Teaching Qualification for Mathematics (EWI-KO)
Delft University of Technology
03 / 2015

Network

Membership of networks

ORCID digital identifier

ORCID ID: 0000-0002-7711-049X

Awards

Social media

Media presence

Publications before appointment at the ZHAW

For preprints and a full list of all my publications, please refer to my personal website.

go back