Hasan Fallahgoul

Hasan Fallahgoul

Hasan A. Fallahgoul is currently a postdoctoral researcher at the Swiss Finance Institute @ EPFL, in the team lead by Professor Loriano Mancini. Prior to this position, he was a postdoctoral researcher at the European Center for Advanced Research in Economics and Statistics (ECARES), Universite Libre de Bruxelles, Belgium. His research interests are in nancial econometrics, quantitative finance, Levy processes and fractional calculus. Specializing in heavy-tailed distributions and their applications to finance. Dr. Fallahgoul has published several papers in scientific journals including Quantitative Finance, Applied Mathematics Letters, and Journal of Statistical Theory and Practice. He holds a PhD and MSc in applied mathematics from the K. N. Toosi University of Technology.

Affiliations and Expertise

Post-Doctoral Researcher, Swiss Finance Institute, École polytechnique fédérale de Lausanne, Switzerland