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Dr Guido Germano
Room 4.07
Department of Computer Science
66-72 Gower Street
London
WC1E 6BT
Tel: +44 20 3108 7105
Fax: +44 20 7387 1397
Appointment
  • Associate Professor
  • Dept of Computer Science
  • Faculty of Engineering Science
Role
UCL Principal Supervisor,UCL Subsidiary Supervisor
Biography

Guido Germano is Associate Professor in the Department of Computer Science, University College London, Programme Director of the UCL MSc Computational Finance, and Research Associate of the Systemic Risk Centre, London School of Economics. He has studied at the University of Pisa obtaining a laurea in 1994 and a PhD on quantum/classical molecular simulation in 1998, with research stays at MPIP Mainz (1993-1994), the University of Bonn (Statistics Group, Faculty of Law and Economics, 1994-1995) and the University of California, San Francisco (1996). After postdocs in theoretical soft condensed matter physics at the University of Bristol (1998-2000) and the University of Bielefeld (2000-2002), he has led a research group on computer simulation in theoretical physical chemistry at the University of Marburg until he joined UCL in 2013. He has also been a research fellow at Università del Piemonte Orientale, Novara (Department of Economic Sciences and Quantitative Methods, 2009-2012) and Scuola Normale Superiore, Pisa (1998 and 2012-2013).

Research Groups
Research Themes
Research Summary

Computational science or scientific computing (sometimes called eScience or eResearch) applied to financial mathematics and statistical physics. Currently my main interests are stochastic processes (in particular stochastic volatility, Lévy processes and continuous-time random walks) and the numerical solution of pricing equations for barrier options and other path-dependent derivatives using fluctuation identities in Fourier-z and Fourier-Laplace space or Monte Carlo, but I have been working also on model calibration, machine learning, algorithmic trading, empirical studies of high-frequency data, and agent-based models. I have done the latter in economics (distribution of wealth) and, predominantly, in soft condensed matter theory (molecular simulation), where I have specialised first in quantum/classical models of proteins and ab initio calculations of smaller molecules, then in coarse-grained models of liquid crystals using Monte Carlo or molecular dynamics with domain decomposition on massively parallel architectures; this includes the development of algorithms, code, force-field parameters and Open GL molecular graphics. Other keywords are high-performance computing, applied mathematics, and complex systems, where aggregate behaviour emerges from the interaction between many component parts.

Teaching Summary

At UCL I teach the postgraduate modules Numerical Methods for Finance (since 2014) and Probability Theory and Stochastic Processes (since 2015); as deputy, I have taught 1/3 of Financial Market Modelling and Analysis (1 term, 2016). At Università del Piemonte Orientale I have taught 1/4 of Finance Laboratory (Applied Probability with Matlab, 1 semester, 2010-2011). At Philipps-Universität Marburg I have taught Mathematics 1-3 for Chemists (Calculus and Linear Algebra, 11 semesters, 2003-2009), Theoretical Chemistry 1 (Introduction to Quantum Mechanics, 6 semesters, 2006-2012) and 3 (Density Functional Theory, 1 semester, 2005-2006), Statistical Thermodynamics (2 semesters, 2008-2009 and 2011), Introduction to Physical Chemistry (Classical Thermodynamics, Spectroscopy, etc., 2 semesters, 2009 and 2010), Advanced Computer Laboratory for Physical Chemists (12 semesters, 2003-2009), and 1/5 of Theoretical Methods in Biological Chemistry (1 semester, 2003). At the University of Bielefeld I have been teaching assistant and deputy lecturer of Statistical Mechanics, Analytical Mechanics, and Computational Biophysics (1 semester each, 2000-2002).

Appointments
2013 Associate Professor (called Senior Lecturer until 2018) Department of Computer Science, Financial Computing Group University College London, United Kingdom
2012 – 2013 Research Fellow in Applied Mathematics and Physics Class of Mathematical and Natural Sciences Scuola Normale Superiore, Pisa, Italy
2009 – 2012 Research Fellow in Applied Mathematics Department of Economic Sciences and Quantitative Methods Università del Piemonte Orientale Amedeo Avogadro, Novara, Italy
2009 – 2009 Interim Associate Professor (W2) of Physical Chemistry Department of Chemistry, Computer Simulation Group Philipps-Universität Marburg, Germany
2007 – 2013 Junior Professor (W1) of Physical Chemistry Department of Chemistry, Computer Simulation Group Philipps-Universität Marburg, Germany
2002 – 2007 Hochschuldozent (C2) of Physical Chemistry Department of Chemistry, Computer Simulation Group Philipps-Universität Marburg, Germany
2000 – 2002 Postdoctoral Research Assistant in Theoretical Physics Faculty of Physics, Condensed Matter Theory Group Universität Bielefeld, Germany
1998 – 2000 Postdoctoral Research Assistant in Theoretical Physics H. H. Wills Physics Laboratory, Molecular Simulation Group University of Bristol, United Kingdom
1998 – 1998 Research Assistant in Theory of Condensed Matter Physics Class of Mathematical and Natural Sciences, INFM-FORUM Scuola Normale Superiore, Pisa, Italy
1996 – 1996 Research Assistant in Computational Chemistry Department of Pharmaceutical Chemistry University of California at San Francisco, United States
1995 – 1998 Research Assistant in Computational Chemistry Department of Chemistry and Industrial Chemistry Università di Pisa, Italy
1994 – 1995 Research Assistant in Financial Mathematics Faculty of Law and Economics, Statistics Group Rheinische Friedrich-Wilhelms-Universität Bonn, Germany
1993 – 1994 Undergraduate Research Assistant in Physical Chemistry Polymer Spectroscopy Group Max-Planck-Institut für Polymerforschung, Mainz, Germany
Academic Background
    ATQ01 - Successfully completed an institutional provision in teaching in the HE sector  
1998   Dottorato di Ricerca Universita degli Studi di Pisa
1996   Esame di Stato Universita degli Studi di Pisa
1994   Diploma di Laurea Universita degli Studi di Pisa
    ATQ10 - Overseas accreditation or qualification for any level of teaching  
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