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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
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 (with research for his thesis done at MPIP Mainz in 1993-1994) and a PhD on quantum/classical molecular simulation in 1998 (with stays at the University of Bonn in 1994-1995 and the University of California, San Francisco in 1996). He has been a postdoctoral research assistant in theoretical soft condensed matter physics at the University of Bristol (1998-2000) and the University of Bielefeld (2000-2002). From 2002 until he joined UCL in 2013 he has led a research group in computer simulation in theoretical/physical chemistry at the University of Marburg (as Hochschuldozent until 2007, then as junior professor, and as interim associate professor in 2009). He has also been a research fellow at the Department of Economic Sciences and Quantitative Methods of the Università del Piemonte Orientale in Novara (2009-2012) and at Scuola Normale Superiore in Pisa (1998 and 2012-2013).
Research Groups
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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 Lévy, stochastic volatility, 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 with Monte Carlo, but I have been working also on calibration, machine learning, algorithmic trading, empirical studies of high-frequency data, and agent-based models. Before, within soft condensed matter theory, I have been active mainly in molecular simulation, and specialised in coarse-grained models of liquid crystals using Monte Carlo or molecular dynamics with domain decomposition on massively parallel architectures; I have investigated also Open GL molecular graphics, quantum/classical modelling of proteins and ab initio calculations of smaller molecules. 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 a 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
| 1998 | PhD | Dottorato di Ricerca – Computational Chemistry | Universita degli Studi di Pisa |
| 1994 | DipLaurea | Diploma di Laurea – Physical and Theoretical Chemistry | Universita degli Studi di Pisa |
