Reception according to agreement
Born 1973 (Hyvinkää), matriculation 1992 (Kouvolan Lyseon lukio), MSc in Stochastics 1998 (University of Helsinki), PhD in Applied Mathematics 2003 (University of Helsinki), University Lecturer of Financial Mathematics 2005 (University of Helsinki), Docent in Applied Mathematics 2006 (University of Helsinki), Associate Professor of Financial Mathematics 2007 (Reykjavik University), Full Professor of Business Mathematics 2008 (University of Vaasa).
For more details, see my CV.
I am an applied mathematician, probabilist, and statistician. My research interests include fractional, Gaussian, self-similar, and quadratic variation processes; stochastic analysis; statistics for stochastic processes; stochastic simulation; mathematical finance; and financial engineering.
Some details of my research can be found in my
- Sottinen, T. (2022) Brownian Bridges on Polygons Proceedings of Bridges 2022: Mathematics, Art, Music, Architecture, Culture
- Dufitinema, J., Pynnönen, S. and Sottinen, T. (2022) Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets. Communications in Statistics - Simulation and Computation. https://doi.org/10.1080/03610918.2020.1764581
- Azmoodeh, E., Sottinen, T., Tudor, C.A. and Viitasaari, L. (2021) Integration-by-Parts Characterizations of Gaussian Processes. Collectanea Mathematica 72 25-41.
- Sottinen, T., Alos, E., Azmoodeh, E. and Di Nunno, G. (2021) Editorial: Long-Memory Models in Mathematical Finance. Frontiers in Applied Mathematics and Statistics.
- Sottinen, T. (2021) The Characterization of Brownian Motion as an Isotopic i.i.d.-component Lévy Process. In Contributions to Mathematics and Statistics: Essays in Honor of Seppo Hassi (eds. De Snoo, H.S.V. and Wietsma, H.L. ), Acta Wasaensia 462, 179-186.
- Merino, R., Pospisil, J., Sobotka, T., Sottinen, T. and Vives, J. (2021) Decomposition formula for rough Volterra stochastic volatility models. International Journal of Theoretical and Applied Finance 24, No. 02, 2150008 https://doi.org/10.1142/S0219024921500084
See http://lipas.uwasa.fi/~tsottine/research.html for a complete list my publications, talks, collaborators, and other research-related things.
See http://lipas.uwasa.fi/%7Etsottine/teaching.html for details on my teaching.