Dr. Giorgio Consigli has been Associate Professor of Applied Mathematics in Economics and Finance at the University of Bergamo (Italy) before joining Khalifa University in 2021. Prior to that, he has been working on quant research and as a consultant for quantitative developments in the financial and insurance sectors. He completed his PhD at the University of Essex and spent three years as a PostDoc at the University of Cambridge in the UK.
Dr. Consigli is a Fellow of the UK Institute of Mathematics and its Applications (FIMA) and Board member of the EURO WGs on Commodity and Financial Modeling and on Stochastic Optimization. He founded the Italian OR Society’s Stochastic Programming section and has been an elective member of the Scientific Committee of the Stochastic Programming Society within MOS from 2011 to 2016. Dr. Consigli chaired scientifically and organized several conferences, among which are the 2013 International Symposium of Stochastic Programming and the 2017 International Conference on Computational Management Science at the University of Bergamo.
Dr. Consigli has an outstanding record of research grants and advanced training grants in the area of computational methods in finance and applied mathematics both at national and international levels, and has proposed and supervised a rich sequence of privately funded R&D projects with large corporations in the areas of enterprise asset-liability management and risk management.
Dr. Consigli is Area Editor for Finance of OR Spectrum (Springer) and the IMA Journal of Management Mathematics (Oxford Univ. Press), and Associate Editor of the Journal of Computational Management Science (Springer), International Journal of Financial Engineering and Risk Management (Inderscience). He has guest-edited 10 special issues with Q1 and Q2 Journals in the areas of quantitative finance, stochastic optimization and decision analysis, and published constantly both in volumes and professional journals as well as in scientific journals, particularly after 2005 (more than 60 articles and chapters). He is Springer author as contributor and with three volumes edited to the Int.l Series of Operations Research and Management Science.
Recent Research Projects (last 3 years)
Affiliated Research Centers