Professional Activities

  • Associate Editor, Methodology and Computing in Applied Probability (MCAP), 2023-2026.
  • Associate Editor, SIAM Journal on Financial Mathematics (SIFIN), 2017-2026.
  • Co-Organizer of the Special Session on Inference and Calibration of Financial Models based on High-Frequency and LOB Data at the SIAM Conference on Financial Mathematics & Engineering, Jun. 6-9, 2023, Philadelphia, Pennsylvania, USA.
  • Co-Organizer of the Special Session on High-Frequency Driven Methods: Econometrics, Liquidity, and Algorithmic Trading at the SIAM Conference on Financial Mathematics & Engineering, Jun. 4-7, 2019, Toronto, Canada.
  • Co-Organizer: 8th International Conference in High Dimensional Probability. Casa Matematica Oaxaca (BIRF-affiliated mathematics research center), Oaxaca, Mexico, May 28-June 2, 2017.
  • Organizer of the Special Session on Asymptotic Methods in Financial Models with Jumps at the SIAM Conference on Financial Mathematics & Engineering, Nov. 13-15, 2014, Chicago, Illinois USA.
  • Associate Editor, Electronic Journal of Statistics, 2010-2012
  • Organizer of the Special Session on Statistical Inference of Stochastic Processes at the XI symposium on Probability and Stochastic Processes, CIMAT Guanajuato, Nov. 18-22, 2013.
  • Co-organizer of the Special Session on Quantitative Finance at the 8th International Symposium on Statistics, Purdue University, June 20-24, 2012.
  • Co-organizer of the Conference Modeling High-Frequency Data in Finance 3 at Stevens Institute of Technology, July 27-31, 2011.
  • Co-organizer of the Special Session on Stochastic processes with applications to mathematical finance at the AMS 2011 Central Section Meeting to be held in Iowa City, IA, March 18-20, 2011
  • Co-organizer of the Special Session on Financial mathematics and statistics at the Spring AMS Southeastern Section Meeting, University of Kentucky, March 27-28, 2010.