Tommi Sottinen

Short Bio

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.

Research

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

• Google scholar research page
• Researchgate research page
• ORCID research page
• arXiv research page

Recent Publications

2024

• Sottinen, T., Sönmez, E., and Viitasaari, L. (2024) On the existence and regularity of local times. Electron. J. Probab. 29 1-27, 2024. https://doi.org/10.1214/24-EJP1172
• Maleki Almani, H., Shokrollahi, F., and Sottinen, T. (2024) Prediction of Gaussian Volterra Processes with Compound Poisson Jumps. Statistics and Probability Letters, Volume 208, May 2024, 110054. https://doi.org/10.1016/j.spl.2024.110054
• Dufitinema, J., Shokrollahi, F., Sottinen, T. and Viitasaari, L. (2024) Long-range dependent completely correlated mixed fractional Brownian motion. Stochastic Processes and Their Applications, Volume 170, April 2024, 104289. https://doi.org/10.1016/j.spa.2023.104289

2023

• Maleki Almani, H., and Sottinen, T. (2023) Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes. Modern Stochastics: Theory and Applications, Vol 10, No. 4, 343-366. https://doi.org/10.15559/23-VMSTA229
• Azmoodeh, E., Ilmonen, P, Shafik, N., Sottinen, T. and Viitasaari, L. (2023) On Sharp Rate of Convergence for Discretization of Integrals Driven by Fractional Brownian Motions and Related Processes with Discontinuous Integrands. Journal of Theoretical Probability. https://doi.org/10.1007/s10959-023-01272-7

2022

• 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

See http://lipas.uwasa.fi/~tsottine/research.html for a complete list my publications, talks, collaborators, and other research-related things.

Teaching

See http://lipas.uwasa.fi/%7Etsottine/teaching.html for details on my teaching.

Publications and expert tasks