My core expertise is in application of data-driven methodologies to valuation of financial & climate risks. I am a frequent key-note speaker at international conferences on topics ranging from Topological Data Analysis to Credit Risk and Climate Finance. Recent (selected) research papers employ methods developed in physics of complex non-equilibrium systems to predictive financial and climate analytics:Yuri A. Katz and Alain Biem, "Growing cumulative activity of major tropical cyclones: Detection, attribution, and projections", Communications in Nonlinear Science and Numerical Simulation 108 (2022) 106202Victor E. Gluzberg and Yuri A. Katz, "Planetary boundaries of consumption growth: Declining social discount rates", Physica A: Statistical Mechanics and its Applications, 521 (2019) 362.Marian Gidea and Yuri A. Katz, "Topological data analysis of financial time series: Landscapes of crashes", Physica A: Statistical Mechanics and its Applications, 491 (2018) 820.Yuri A. Katz and Li Tian, "Superstatistical fluctuations in time series of leverage returns", Physica A: Statistical Mechanics and its Applications, 405 (2014) 326.
Listed skills include Quantitative Finance, Quantitative Analytics, Enterprise Architecture, Business Analysis, and 42 others.