Welcome to my personal website covering my research and blog posts

I am a statistician and quant researcher who loves to connect financial applications with science and technology. I have been working in quant research, portfolio management, and trading of quantitative investment strategies at an investment and a private bank, a hedged fund and a family office. I have a PhD in Mathematical Statistics from University of Tartu, an MSc in Industrial Engineering and Management Sciences from Northwestern University, and a BA cum laude in Mathematical Economics from Tallinn University of Technology. My expertise covers quantitative investing and asset allocation, modeling of financial markets and instruments, statistical and Machine Learning methods, modern computational and programming tools. I am the author and co-author of several research articles on quantitative finance published in key journals. I am also a member of the editorial board of the Journal of Computational Finance. In my free time, I enjoy practicing Brazilian Jiu-Jitsu.

You can follow me and my research on public profiles:


SSRN papers

Google Scholar

Github projects

My profile for Quant of the Year – Risk Awards 2024: https://www.risk.net/awards/7958305/quant-of-the-year-artur-sepp

You can contact me at artursepp@gmail.com

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