Orimar Sauri

Staff portrait: Orimar Sauri

Orimar Sauri is a PhD student at the Department and is affiliated with CREATES.

How long have you been a PhD student at the Department of Economics and Business?
I have been a PhD student for almost two years.

What is your background?
During my bachelor, I studied Mathematical Engineering (Applied Mathematics) at the Superior School of Physics and Mathematics (ESFM) at the IPN in Mexico City. Later, for my master, I studied Probability and Statistics at the Center for Research in Mathematics (CIMAT).

What are your main areas of research?
My main research interests lie in stochastic modelling of commodity prices, volatility of the underlying, and interest rates, including its calibration, with particular focus on the Ambit Stochastic framework. Also, I am interested in infinitely divisible distributions and stochastic analysis.

What is in your experience the biggest difference between being a PhD student and being a regular student?
How to get the problems! When you are a student you must solve the problems that the professors give to you, but being a PhD you must find interesting problems to solve (which is not trivial at all). That is for me the biggest difference.

Are you teaching any classes this semester, or what are you going to teach next semester?
Next semester I will be a teaching assistant for the course Mathematical Economics II.

Are you planning to take part in any conferences or PhD courses in the near future?
Not at the moment.

Have you been abroad in connection with your PhD study (or where are you planning to go)?
I will go to the Imperial College in London at the end of this year.

What do you do when you are not at work?
I love to listen to music, mainly Jamaican music from the 60's. I am always looking for new songs to listen to. Also, I like to go out and dance to almost any kind of music. When I am at home (and I have time) I like to cook - it just relaxes me. Unfortunately, I don't cook Mexican food so often because it takes a lot of time!

Supplementary question from Camilla Pisani: What happened that famous night you were in Aalborg with Lorenzo?
Well, we were just stuck!

Please give us your suggestion for the next department staff member to be presented:
Hassan Jawaid

What specific supplementary question would you like him or her to answer?
Are you happy, Hassan?

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