Christa Cuchiero

Christa Cuchiero is a professor at the University of Vienna. She earned her doctorate in Mathematics from ETH Zurich in 2011. Her research centers around stochastic analysis, mathematical finance, and machine learning. She is particularly interested in classes of universal stochastic processes, approximation theory in dynamic situations, data-driven risk inference and machine learning in finance. Christa Cuchiero has received several prizes and fellowships, including the START award of the Austrian Science Fund (FWF). She has given a number of keynote speeches and serves on the editorial board of several academic journals. She has also co-organized international conferences and two world online seminar series "Women in data science and mathematics" and "Machine learning in finance". Christa Cuchiero also serves as an Associate Editor for Finance & Stochastics.

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More information on The Journal of Computational Finance

Articles by Christa Cuchiero

Original research

Robust financial calibration: a Bayesian approach for neural stochastic differential equations

This paper offers a Bayesian framework for the calibration of financial models using neural stochastic differential equations.

04 Nov 2025

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