Dr. Ilir Roko
Senior Consultant at Lusenti Partners
Ilir holds a PhD in Econometrics and Statistics. During his PhD studies, Ilir served as teaching assistant in many GSEM courses about numerical methods, with strong focus in both statistics (numerical optimisation and simulation) and financial econometrics (portfolio management). Following his PhD, Ilir conducted a research project financed by the Swiss National Science Foundation. In this research period, Ilir collaborated with some GSEM faculty members (Prof. M.Gilli and Prof. J. Krishnakumar) and he published two papers. Meanwhile, Ilir was Maître Assistant at GSEM and he kept his teaching mission, as lecturer for the courses “Numerical Methods in Finance” and “Numerical Optimization and Simulation” for finance, economics and statistics postgraduate students.
Ilir teaches “Numerical Methods” in the Bachelor in economics and management. The lectures and lab sessions introduce to scientific computing and to the key numerical methods often used to solve mathematical problems encountered in economics, econometrics and statistics. MATLAB is the software environment used for implementation and application (on synthetic and real-data).