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Audrius Kabasinskas

Kaunas University of Technology

About

Dr. Audrius Kabašinskas has PhD in Informatics, his areas of interest are applied mathematics (in finance), decision-making, operations research, artificial intelligence, financial risk measurement, arbitrage etc. He has position of professor at Kaunas University of Technology (Lithuania). He is member of ECMI council, member of EURO working group on commodities and financial modelling, associate editor at journal Frontiers in Artificial Intelligence in Finance and many others.

Key Achievements and Outputs

He has carried out numerous research projects

  •  Marie Skłodowska-Curie Actions under the European Union's Horizon Europe research and innovation program for the Industrial Doctoral Network on Digital Finance, acronym: DIGITAL, MSCA 

  • Fintech and Artificial Intelligence in Finance - Towards a transparent financial industry (FinAI), COST action 

  • Pension fund regulation during times of uncertainty in the context of sustainable investments (PenReg), Lithuanian Research Council 

  • FINancial Supervision and TECHnological Compliance training programme - FIN-TECH, H2020 

  • Micro-foundations of Family Business: Dynamic Managerial Capabilities and Innovation Performance (FamBusDMC), Lithuanian Research Council

  •  Establishment of Competence Center for Analysis, Modeling and Risk Management, ESFA

  •  Mathematics for Industry Network (MI-NET), COST action 


He is co-author of 49 scientific research and conference proceeding papers.

Research Interests

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Prof. Kabašinskas has nearly 20 years of experience in researching mathematical models related to finance, risk measurement techniques, fat-tailed distributions, high-performance computing, fraud and anomalies detection within large datasets, stochastic optimization and stochastic dominance, stress testing, crypto market analytics, modelling of pension systems.

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