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Mikko Pakkanen is Leader of the Imperial Network of Excellence in Probabilistic Methods and Modelling and Lecturer in Mathematical Finance and Statistics at Imperial College London. Previously, he was with the Center for Research in Econometric Analysis of Time Series (CREATES) at Aarhus University. Mikko holds a PhD in Applied Mathematics from the University of Helsinki. His current research interests include statistical modelling of high-frequency financial data and stochastic volatility models.