Professor, Bucharest University of Economic Studies (ASE)
Senior Researcher I (CS I), Institute for Economic Forecasting (IPE), Romanian Academy
danpele@ase.ro · danpele.github.io · ORCID 0000-0002-5891-5495
Career
Curriculum vitae
Positions
- 2022–Senior Researcher I (CS I)Institute for Economic Forecasting (IPE), Romanian AcademyHead of the Department of Computer-Assisted Economic Research.
- 2020–ProfessorBucharest University of Economic Studies (ASE), Department of Statistics and EconometricsCourses: Statistics, Econometrics, Time Series, Financial Markets Statistics, Advanced Time-Series Modelling, Financial Markets Modelling; supervision of bachelor and master theses.
- 2019–PhD supervisorDoctoral School of Cybernetics and Economic Statistics, ASE
- 2018–2019Researcher, IRTG 1792 “High Dimensional Nonstationary Time Series”Humboldt-Universität zu Berlin, with Prof. Wolfgang Karl Härdle
- 2016–2020Statistical expertEuropean Investment Bank, European Commission, National School of Political and Administrative StudiesSampling methodology for the ex-ante control of public procurement (EIB); minimum-wage setting mechanism for Romania (European Commission, INCSMPS); cost standards for local public services (SIPOCA 9).
- 2014Visiting researcherResearch Data Center, Humboldt-Universität zu Berlin, with Prof. Wolfgang Karl Härdle (Quantlet platform)Development of the Quantlet platform in SAS for Statistics of Financial Markets.
- 2014–2024Statistical expertThe World Bank: tax framework, public procurement, disaster-risk financing, governance scorecardsTax framework under Romania’s Recovery and Resilience Plan; public procurement strategy; disaster-risk financing and the Bucharest seismic-risk tool; Country Climate and Development Report for Azerbaijan; Moldova Governance Scorecard; Romania Strategy Unit; sampling methodology for the Human Capital Operational Programme.
- 2014–2015Statistical expert, Delivery UnitPrime Minister’s Chancellery, Romania (World Bank project)Statistical analysis, monitoring and evaluation, government dashboard, risk model for VAT refunds; analyses of public procurement, youth employment, tax administration and energy.
- 2007–2021StatisticianIpsos Interactive Services, Bucharest: statistical modelling
- 2007Senior adviserNational Institute of Statistics, Bucharest: statistical analysis and sampling
- 2004–2005Risk analystCredisson International, Bucharest: scoring models
- 2001–2020Teaching assistant (2001), assistant (2003), lecturer (2007), associate professor (2013)ASE, Department of Statistics and Econometrics
Education
- 2019Habilitation, Cybernetics and StatisticsASE. Thesis: Statistical methods for financial markets
- 2011Postdoctoral fellowshipICMA Centre, University of Reading, with Emese Lazar: uncertainty in capital markets via information entropy
- 2010–2013Postdoctoral researcherASE: predictability of financial crises
- 2007PhD in Economics (Cybernetics and Statistics)ASE. Advisor: Vergil Voineagu
- 2002MSc in Statistics (Stochastic Processes and Theoretical Statistics)University of Bucharest, Faculty of Mathematics. Advisor: Monica Dumitrescu
- 2000BSc in Mathematics (Advanced Studies)University of Bucharest, Faculty of Mathematics. Advisor: Anton Ștefănescu
- 1992–1996High schoolAlexandru Ioan Cuza National College (then Theoretical High School), Corabia, Olt County
Editorial and professional service
- Associate Editor, Digital Finance (Springer)
- Member, Romanian National Statistical Council (2023–)
- Board member for Romania, European Courses in Advanced Statistics (ECAS, 2020–)
- Management Committee member, COST Action CA19130 (2020–2024)
- Minitrack chair, International Conference on Business Excellence (ICBE 2023, “Applying ML and AI to Finance, Business and Society”; ICBE 2025, IDA minitrack)
Awards
- Editor of Distinction Award (Author Service Award 2026), Springer Nature, for editorial work at Digital Finance
- Best Paper Award, International Conference on Business Excellence (ICBE) 2026, for “A Multimodal Vision-Language Framework for Financial Anomaly Detection”, with S.-L. Jheng, R. Tak and Ș. Găman
- Honorary Citizen of Gura Padinii commune, Olt County (2024)
- Best Paper Award, International Conference on Business Excellence (ICBE) 2019 (Journal of Economic Forecasting Award), with W. K. Härdle and N. Wesselhöfft
- "Bologna Professor" diploma (2010)
- Diplomas of excellence, Romanian Statistical Society (2009, 2010, 2012)
Funding and networks
Projects and networks
DIGITAL: MSCA Industrial Doctoral Network on Digital Finance
Project director for ASE and co-leader of Work Package 4, "Driving digital innovation with Blockchain applications"; industrial doctoral training in AI for finance.
IDA: Institute for Digital Assets
Deputy Director. Research: foundation models and LLMs for risk forecasting (LLM-VaR, LLM-ES), machine learning for digital assets (early warning for “zombie” assets, liquidity forecasting).
AI4EFin: Artificial Intelligence for Energy Finance
Researcher; led the research line on forecasting, explainable AI and statistical calibration and coordinated the PhD students in the team: energy-price forecasting, early warning for price spikes, conformal calibration.
COST Action CA19130: Fintech and AI in Finance
Management Committee member for Romania; trainer in the Action’s summer schools.
FIN-TECH: Horizon 2020
Financial supervision and technology compliance training programme: an EU-wide risk-management platform.
IRTG 1792: High Dimensional Nonstationary Time Series
Researcher on the genus–differentia classification of cryptocurrencies, with Wolfgang Karl Härdle.
Other projects
- Unified methodology for damage assessment in emergencies and disasters. World Bank and the General Inspectorate for Emergency Situations, contract no. 111823/20.08.2021
- Pre-financing rate of the EU structural instruments. ACIS, contract no. 3/23/57/26.09.2012: econometric model of the impact of pre-financing on the absorption rate
- Institutional capacity of the National Forecasting Commission (SMIS 27153). Studies on the contribution of SMEs to economic growth and on the private sector in research and innovation: model of the impact of R&D spending on growth
- Professionalism in the county statistics offices (SMIS 15966). ASE with the National Institute of Statistics
- CNCSIS IDEI research grants ID_1820 and ID_183. Team member
- Quality in education (CALE), POSDRU. Econometric model forecasting labour demand in construction under the macroeconomic and crisis context
- CEEX research project. Team member
- CERES research projects. Team member
Full list of 98 publications: Publications page.
