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Overview
Affiliations
AffiliationTelephone
Associate Professor in Finance in the Business School+44 (0) 191 33 45460
Director of Quantitative Research in Financial Economics in the Business School+44 (0) 191 33 45460
Fellow at Durham Institute for Data Science in the Business School+44 (0) 191 33 45460

Biography

Arzé holds a Msc in Finance from University of Toulouse 1, and a PhD in Finance from University of Paris X. Her main research interests are in Market Microstructure and span a wide range of topics including market transparency, high frequency trading, market liquidity and systemic risks.
Arzé is the Director of the Centre for Quantitative Research in Financial Economics.
Mini Biography

Arzé's main interests are in Market Microstructure, Data Science, Machine learning applied to Finance, Climate Finance.

Research interests

  • Market Microstructure
  • Asset Pricing
  • FinTech
  • Climate Modelling
  • Information and Financial Markets
  • Experimental Economics
  • Machine Learning

Publications

Journal Article

Working Paper

Supervision students

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