Co-founder & Principal
Dr. Yuri Katz
Quantitative research, financial risk, and decision intelligence
Yuri brings mathematical depth and research leadership to complex modeling, financial-risk, and decision-intelligence questions.
Previously Head of Data Science, Risk & Valuation Services at S&P Global Market Intelligence, Yuri led AI innovation in financial risk across teams in multiple geographies.
His research spans machine learning, quantitative finance, and the physical sciences. It includes work on topological data analysis and the study of financial-market instability, connecting mathematical methods to practical questions of risk.
At Albius, Yuri contributes scientific rigor, quantitative modeling expertise, and a research-led perspective to the firm’s advisory and implementation work.
Areas of expertise
- Quantitative financial risk
- Machine learning and advanced modeling
- Topological data analysis
- Research and decision intelligence
Selected publications
Peer-reviewed work authored or co-authored by Dr. Yuri Katz, with venues and publisher records.
2025
Probabilistic forecasting of transition towards sustainable energy production (opens the publisher’s record in a new tab)
Journal of Climate Finance, 10, 100063 · DOI 10.1016/j.jclimf.2025.100063
2022
Growing cumulative activity of major tropical cyclones: Detection, attribution, and projections (opens the publisher’s record in a new tab)
Communications in Nonlinear Science and Numerical Simulation, 108, 106202 · DOI 10.1016/j.cnsns.2021.106202
2021
Time-resolved topological data analysis of market instabilities (opens the publisher’s record in a new tab)
Physica A: Statistical Mechanics and its Applications, 571, 125816 · DOI 10.1016/j.physa.2021.125816
Research summary2020
Topological recognition of critical transitions in time series of cryptocurrencies (opens the publisher’s record in a new tab)
Physica A: Statistical Mechanics and its Applications, 548, 123843 · DOI 10.1016/j.physa.2019.123843
2018
Topological data analysis of financial time series: Landscapes of crashes (opens the publisher’s record in a new tab)
Physica A: Statistical Mechanics and its Applications, 491, 820–834 · DOI 10.1016/j.physa.2017.09.028
Research summary2013
Default risk modeling with position-dependent killing (opens the publisher’s record in a new tab)
Physica A: Statistical Mechanics and its Applications, 392(7), 1648–1658 · DOI 10.1016/j.physa.2012.11.059
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