Maria Grith is a Financial Econometrician specializing in computational methods for high-dimensional data and asset pricing with non-standard preferences. She is an AssociateProfessor of Finance at NEOMA Business School. Maria holds a Ph.D. in Economics fromHumboldt University of Berlin and completed postdoctoral work at the University of Pennsylvania,Singapore Management University, and Humboldt.Previously, she was an Assistant Professor at Erasmus University Rotterdam, where sheadvanced quantitative finance education through a partnership with Optiver and led the ErasmusSchool of Economics Female Network to promote gender diversity in economics.Her work has appeared in top journals such as Review of Finance, Journal of FinancialEconometrics, Statistica Sinica, and Journal of Business and Economic Statistics. Her currentresearch includes machine learning for functional data, tensor methods, and spectral models fortime series, with applications in equity, crypto options, and corporate bonds. She serves asAssociate Editor for Digital Finance and is a Research Associate at the Institute of Digital Assets(IDA).