Biography
I am an Ambizione Fellow funded by the Swiss National Science Foundation (SNSF) for the project "Financial Market Microstructure, Big Data, and AI" and hold the position of Scientific Collaborator at the Institute of Finance, University of Lugano (USI), and at the Department of Wealth Creation, Lake Lucerne Institute (LLUI), Switzerland. I am also affiliated with the Japan Science and Technology Agency CREST as a member of the YUIMA team, an international research team in Computational Statistics directed by N. Yoshida.
Previously, I was a postdoctoral researcher at USI under the supervision of L. Frésard. I earned my Ph.D. in Finance from the University of Neuchâtel under the supervision of T.A. Kroencke. I obtained my M.Sc. in Quantitative Finance and B.Sc. in Physics from the University of Milan under the supervision of S.M. Iacus and A. Vicini, respectively.
My research interests include financial markets, data science, and artificial intelligence.
