Michelangelo Fusaro

I am a second-year PhD candidate in Economics and Quantitative Methods at the University of Genoa. My research interests focus on quantitative finance, particularly in the areas of risk management, forecasting, and derivative pricing.

My research includes the development of inflation modeling techniques, comparing traditional seasonality approaches with deep learning methods, such as Long Short-Term Memory (LSTM) networks. Another key focus of my research involves the pricing of structured financial instruments, specifically investment certificates.

During the first year of my PhD I had the chance of presenting my work at the International Risk Management Conference (IRMC) at Bocconi University (Milan, July 2024) and at the 5th CGRM International Conference at the University of Bari (July 2024).

Last update 5 December 2024