First-year PhD student in Economics and Quantitative Methods at the University of Genoa. 

My research focuses on quantitative finance, currently working on exotic options pricing and machine learning applications.

I published a paper on Risk Management Magazine (RMM) Vol. 19, N. 3 on the pricing of exotic options through the Conditional Monte Carlo.

The working paper I'm working is focused on improving the explainability of the default probability model with a comparison between native "white boxes" Machine Learning techniques.