Second year PhD Candidate in Economics and Quantitative Methods at the University of Genoa. 

My research focuses on quantitative finance, currently working on optimal liquidation under order's uncertainty using the Almgren-Chriss framework.

I published a paper on Risk Management Magazine (RMM) Vol. 19, N. 3 on the pricing of exotic options through the Conditional Monte Carlo, and a paper on the International Journal of Financial Engineering focused on improving the explainability of the default probability model with a comparison between native "white boxes" Machine Learning techniques.