I am interested in stochastic systems from a computer science and mathematical point of view. My research lies between mathematics and theoretical computer science, the best result I would reach is to do formal verification of stochastic environments in continuous time and space (SDE), to study and quantify (compute the probability of) safety-critical properties.
I am attracted by quantitative financial applications, which are relevant thanks to the dynamical setting of the problems.
I am a DPhil student in Computer Science at the University of Oxford, and at The Alan Turing Institute, London, supervised by Prof. Alessandro Abate and Prof. Harald Oberhauser. Before joining "the Turing" I developed expertise in the financial industry as FX risk analyst. I hold a Bachelor and an M.Sc. in Mathematics from University of Turin, Italy, with focus on Probability, Finance and Insurance, and an M.A. in Financial Economics from Collegio Carlo Alberto, Turin.