:::[Miscellaneous]:::
Since November 2023 I am Co-I for the PRIN PNRR project: Probabilistic methods for energy transition (P20224TM7Z)
Since September 2023 I am National PI for the PRIN2022 project: Stochastic control and games and the role of information (2022BEMMLZ)
Deputy Director of the MSc programme in Quantitative Finance and Insurance at University of Torino (since October 2022)
Board member of the PhD programme MERC at the School for Advanced Studies of Naples (2021 - )
Affiliate of Collegio Carlo Alberto (2021 - )
External Examiner MSc programme in Mathematics and Finance at Imperial College London (2020 - )
External Examiner MSc programme in Quantitative Finance and Mathematics at Heriot-Watt University (2019 - )
Committee member of the Applied Probability Section of the Royal Statistical Society (2018 - 2021)
Member of the Royal Statistical Society (2018 - 2021)
In January 2018 I was awarded a EPSRC First Grant (EP/R021201/1) for the project :
"A probabilistic toolkit to study regularity of free boundaries in stochastic optimal control"
Organisation of scientific meetings:
Organiser of Torino-Bath PhD Workshop in Applied Probability and Mathematical Statistics (Torino, June 19-21, 2023)
Organiser of Torino seminar series in "Stochastics and Mathematical Statistics" (2021-2022)
Organiser of the online Workshop:
"Stochastic Games with Partial and Asymmetric Information"
Collegio Carlo Alberto (Torino), 6th - 7th of July 2021Organiser of the online seminar series on "Optimal stopping and related topics 1 and 2"
Organiser of the Royal Statistical Society's online meeting:
"Data analysis and stochastic control: where do statistics and applied probability come together?", 9th of December 2020
Watch videoOrganiser of the Winter School:
Theory and Practice of Optimal Stopping and Free Boundary Problems, Leeds 13th - 17th of January 2020
photo 1 and photo 2Organiser of the 2nd Leeds-Liverpool workshop on Applied Probability, Leeds 1st November 2019
photoOrganiser of the conference:
2nd Leeds Conference on Stochastic Control and Games Under Ambiguity, Leeds 8th - 9th April 2019 (part of a 2-week research workshop on related topics)
photo 1 and photo 2Organiser of the conference:
Conference on stochastic control, ambiguity and games, Leeds 4th - 5th September 2017
photoOrganiser of the research week:
Stopping games for ambiguity-averse players, Leeds 5th - 9th September 2017Organiser of the PiNE meeting:
Interdisciplinary Applications of Stochastic Processes: Health & Diseases and Finance, Leeds 27th April 2017Organiser of the conference:
Stochastic Analysis of Dynamical Systems, Stochastic Control and Games, Leeds 24th - 26th October 2016
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