Click here for an extended version of my CV.
Dec 2024 - today Associate Professor, Politecnico di Milano.
Apr 2023 - Dec 2024 Assistant Professor (tenure track), Università degli Studi di Parma.
Oct 2019 - Mar 2023 Assistant Professor, LUISS Guido Carli, Roma.
Jan 2018 - Oct 2019 Postdoctoral Research Fellow, Università degli Studi di Milano-Bicocca. Supervisor: Prof. Emanuela Rosazza Gianin.
Feb 2018 PhD in Pure and Applied Mathematics, Università degli Studi di Milano-Bicocca. Advisor: Prof. Marco Fuhrman.
Jul 2014 Master's Degree in Mathematical Engineering, Politecnico di Milano. Advisor: Prof. Marco Fuhrman.
Dec 2023 - Today Abilitazione Scientifica Nazionale (National Scientific Qualification) alle funzioni di professore universitario di II Fascia nel S.C. 13/D4 - Metodi Matematici dell’Economia e delle Scienze Attuariali e Finanziarie.
2024 Principal investigator of the INdAM-GNAMPA project "Problemi di controllo ottimo stocastico in dimensione infinita".
2024 Principal investigator of the project "Economic Growth Problems on Networks", funded by the University of Parma.
2020-2023 Participant in the national MIUR-PRIN 2017 project "The Time-Space Evolution of Economic Activities: Mathematical Models and Empirical Applications".
P.I.: Prof. Fausto Gozzi, Local research unit director: Prof. Fausto Gozzi.
2020 and 2022 Erasmus+ Staff Mobility for Teaching grants for the Academic Years 2019/2020 and 2021/2022.
2019 Principal investigator of the INdAM-GNAMPA project "Problemi di controllo ottimo stocastico con osservazione parziale in dimensione infinita".
2018 Participant in the INdAM-GNAMPA project "Controllo ottimo stocastico con osservazione parziale: metodo di randomizzazione ed equazioni di Hamilton-Jacobi-Bellman sullo spazio di Wasserstein". P.I.: Dr. Elena Bandini.
2017-2020 Participant in the national MIUR-PRIN 2015 project "Deterministic and stochastic evolution equations". P.I.: Prof. Alessandra Lunardi, Local research unit
director: Prof. Gianmario Tessitore.
2017 Participant in the INdAM-GNAMPA project "Sistemi stocastici singolari: buona posizione e problemi di controllo". P.I.: Prof. Enrico Priola.
2016 Participant in the INdAM-GNAMPA project "Problemi di controllo ottimo stocastico con osservazione parziale e processi di punto marcati". P.I.: Dr. Fulvia Confortola.
2015 Participant in the INdAM-GNAMPA project "Applicazioni innovative dei processi di punto marcato". P.I.: Dr. Fulvia Confortola.
21 Sep 2023 University of Milano-Bicocca. "Optimal retail energy pricing". invited talk: AMASES XLVII.
29 Jun 2023 Bielefeld University, Germany. "A Mean-Field Model for Optimal Investment". Contributed talk: 11th General AMaMeF Conference.
01 Mar 2023 Bielefeld University, Germany. "Dynamic programming in non-convex settings: an application to the optimal control of an SIRD model". Invited talk: One-day Workshop in Mathematical Economics and Mathematical Finance.
12 Jul 2022 TU Wien, Austria. "Economic Growth Models in Time-Space on Networks". Invited talk: 15th Viennese Conference on Optimal Control and Dynamic Games.
13 May 2022 Institut Henri Poincaré, France. "On a class of partially observed systems arising in singular optimal control". Invited talk: Séminaire Bachelier.
01 Apr 2022 University of Rome Tor Vergata, italy. "On a class of partially observed systems arising in singular optimal control". Contributed talk: Quantitative Finance Workshop 2022.
25 Jun 2021 University of Padova, italy. "On a class of partially observed systems arising in singular optimal control". Contributed talk: 10th General AMaMeF Conference.
24 Jan 2019 ETH Zürich, Switzerland. "Risk measures and progressive enlargement of filtrations: a BSDE approach". Contributed talk: Quantitative Finance Workshop 2019.
06 Jul 2018 TU Wien, Austria. "Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation". Invited talk: 14th Viennese Conference on Optimal Control and Dynamic Games.
14 Sep 2017 Roscoff, France. "Filtering and optimal control of time-homogeneous pure jump Markov processes with noise-free partial observation". Invited talk: Stochastic control, BSDEs and new developments.
07 Jul 2017 The University of Edimburgh, UK. "Filtering and control of time-homogeneous pure jump Markov processes with noise-free observation". Contributed talk: International Workshop on BSDEs, SPDEs and their Applications.
22 Jun 2017 University of Turin & Politecnico di Torino, Italy. "Filtering and control of time-homogeneous pure jump Markov processes with noise-free observation". Contributed talk: First Italian Meeting on Probability and Mathematical Statistics.
30 Jun 2016 Centre de Recerca Matemàtica, Universitat Autònoma de Barcelona, Bellaterra, Spain. "Filtering and control of time-homogeneous pure jump Markov processes with noise-free observation". Contributed talk: 3rd Barcelona Summer School on Stochastic Analysis: A 2016 EMS Summer School.
29 Sep 2015 Levico Terme, Italy. "Filtering of time-homogeneous pure jump Markov processes with noise-free observation". Contributed talk: RTG 1845 Berlin-Potsdam Summer School.