Since 2015 I have been Associate Professor of Mathematics at Ca' Foscari University of Venice. I was previously Assistant Professor at Ca' Foscari University of Venice, Adjunct Professor at University of Trieste, and Research Assistant at University of Padova.
I received a Ph.D. in Applied Mathematics, from University of Trieste, and a Master Degree in Quantitative Economics from Ca' Foscari University of Venice. I have been visiting Brunel University.
I am scientific board member of the EURO Working Group on Stochastic Optimization and coordinator of the Bachelor's degree program in International Trade and Tourism (COMEST).
It is in Stochastic Optimization and Mathematical Finance, more specifically: Dynamic Portfolio Models, Asset and Liability Models, Scenario Generation and Reduction, Credit Risk, Contagion Models, Insurance Linked Securities, Catastrophic and Natural Risks.
I am currently guest editor of Computational Management Science, associate editor of OR Spectrum and Mathematical Methods in Economics and Finance, research associate of the Venice Center for Risk Analytics (VERA), Research Institute for Complexity, and GRETA, and member of the scientific societies: Stochastic Programming Society (SPF) and the Association for Mathematics Applied to Social and Economic Sciences (AMASES).
Impact of my research: GoogleScholar, SSRN, ORCID, Scopus.
GRINS (Growing Resilient INclusive and Sustainable, Spoke Sustainable Finance) 2022-2025, TranspArEEnS (Transparent Assessment of Energy efficiency in Environmental social governance ratingS) 2021-2023, JET (Just Energy Transition) 2022-2024, EeDaPP (Energy efficiency Data Protocol and Portal) 2018-2020, EeMAP (Energy efficient Mortgages Action Plan) 2017-2019, SYRTO (SYstemic Risk TOmography: Signals, Measurements, Transmission Channels, and Policy Interventions) 2013-2016.