Research Complex Systems Physicist
I am a Physics graduate, currently pursuing a MSc degree in Complex Systems Physics, with particular emphasis on statistical mechanics for complex networks.
My thesis work at UZH Zurich University is on the stability of the inter-bank debt network and the study of financial stress diffusion.
My research interests are in quantitative finance, financial networks, options pricing and pure statistics.
Most of my work involves both practical skills (programming, database management, data mining, optimization, etc.) and theoretical ones (diffusion processes on complex networks, modelling of dynamical networks through ensemble theory and random matrices, advanced algebraic methods in option pricing, etc.).
I have extensive experience in academic writing, from theses to published articles, and have routinely drafted papers for the research groups I work in and my senior research advisors.
I am fluent in both English and Italian.