CV

Education

2020-Current: Bocconi University (Italy), PhD in Statistics and Computer Science
2018-2020: Bocconi University (Italy), M.Sc. in Business Analytics and Data Science
- Grade: 110/110 “Cum Laude”
- Research Thesis on “Bayesian cross-validation and Importance Sampling”
- Supported research during BIDSA student’s initiative, a honours program. The projected concerned studying the energy of the solution landscape of MLP and assessing the possibility of leveraging local algorithms to retrain individual perceptrons to obtain better out-of-sample performance.
2015-2018: Università degli studi di Milano (Italy), B.Sc. in Mathematics
- Grade: 110/110 “Cum Laude”
- Thesis on “Multiple integration for non-injective Lipshitz functions”

June 2019-October 2019: Junior Data Analyst ad MDOTM
- Implemented a Factor Investing strategy on a Java interface based on a comprehensive literature review on the topic
- Collaborated in the implementation and performance analysis of a Neural Network for stock return prediction. In particular I focused on the optimisation of computations and analysis of the out-of-sample perfomance.
- Implemented a dynamical plotting framework in Python to analyse results of different experiments. The framework was build on the libraries “ipywidgets” and “qgrid”
February 2019-June 2019: Part time job as Junior Data analyst at Rationis
- Implemented an optimisation algorithm for portfolio allocation with customisable micro and macro economic constraints, which required to combine convex optimisation with mixed integer programming

Programming Languages
- Python, Julia (excellent level)
- C/C++ (good level)
- Java (basic level)
Softwares
- Matlab (good level)
- R (basic level)

Robust leave-one-out cross-validation for high-dimensional Bayesian models, joint with G. Zanella

2008-Current: Basketball player and team captain of Leone XIII since 2019
- 2018-2019: Won the “Promozione” championship, accessing “Serie D” league for the first time in 15 years for Leone XIII
- 2021-2022: Won the “Serie D” championship, accessing “Serie C” league for the first time in teams’ history