"life is a lot like jazz: it's best when you improvise" Gershwin said. I perfectly follow that rule. I still do not know whether this rule works or not, maybe I will never know.
I have a physics background with a PhD in cosmology and quantum gravity. Then I moved to finance --first modulation. Yes, the idea was to get a job in a bank or something, but then chance wanted me to get a postdoc in a Probability group, where I worked on emerging behavior in complex interacting systems. Then I moved to finance again, with a postdoc position at the Scuola Normale Superiore, working on sovereign credit ratings. Then (which is now) I switched to complex networks and big data, always here at the Scuola Normale in Pisa: same group (Quantitative Finance), still financial applications, but rather different topics and problems to be faced.
I still do not know what I am going to do 10 years ahead of now, but it's fine like that. All in all we are just (just!) a huge amount of particles interacting with each other, again and again and again. And I guess we're pretty good at that. Perspective matters.
A part from that I like classical music (or however you want to call it), history, mountains, trees and (fortunately) a lot of other things
(from December 2015) Post-doc position in the Quantitative Finance group of the Scuola Normale Superiore, Pisa, for research in social BigData analysis and complex network mining, inside the European project SoBigData: Social Mining & Big Data ecosystem.
advisor - Prof. Fabrizio Lillo
(October 2013 -- December 2015) Post-doc position in the Quantitative Finance Research Group of the Scuola Normale Superiore, Pisa, for the project ``Stability and coherence with the expectations of the market of the long term scenarios used in the management of financial risks'' in collaboration with UniCredit~Group.
advisor - Prof. Stefano Marmi
specific project name - ``Dynamics of the implicit market ratings for sovereign debt emitters''
main result: building a market implied ratings algorithm with 2-dimensional input space via a Support Vector Machine learning method
principal skills/issues: credit ratings (Credit Rating Agencies, implied ratings, Credit Default Swaps pricing models) -- credit scoring models (statistical and learning methods for ratings and bankruptcy prediction) -- machine learning (Support Vector Machines, Neural Networks, Genetic Algorithms, Clustering) -- credit migration models (Markov migration models, Hidden Markov models) -- contingent claims analysis (Merton model, sovereign CCA: Balance sheet analysis for sovereigns, Central Bank's role) -- R, Python programming
(May 2011 -- September 2013) Post-doc position at the Department of Mathematics of the University of Padova, working on applications of physics and mathematics in economics, finance and social sciences.
advisor - Prof. Paolo Dai Pra
project - ``stochastic models for Economics and Finance with long and short term dependences''
main result: finding a simple stochastic interacting system producing an emergent periodic behavior
principal skills/issues: stochastic processes -- emergent behavior -- mean-field models -- complex systems -- default contagion -- growth optimal portfolio
(January 2009 -- July 2010) Visiting PhD student at Centre de Physique Theorique in Marseille, working in the Quantum Gravity Group with Professor Carlo Rovelli.
(10/2010 -- 04/2011) Financial Mathematics: post-graduate course (``corso di alta formazione'') at the Mathematics Department of the University of Bologna about mathematical modelization of financial markets.
director - Prof. Andrea Pascucci
issues: stochastic calculus in finance -- Matlab programming -- numerical methods for partial differential equations -- econometrics -- financial derivatives -- pricing and hedging methods -- interest rates -- risk management
01/2008 -- 04/2011 PhD, Theoretical Physics, University of Bologna.
advisor - Dr. Alexander Kamenshchik
research issues: classical cosmology -- renormalization group in gravity -- (loop) quantum gravity
thesis -``The relation between Geometry and Matter in Classical and Quantum Gravity and Cosmology''(arXiv:1104.2910 [gr-qc]).
keywords: phantom dark energy models -- cosmic magnetic fields -- PT~symmetric Quantum Theory -- Loop Quantum Gravity -- Spinfoam models for Quantum Gravity
(19/10/2007) Master's degree cum laude, Theoretical Physics, University of Bologna.
thesis - ``Reconstruction of potentials in two-field cosmological models''
issue: classical cosmology
advisor - Prof. Giovanni Venturi
co-advisor: Dr. Alexander Kamenshchik
keywords: relativistic cosmology -- phantom energy -- scalar fields -- two-field models
(14/10/2005) Bachelor's degree cum laude, Physics, University of Bologna.
thesis - ``Quantum properties of light''
issue: quantum optics
advisor - Prof. Elisa Ercolessi
keywords: quantum optics -- coherent states -- Wigner quasi-probability distributions