Supervision & Thesis info
Prospective UG/MSc students should email me to discuss possible research directions. A list of projects of some of my former students is available below.
| Level | Year & Institution | Candidate | Title |
|---|---|---|---|
| UG | 2025 (KCL) | Angela Wang | Monte Carlo Simulation, Importance Sampling, and Importance Resampling |
| MSc (QFI) | 2026 (Unito) | Mattia Vizzino | Adjoint Algorithmic Differentiation for CVA Sensitivities in a Multicurve Framework |
| MSc (QFI) | 2026 (Unito) | Sara Lucetti | Option Implied Risk Measures and Macroeconomic Credit Stress |
| MSc (QFI) | 2026 (Unito) | Sofia Allosia | Pricing Catastrophe Bonds for European Flood Risk |
| MSc | 2026 (Unito & ENSTA) | Aziz Hathat | Unbiased Monte Carlo Estimation of Smooth Functions of Expectations: Coefficient Estimation, Variance Bounds and Optimal Random Truncation |
| MSc (SDS) | 2026 (Unito) | Matteo Tambuscio | Sampling Algorithms for Non-Smooth Target Distributions |
| MSc (SDS) | 2026 (Unito) | Enrico Didoli | Detecting Measurable Residual Disease in B-cell Acute Lymphoblastic Leukaemia using Convolutional Neural Networks |
| MSc (SDS) | 2025 (Unito) | Paola Leone | Comparative Analysis of Particle Swarm Optimization and Consensus-Based Optimization with Polarization Extensions |
| MSc (SDS) | 2025 (Unito) | Alessandro Marchetti | Computational Methods for Bayesian Poisson Regression |
| MSc | 2024 (KCL) | Kenneth Martin | Adaptive Tuning for Proximal Markov Chain Monte Carlo |
| MSc | 2024 (KCL & ENSAE) | Mohamed Keteb | Particle Swarm Optimization Algorithm and Convergence Analysis |