Associate Professor (SSD: STAT-04/A, ex SECS-S/06) at the University of Siena, Department of Economics and Statistics.
My research interests fall mainly in Quantitative Finance and, more broadly, in the intersection of discrete mathematics with other fields, including statistics, probability, and statistical physics. My work has been focused in particular on network models and time series analysis. The main applications has been devoted to the study of financial networks and systemic risk. Recently, I investigate new applications of machine learning techniques and neural networks to solve problems of statistical inference of nonlinear dynamic models.