About

I am a PhD student in Computer Science at Sapienza University of Rome, Italy. My research focuses on applying artificial intelligence techniques to financial markets. My works start with a precise mathematical formulation to lead the machine learning model in the problem to be optimised.

Currently, I am working on generating synthetic time series with underlying causal relationships (represented as causal graphs) through generative models, particularly Transformers-based Diffusion Models. Moreover, I am also developing advanced time-series analysis to detect shocks in asset prices and classify price trends.

Apart from Machine Learning-based projects, I worked on creating a Software Defined Network to manage the redirection of traffic dynamically. Moreover, I am working on a project to optimise the distributed inference of large deep learning models, taking advantage of the Lyapunov theory to solve an optimisation problem involving carbon footprint, response time, and accuracy over time.

Finally, during the Master's Degree courses, I had the opportunity to develop NLP projects, dealing with tasks such as Word Sense Disambiguation and Learning to Rank, implementing state-of-the-art models. I also worked in the field of reinforcement learning in several tasks, including the allocation of communication channels to a set of drones.