I am currently a postdoctoral researcher at Imperial College in London. Before this I was a postdoc at the CWI (Centrum Wiskunde & Informatica) in Amsterdam. My research interests are in (large-scale) optimization and applied probability and their applications in machine learning. I am interested in applying these theoretical insights to contribute to explainable and human-centered AI, and the safe and ethical use of large datasets.

I obtained my PhD cum laude from the University of Bologna in Financial Mathematics as part of the Marie-Curie Industrial Doctorates and Horizon2020 project WakeUpCall under the supervision of Prof. Andrea Pascucci and Prof. Cornelis W. Oosterlee. I have obtained my Master's degree in Quantitative Finance at the VU Amsterdam and my Bachelor's degree in Applied Mathematics from the Delft University of Technology.

My current work:

  • Optimization: the development of stable and robust optimization algorithms

  • Neural networks: analytical expressions for the network output under simplifying assumptions, loss surface, the effects of the optimization method and its hyperparameters

  • Applications: the development of machine learning methods which are robust, human-centered, explainable and take into account privacy and ethical constraints; applications of machine learning in smart cities and finance

News: