Francesco is a DPhil student at University of Oxford, supervised by Prof. Alessandro Abate and Prof. Harald Oberhauser. Before joining the Turing he developed expertise in the financial industry as FX risk analyst. He holds a Bachelor and an M.Sc. in Mathematics from University of Turin, Italy, with focus on Probability, Finance and Insurance, and an M.A. in Financial Economics from Collegio Carlo Alberto, Turin.
He is interested in stochastic systems from a computer science and mathematical point of view. His research lies between mathematics and theoretical computer science, the best result he would reach is to do formal verification of stochastic environments in continuous time and space (SDE), to study and quantify (compute the probability of) safety-critical properties.
He is attracted by quantitative financial applications, which are relevant thanks to the dynamical setting of the problems, e.g. optimal execution, market microstructure.