I joined the Department of Mathematics at the London School of Economics (杏吧论坛) as an Assistant Professor in September 2024.
I completed my Ph.D. in Applied Mathematics at the University of Padova in 2022, under the joint supervision of and . My doctoral research focused on mean field and McKean-Vlasov games, as well as volatility modeling in financial markets. Since November 2024, I have been working as a Research Associate under the supervision of at Imperial College London, where I have further explored volatility models, stochastic Volterra equations, and related processes, as well as signature-based methods.
My research aims to deepen the understanding of the intricate intersections between game theory, stochastic analysis, and their applications in finance.