Pisa, 2013, at my office at Scuola Normale Superiore
I am a fixed-term Assistant Professor at Scuola Normale Superiore (SNS) since February 2020.Previously I was a Post-doc researcher at SNS, where I obtained a Ph.D in Financial Mathematics in October 2017 with the score of 70/70 with laude. In 2013, I did a post-graduate course in Mathematical Finance at the University of Bologna where I obtained a score of 30/30 with laude and an internship at Mediobanca  a leading investment bank in Italy. I graduated in 2012 in Mathematics at the University of Padova with the score of 100/100.  
My research focuses mainly on financial econometrics for the modeling of financial markets (both at high and low frequency) and Mean-Field Game (MFG). I am currently developing machine learning techniques for the standard memory, forecasting, and filtered problems that appear in the parametric stochastic time series context. Also, I aim to provide a mathematical foundation based on the theory of MFGs to implement Deep Neural Network (DNN) models.

get in touch

E-mail: giulia.livieri@sns.it
Scuola Normale Superiore, 
Piazza dei Cavalieri 7,
56127 Pisa (Pi), Italy
Room 75