Dr Giulia  Livieri

Dr Giulia Livieri

Assistant Professor

Department of Statistics

Room No
COL 7.10
Connect with me

Languages
English, French, Italian
Key Expertise
Financial Econometrics, Stochastic Analysis, Machine Learning Theory

About me

Giulia was Assistant Professor at Scuola Normale Superiore (SNS) from February 2020 to November 2022. Previously she was a Post-doc researcher at SNS, where she obtained a Ph.D in Financial Mathematics in October 2017 with the score of 70/70 with laude. In 2013, Giulia did a post-graduate course in Mathematical Finance at the University of Bologna where she obtained a score of 30/30 with laude and an internship at Mediobanca a leading investment bank in Italy. IGiuliagraduated in 2012 in Mathematics at the University of Padova with the score of 100/100.

Giulia's research focuses mainly on financial econometrics and stochastic analysis for the modelling of financial markets (both at high and low frequency) and Mean-Field Game (MFG). She is currently developing machine learning techniques for the standard memory, forecasting, and filtered problems that appear the parametric stochastic time series context. Also, Giulia aims to provide mathematical foundation based on the theory of MFGs to implement Deep Neural Network (DNN) models.

My research