Gabriele Pompa

PDF icon Curriculum Vitae (346.37 KB)

Gabriele Pompa is a PhD in Computer Decision and System Science (XXXVIII cycle, curriculum: Management Science) at IMT Institute for Advanced Studies Lucca. 

  • His research field is quantitative finance and, currently, his research interests include:

    • - Stochastic volatility models,

    • - Statistical inference in latent factor models

    • - Machine learning techniques for financial time series data.

    •  His PhD research has been supervised by Prof. Roberto Renò He obtained a M.Sc. cum laude in Theoretical Physics at the University of Rome "La Sapienza", Rome, Italy.