Nome:
Francesco
Cognome:
Pontrelli
Classe Accademica:
Classe Accademica delle Scienze e Tecnologie
Esperienze di rilievo nazionali e internazionali:
Exchange student at ETH Zürich (Feb 2025 – Feb 2026), specialising in Mathematical Finance, supported by the Swiss-European Mobility Programme (SEMP) and Erasmus+/Sapienza–MUR mobility grants.
Progetti di ricerca:
Research project 2023: ”Introduction to Variational Autoencoder as generative model”, supervisor: Emanuele Rodolà. Research project 2022: ”Approximation with family of orthogonal functions”, supervisor: Gabriella Puppo.
Picture:
Anno di ammissione:
2021
Corso di Studio:
Matematica Applicata
Tesi:
"Pricing American Options: Randomized Neural Networks for Primal and Dual Methods" (M.Sc., in corso), supervisor Vittoria Silvestri; co-advisors Andrea Pallavicini, Giulia Livieri. "Cramér's Theorem and Sanov's Theorem for Large Deviations" (B.Sc.), super
Tesi SSAS:
Research project 2025 (ETH Zürich): "Fractional Differentiation for Financial Time Series", supervisor Gabriele Visentin. Research project 2024: "Introduction to Fractional Brownian Motion", supervisor Sergio Bianchi. Research project 2023: "Introduction
Tutor SSAS:
Vittoria Silvestri