Andrea Macrì
Allievo del Corso di Perfezionamento/PhD
Computational methods and mathematical models for sciences and finance
Andrea Macrì obtained his Bachelor’s degree in Economics (2017) and Master’s degree in Finance (2020) from the University of Siena. Since 2021, he has been a PhD candidate (XXVII cycle) in Computational Methods and Mathematical Models for Sciences and Finance, under the supervision of Professors F. Lillo and S. Marmi.
His research primarily focuses on financial microstructure and the application of machine learning techniques to financial markets, aiming to study the behaviour of financial agents and price formation. Specifically, his contributions centre on reinforcement learning techniques for optimal execution and optimal investment, with a particular emphasis on algorithmic game theory and market impact games.