Lorenzo Lombardi

PhD Student in Data Science and AI at University of Salerno

Speaker

Lorenzo Lombardi is a PhD student in Data Science and Artificial Intelligence. His research focuses on stochastic volatility model calibration with no-arbitrage constraints and neural network surrogate models for derivatives pricing, with applications to FX options markets. Other research interests include multimodal deep learning and large language models for quantitative finance. His expertise spans quantitative modeling, derivatives pricing, volatility surface calibration, and machine learning for financial applications.