Guglielmo Gattiglio
I am a second year PhD student in the Warwick Mathematics and Statistics CDT under the joint supervision of Prof. Lyudmila Grigoryeva. My current research direction focuses on generation of stochastic processes and learning of dynamical systems. I am also working on computational methods for Bayesian inference.
The most recent version of my CV is available here.
Contact: Guglielmo [dot] Gattiglio [at] warwick [dot] ac [dot] uk
Education
| 2019 - 2021 | MSc in Statistics, major in Data Science - Bocconi University Thesis: Tempered Stochastic Search of Bayesian CART Models. Supervisor: Prof. Giacomo Zanella |
| 2016 - 2019 | BSc in Economics and Computer Science - Bocconi University Thesis: Machine Learning for Imbalanced Data. An Application to Customers Complaints. Supervisor: Prof. Daniele Durante |
| 2019 - 2019 | Exchange semester - Carnegie Mellon University, CMU |
Presentations
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Generating Stochastic Processes using Echo State Networks and Maximum Mean Discrepancy - 14 December 2022 - a poster for the AS&RU Partnership Day at the University of Warwick.
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Generating Stochastic Processes using Echo State Networks and Maximum Mean Discrepancy - 25 October 2022 - a poster for the Young Researchers Meeting (YRM) at the University of Warwick.
Teaching
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EC140: Mathematical Techniques B - 2022 - University of Warwick, Department of Economics - bachelor level.
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ST111: Probability A - 2022 - University of Warwick, Department of Statistics - bachelor level.
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ST112: Probability B - 2022 - University of Warwick, Department of Statistics - bachelor level.
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IB9CS: Big Data Analytics - 2022 - University of Warwick, Warwick Business School (WBS) - master level.
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Python Programming for Economics, Management and Finance - 2020 - Bocconi University - bachelor level.