Luca Sabbioni

Luca Sabbioni is an AI specialist at ML cube since February 2023, following a research-focused role as a PhD student at Politecnico di Milano from November 2019 to February 2023. Prior experience includes a data scientist position at ISI Foundation, where Luca worked on supervised learning, anomaly detection in FX calibration, and risk-averse reinforcement learning for DVA optimization from November 2018 to February 2023. Luca also completed a master's thesis at Banca IMI involving neural network calibration of Gaussian models and interned at EY in 2017. Luca holds a PhD in Information Technology, an MS in Mathematical Engineering with a focus on Quantitative Finance, and a BS in Mathematical Engineering, all from Politecnico di Milano.