Giuseppe Crupi

Biography

He holds a M.Sc. in Data Physics from the Università Statale di Milano. His thesis, "Development of a Machine Learning framework for Anomaly Detection in Financial Time Series", demonstrates how machine learning and finance can coexist to drive future advancements. In 2023, he joined iason working on projects focused on Market Risk with one of the major Italian banks.

Researches

Portfolio Optimization: a New Frontier through VAE-LSTM-Based Reinforcement Learning

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