Giulia Livieri

Giulia Livieri is an Assistant Professor in the Department of Statistics at the London School of Economics and Political Science (LSE), a position she has held since November 2022. Previously, she served as a fixed-term Assistant Professor (2020–2022) and Post-Doctoral researcher at Scuola Normale Superiore (SNS) in Pisa. She holds a PhD in Financial Mathematics (2017, SNS), a postgraduate diploma in Mathematical Finance (2013, University of Bologna), and a first-class Mathematics degree (2012, University of Padova). Her research integrates financial econometrics, stochastic analysis, and machine learning to address problems in financial markets modeling and Mean-Field Game theory.

Giulia's work focuses on developing stochastic models for high/low-frequency market dynamics, Mean-Field Game frameworks, and applying MFG theory to design Deep Neural Networks. Recent contributions include causal deep learning models for dynamical systems and statistical inference techniques for market microstructure analysis. She has published in top journals and presented at international conferences, addressing topics like price staleness, volatility modeling, and singular control theory in financial contexts.

Her educational background includes an internship at Mediobanca (2013) and academic excellence awards, including a 70/70 cum laude PhD thesis and a 110/110 undergraduate degree. While no formal grants or awards are listed, her academic trajectory reflects significant scholarly achievement. She maintains active collaborations in both academia and finance sectors.