Matteo Burzoni

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I joined the University of Milan in March 2020. Before that I had a position at the University of Oxford and at ETH Zurich.
Among other things, I am interested in Mean Field Games, Knightian Uncertainty, stochastic calculus and risk measures.

Welcome

You reached the homepage of Matteo Burzoni.
Short CV

I joined the University of Milan in March 2020 as "Ricercatore RTD-B". Previously, I had a position as "Hooke Research Fellow" at the University of Oxford and as postdoctoral researcher at ETH Zurich.
Research

I am currently very interested in Mean Field Games and large populations control problems. Among other things I am also interested in modeling Knightian Uncertainty in finance and economics and in the theory of risk measures.

NEW: From 01.01.2023 I will be no longer affiliate with the University of Milan. If you need to contact me please find me on LinkedIn.

Risk sharing with deep neural networks
available at Arxiv PDF
A Tikhonov theorem for McKean-Vlasov two-scale systems and a new application to mean field optimal control problems
available at Arxiv PDF
MFG with absorption and common noise with a model of bank run
available at Arxiv PDF

Argomenti Avanzati di Finanza Matematica
Corso di Laurea Magistrale in Matematica (L40)