Assistant / PhD candidate
Spiegelgasse 1
4051 Basel
Schweiz
I am a second year PhD student at University of Basel working under the supervision of Aurelien Lucchi. Prior to that, I have worked three years at UBS as AI Quantitative Analyst. I obtained my first Master of Science in Mathematics from the University of Milan and my second Master of Science in Quantitative Finance from ETH Zürich.
I am interested in Stochastic Optimization for Deep Learning, Implicit Bias, and their impacts on real world applications.
[4] Enea Monzio Compagnoni, Luca Biggio, Antonio Orvieto, Frank Norbert Proske, Hans Kersting, Aurelien Lucchi, An SDE for Modeling SAM: Theory and Insights, In Proc. of 40th International Conference on Machine Learning, 2023.
[3] Matteo Burzoni*, Alessandro Doldi*, Enea Monzio Compagnoni*, Risk Sharing with Deep Neural Networks, arXiv preprint arXiv: 2212.11752, 2023.
[2] Enea Monzio Compagnoni, Anna Scampicchio, Luca Biggio, Antonio Orvieto, Thomas Hofmann, Josef Teichmann, On the Effectiveness of Randomized Signatures as Reservoir for Learning Rough Dynamics, In Proc. of International Joint Conference on Neural Networks (IJCNN), 2023.
[1] Enea Monzio Compagnoni, Luca Biggio, Antonio Orvieto, Empirics on the Expressiveness of Randomized Signature, The Symbiosis of Deep Learning and Differential Equations: DLDE Workshop - NeurIPS 2021, 2021.
* denotes equal contributions.