Posts by: Davide Gianatti
Davide Gianatti is a Data Scientist at LIST with a background in theoretical physics, bringing strong expertise in statistics, modeling, and artificial intelligence to support cutting-edge research and applications.
Smoothing options prices with linear programming
Davide Gianatti
| September 29, 2026
Why we fit: Smoothing the noise of illiquidity In an…
Optimizing Cboe strategy allocations with linear programming
Davide Gianatti
| April 17, 2026
1. The hidden complexity of margin calculation In derivatives trading,…
The science behind safe and accurate volatility models: How Neural Networks learn financial rules
Physics-informed Neural Networks capture market patterns while enforcing financial laws.…
Enhancing Implied Volatility modeling: Bridging accuracy and safety with neural networks
Why Implied Volatility matters Options prices depend heavily on implied volatility…