GIUSEPPE (PEPE)

CALVI

“The blockchain replaces third-party trust with mathematical proof that something happened. It is a tsunami-like phenomenon, slowly advancing and gradually enveloping everything along its way by the force of its progression"

Giuseppe received his BSc degree in Telecommunication Engineering from the Polytechnic University of Turin in 2014, during which he participated to a joint degree programme with Tongji University, Shanghai, living two years abroad.  Having realized a passion for signal processing research, in 2016 he attained his MSc from Imperial College London, earning the Ivor Tupper Prize for the best thesis.


Continuing to cultivate his interests for data science, Pepe is currently pursuing a PhD at Imperial College in Signal Processing and Machine Learning. His research focuses on developing methods to perform feature extraction from multidimensional data, and how these techniques can be integrated with neural networks, with the aim of improving their interpretability. He is author and co-author of several peer-reviewed papers in the field. 


In 2018 Pepe won the Reinforcement Learning Trading Challenge sponsored by the Brevan Howard Centre at Imperial College, and the same year he would also win the Citadel UK Datathon. Recently, Pepe interned at Macquarie Group as a Quant Analyst, where he applied his AI expertise to intraday momentum strategies, hedging, and index enhancement based on risk profile analysis. He now covers the same role at Crypton; mainly focusing on our Smart Beta Fund Strategies.

AI-Quant 

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