He holds a Ph.D. in Computational Methods for Financial and Economic Forecasting and Decisions from the University of Bergamo. He taught numerous courses at the Universities of Bergamo, Calabria and Milan, including basic and advanced calculus, measure theory, stochastic processes, portfolio theory, and advanced mathematical finance. His research, published in various academic journals in mathematics and finance, focuses on the application of probability theory and operational research to portfolio theory, risk management, and option theory.