Biography

 

Marcelo Alvisio

Marcelo Alvisio

  • Alumni
  • Argentina
  • 2008 CASM Pure Mathematics
  • St John's College

CARMA represents an elementary model of random processes with far-reaching applications from control theory to computational biochemistry. As an undergraduate, I studied the multivariate extension of the model and its probabilistic properties. I also simulated concrete examples and analysed them in detail. At Cambridge, I am pursuing further training in probability, statistics, and stochastic calculus. I am interested in applications to financial mathematics, which will give me a deeper insight on the inner workings of world economies. I am very thankful to the support of the Gates Cambridge Trust, without which I would not have had the opportunity of studying in Cambridge and meeting such an motivated and accomplished network of scholars.