CV
experience, education, teaching, talks and technical skills
Basics
Full Name
Gianluigi Lopardo
Location
Rome, Italy
Languages
Italian, English, French
Professional Experience
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Senior Risk Modeller
- Credit risk modelling and validation for institutional clients within the Enterprise Risk Management practice
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Research Affiliate
- Ongoing collaboration on NLP/LLM projects for economic research (FOMC analysis, oil price forecasting, GenAI exposure)
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Research Analyst
- Research and development of machine learning methods for macroeconomic forecasting and policy analysis, exploiting non-traditional data sources
- Leading oil price forecasting project using LLMs to analyze market reports and developing econometric framework for forecast evaluation
- Developing AI tools to strengthen the division's analytical framework
- Providing analytical support to multiple division projects, e.g., the analysis of US tariff threats and cross-border payment costs with stablecoins
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PhD Trainee
- Research and development of machine learning methods for financial markets and policy analysis, exploiting non-traditional data sources
- Led research project developing firm-level AI exposure measures using textual analysis, examining impact on financial performance
- Co-authored ECB Working Paper (under journal submission) and VoxEU column, presenting findings at internal seminars
- Proposed and developed Trump Tariff Threats Index from analysis of tweets, subsequently integrated into division's policy analysis toolkit
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Doctoral Researcher
- Thesis: Foundations of Machine Learning Interpretability, awarded the Young Researcher Prize 2025 by MĂ©tropole Nice CdA for "high quality" PhD thesis
- Supervisors: Prof. Damien Garreau and Prof. Frédéric Precioso (UCA/Inria)
- In-depth mathematical research on interpretability methods for machine learning models and algorithms
- Developed novel interpretability approaches resulting in high-quality publications in top venues, such as ICML, AISTATS, and ECML
- Presented research at international ML conferences including ICML 2024 (Vienna), AISTATS 2023 (Valencia), ECML 2022 (Grenoble), XAIE @ ICPR 2022 (Montreal)
- Invited talks at Cognizant AI, Maasai (Sophia Antipolis), AI4Media (Florence)
- Reviewer for AISTATS, ECML, KGML workshop
- Co-organized NWI Workshop on Interpretability (2022, 2023)
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Teaching Assistant
- Led theoretical and practical instruction in mathematics and statistics
- Delivered lectures for undergraduate and graduate courses in French, including students from economics disciplines
- Supervised labs, developed teaching materials, managed assessments
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AI Research Intern
- Research on explainable AI for business decision-making
- Developed the SMACE interpretability method and Python package for composite decision systems, resulting in a first-authored publication
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ML Engineer Intern
- R&D of computer vision solutions to automate document processing
- Developed and optimized computer vision pipelines to automate document digitization and information extraction
Education
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Ph.D. in Applied Mathematics
- Thesis: Foundations of Machine Learning Interpretability, awarded the Young Researcher Prize 2025 by MĂ©tropole Nice CdA for "high quality" PhD thesis
- Supervisors: Prof. Damien Garreau and Prof. Frédéric Precioso (UCA/Inria)
- In-depth mathematical research on interpretability methods for machine learning models and algorithms
- Developed novel interpretability approaches resulting in high-quality publications in top venues, such as ICML, AISTATS, and ECML
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M.Sc. in Mathematical Engineering
- Thesis: Explainable AI for business decision-making
- Supervisors: Prof. Elena Maria Baralis (PoliTo), Prof. Damien Garreau (UCA/Inria), Prof. Frédéric Precioso (UCA/Inria), Dr. Greger Ottosson (IBM)
- M.Sc. focus on statistical data science, mathematical modeling and optimization, machine learning, risk management, financial engineering
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B.Sc. in Applied Mathematics
- Thesis: Quantitative and qualitative analysis on the relation between innovation and economic performances in companies
- Supervisor: Prof. Federico Caviggioli (PoliTo)
- B.Sc. focus on core applied mathematical areas including probability, statistics, scientific computing, and programming
Teaching
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Courses taught
- Mathematics, statistics and probability courses for undergraduate and master's students, taught in French.
Talks
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Selected talks and conference presentations
- 2026
- Presented Predicting Oil Prices with LLMs at the 13th ECB Conference on Forecasting Techniques (Frankfurt).
- 2025
- Presented the ECB working paper on firms' GenAI exposure at the ECB IPA Economic Seminar.
- Presented research on the financial impact of AI at the 2nd ECB AI in Economics workshop.
- 2024
- Presented Attention Meets Post-hoc Interpretability at ICML 2024 (Vienna).
- Talk for Cognizant AI Research Lab.
- Talk at the ECB Machine Learning community.
- Talk at the ECB AI in Economics workshop.
- 2023
- Presented A Sea of Words: An In-Depth Analysis of Anchors for Text Data at AISTATS 2023 (Valencia).
- Presented SMACE to the AI4Media network (Florence).
- Presented Understanding Post-hoc Explainers: The Case of Anchors at Journées de Statistique (Brussels).
- Talk at the Inria Maasai seminar.
- 2022
- Presented SMACE at ECML 2022 (Grenoble).
- Talk at the 1st Nice Workshop on Interpretability.
- Presented Comparing Feature Importance and Rule Extraction for Interpretability on Text Data at the Workshop on Explainable and Ethical AI @ ICPR 2022 (Montreal).
- 2021
- Talk at the SophIA Summit.
- 2026
Technical Skills
Programming Languages
Python, R, MATLAB, Julia, Stata, SQL, C, Java, SAS
Machine Learning & NLP
Language Models (OpenAI, Azure, Ollama), retrieval-augmented generation (LangChain, vector DBs), transformer architectures (PyTorch, Hugging Face), interpretability methods, sentiment analysis, topic modeling
Econometrics & Statistics
Time-series analysis and forecasting, forecast evaluation, risk quantification, causal inference (DiD, panel methods, PSM), statistical inference and pre-asymptotic statistics, credit risk modelling (PD/LGD/EAD, IFRS 9, IRB)