Giulia Pucci
Doctoral student
Details
About me
Since September 2022, I am a doctoral student in Applied and Computational Mathematics at KTH under the supervision of Nacira Agram.
Publications
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Agram, N., Espen Benth, F., & Pucci, G. (2025) Installation of Renewable Capacities to Meet Energy Demand and Emission Constraints under Uncertainty, IMA Journal of Management Mathematics, dpaf023
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Agram, N., Pucci, G., & Øksendal, B. (2024) Impulse Control of Conditional McKean--Vlasov Jump Diffusions, Journal of Optimization Theory and Applications, 200(3), 1100–1130
Preprints
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Agram, N., & Pucci, G. (2025)Deep BSVIEs Parametrization and Learning-Based Applications [arXiv:2507.01948]
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Agram, N., Arharas, I., Pucci, G., & Rems, J. (2025)Deep Learning for Energy Market Contracts: Dynkin Game with Doubly RBSDEs [arXiv:2503.00880]
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Gozzi, F., Leocata, M., & Pucci, G. (2024)Network-Based Optimal Control of Pollution Growth [arXiv:2406.15338]
Invited Talks and Seminars
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Talk at Luiss Guido Carli University, Rome, Italy (Mar 26, 2025)
Presentation: Deep Learning for Energy Market Contracts: Dynkin Game with Doubly RBSDEs -
Stochastics in Mathematical Finance and Physics Conference, Hammamet, Tunisia(Oct 21–25, 2024)
Presentation: Installation of Renewable Capacities to Meet Emission Targets and Demand under Uncertainty -
Conference on Stochastic Analysis with Applications to Finance, Energy and Insurance, Algeria (Mar 6, 2024)
Presentation: Stochastic Modeling in the Energy Sector -
Workshop on S(P)DEs: Numerics and Applications, Linnaeus University, Växjö, Sweden (Dec 6–8, 2023)
Presentation: Impulse Control of Conditional McKean–Vlasov Jump Diffusions
Conference Participation
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12th General AMaMeF Conference, Verona, Italy (Jun 23–27, 2025)
Presentations:-
Deep Learning for Energy Market Contracts: Dynkin Game with Doubly RBSDEs
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Deep BSVIEs Parametrization and Learning-Based Applications (Replacement for Nacira's talk)
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Insurance Data Science Conference, Stockholm University, Sweden (Jun 17–18, 2024)
Presentation: Network-Based Optimal Control of Pollution Growth
Courses
Degree Project in Mathematical Statistics, Second Cycle (SF290X), teacher
Financial Derivatives (SF2975), assistant, teacher
Financial Mathematics, Basic Course (SF2701), assistant
Regression Analysis (SF2930), teacher, assistant