Greene Street Talks

Conversations with diverse thinkers innovating at the intersection of capital markets, mechanism design, and computer science.

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Giuseppe Nuti: Multi-Arm Bandits, Cross-Asset Market Structure, and the ML Revival of a Lost Art Masterpiece

Giuseppe Nuti is the head of the Electronic Trading Research Department at UBS Global Markets, one of the premier equities trading houses and providers of electronic execution services to global asset managers, investors and traders. In this episode, Jesse and Giuseppe discuss machine learning and quantum applications to algorithmic trading across capital markets, different market structures and how they tick, and Giuseppe's own career as a researcher, market maker, professor, manager and PhD student.