Alessio Figalli, PhD

Professor of Mathematics and FIM Director, ETH Zurich, 2018 Fields Medallist
Man Institute Contributor

Alessio Figalli is a Chaired Professor in Mathematics at ETH Zurich.

After a joint PhD in Mathematics at SNS Pisa (in Italy) and ENS Lyon (in France), he was a professor in France and the US, before moving to ETH Zurich in 2016. Alessio has been the director of the Mathematics Research Institute (‘FIM’) at ETH Zurich since 2019. Alessio’s current research projects include: Calculus of Variations, Optimal Transportation and Partial Differential Equations.

Alessio was awarded the Fields Medal (the equivalent of Nobel Prize in Mathematics) in 2018.

Man Institute content contributed by Alessio

Strategic Execution Trajectories – Key Findings

Academic Research read & watch 12 min
July 2021

Strategic Execution Trajectories – Key Findings

In this video, Dr. Anthony Ledford and Fields Medal winner Professor Alessio Figalli discuss the key findings from their recent academic paper, Strategic Execution Trajectories, which discusses how to minimise transaction costs in trading.

Counting the Costs: Minimising Total Price Impact Over Sequences of Trades

Academic Research read 10 min
July 2021

Counting the Costs: Minimising Total Price Impact Over Sequences of Trades

Minimising transaction costs is important for best execution. While existing research minimises the cost of a single trade, our results optimise the combined execution cost of two sequential orders.
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