4 December 2017

• Rosa Maria Siervo. Short-Term Planning Model for ASML Field Factory DUV/YS Upgrades. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2017
  

  

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19 March 2018

• Amedeo Biolatti. Metamodels for Robust Optimization. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2018
  

  

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• Monica Ferrara. A reinforcement learning approach to dynamic pricing. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2018
  

  

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15 October 2018

• Eleonora Varde'. A top-down approach for the Dynamic Vehicle Routing Problem. Rel. Paolo Brandimarte, Giulio Zotteri. Politecnico di Torino, Master of science program in Mathematical Engineering, 2018
  

  

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19 December 2018

• Graziana Mignone. Cardinality constrained index tracking: mixed integer approaches. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2018
  

  

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• Faezeh Seyri. Coordinated Lot-Sizing Problem under Demand Uncertainty (Stochastic Programming approach). Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2018
  

  

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• Luisa Tabasso. Modelli matematici di incentivazione: il caso dei finanziamenti retail nel mercato automotive = Incentive mathematical models: a retail financing case in the automotive market. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2018
  

  

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15 July 2019

• Paolo Colusso. A Machine-learning Approach to Parametric Option Pricing. Rel. Paolo Brandimarte, Marcello Restelli. Politecnico di Torino, Master of science program in Mathematical Engineering, 2019
  

  

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• Giulia Rocca. Predictive methods for calculating the non-life insurance premium. Rel. Francesco Vaccarino, Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2019
  

  

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8 October 2019

• Luca Asproni. Quantum machine learning and optimisation: approaching real-world problems with a quantum coprocessor. Rel. Paolo Brandimarte, Marco Gatta. Politecnico di Torino, Master of science program in Mathematical Engineering, 2019
  

  

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• Lucia Baratella. Sensory evaluation and rheological measurement of bread samples: comparing subjective perceptions of trained tasters against objective measurements by a texture analyzer. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2019
  

  

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19 March 2020

• Alessandro Ruo Bernucchio. Reinforcement Learning in Finanza = Reinforcement Learning in Finance. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2020

28 July 2020

• Edoardo Pasta. Model-Free Control System Architecture for the ISWEC. Rel. Giuliana Mattiazzo, Paolo Brandimarte, Giovanni Bracco. Politecnico di Torino, Master of science program in Mechatronic Engineering, 2020

6 October 2020

• Chiara Vercellino. A two-step optimization approach for a stochastic multi-stage capacitated vehicle routing problem. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2020
  

  

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30 November 2020

• Alberto Gennaro. Computational experiments with stochastic models for the assembly-to-order system under demand uncertainty. Rel. Paolo Brandimarte, Edoardo Fadda. Politecnico di Torino, Master of science program in Mathematical Engineering, 2020
  

  

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19 March 2021

• Andrea Costa. Algoritmi di intelligenza artificiale applicati ai processi della produzione industriale. Analisi e studio per il perfezionamento di una linea per il confezionamento di prodotti ortofrutticoli = Artificial Intelligence Algorithms Applied to Industrial Production Processes. Analysis for the Refinement of a Packaging Line for Fruit. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2021
• Corrado Costanzi. Differential Machine Learning – A key tool for practical risk management. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2021
  

  

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• Alberto Amore. Implementazione di modelli di ottimizzazione in python mediante Pyomo e DOCplex: applicazione ad un caso aziendale = Python implementation of optimization models with Pyomo and DOCplex: a case study. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2021
• Federico Paolucci. Lagrangian heuristic for Capacitated Lot Sizing Problems. Rel. Paolo Brandimarte, Edoardo Fadda. Politecnico di Torino, Master of science program in Mathematical Engineering, 2021
  

  

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14 July 2021

• Giuseppe Leoni. Data-driven learning of an optimal control policy for Wave Energy Converters: A comparison of metamodels. Rel. Paolo Brandimarte, Edoardo Pasta. Politecnico di Torino, Master of science program in Mathematical Engineering, 2021

5 October 2021

• Daniele Plutino. Gestione del Rischio di Tasso di Interesse: Applicazioni di Programmazione Stocastica in ambito Asset-Liability Management = Interest Rate Risk Management: Stochastic Programming Applications to Asset-Liability Management. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2021
  

  

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• Lorenzo Bonasera. Heuristics for the solution of Mixed-Integer Linear Programming problems. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2021
  

  

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• Lorenzo Paletto. Ottimizzazione statica di portafoglio: analisi comparativa di approcci robusti e basati sui fattori = Static portfolio optimization: comparative analysis of robust and factor based approaches. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2021
  

  

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1 December 2021

• Simona Maria Borrello. Time-dependent traveling salesman problems: a case study in waste management. Rel. Paolo Brandimarte, Edoardo Fadda. Politecnico di Torino, Master of science program in Mathematical Engineering, 2021

4 October 2022

• Luca Bajardi. Dynamic Multiperiod Capacitated Vehicle Routing Problem with Probabilistic Information. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2022
  

  

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25 November 2022

• Yi Yu Ivan Chen. Portfolio Management: a Deep Reinforcement Learning Approach. Rel. Paolo Brandimarte, Edoardo Fadda, Carlo Sgarra. Politecnico di Torino, Master of science program in Mathematical Engineering, 2022
  

  

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• Matteo Galla. Sviluppo di una Strategia di Trading Mid-Frequency tramite Machine Learning = Development of a Mid-Frequency Trading Strategy Using Machine Learning Techniques. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2022

24 March 2023

• Michele Vioglio. Reinforcement Learning per apprendere strategie di recupero crediti su NPL (Non-Performing Loans) e UTP (Unlikely To Pay) = Reinforcement Learning to find out strategies of credit recovery on NPL (Non-Performing Loans) and UTP (Unlikely To Pay). Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2023
  

  

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• Linda Terzi. A survey of scenario generation methods for asset-liability management. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2023
  

  

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14 July 2023

• Paolo Gorino. Modelli MILP stocastici e mateuristiche per problemi di lot sizing = Stochastic MILP models and matheuristics for lot-sizing problems. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2023
  

  

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3 October 2023

• Matteo Montrucchio. Modelli per la Gestione delle Scorte di Pezzi di Ricambio = Models for Spare Parts Inventory Management. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2023
  

  

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• Federica Tamai. Pricing dinamico di biglietti aerei: applicazione al caso Alpitour S.p.A. = Dynamic pricing of airline tickets: application to the Alpitour S.p.A. case. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2023
  

  

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27 October 2023

• Lorenzo Mazza. Optimal sensors placement for waste collection. Rel. Edoardo Fadda, Paolo Brandimarte. Politecnico di Torino, Master of science program in Ict For Smart Societies, 2023

23 November 2023

• Nicola Lombardi. Combining the Ruin and Recreate Principle and Multiobjective Optimization in RPDPTW. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2023
• Daniele Di Marco. Pianificazione delle attività di Pick and Place di robot mediante Programmazione Dinamica Approssimata = Planning Pick and Place Robot Activities through Approximate Dynamic Programming. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2023
• Alessandro Bonadeo. Risk-based profit and loss in Murex e stima delle greche = Risk-based profit and loss in Murex and greeks estimation. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2023
  

  

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• Marta Bosio. Sviluppo di una Libreria di Pricing e di Sensitivity Analysis per Opzioni Vanilla Europee = Development of a Pricing and Sensitivity Analysis Library for European Vanilla Options. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2023
• Sara Giovannini. A time series problem in telecommunications: Physical Resource Block (PRB) forecasting. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2023
  

  

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20 March 2024

• Fulvio Raddi. Consumption–Saving with Uncertain Labor Income. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2024
  

  

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• Margherita Battistotti. Dynamic Optimization of Intralogistic Robot Scheduling. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2024
  

  

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• Marianna Lolli. Gestione delle scorte di beni deperibili in un contesto multi-prodotto con l'utilizzo di una politica base-stock = Inventory management of perishable goods in a multi-product context using a base-stock policy. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2024
  

  

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• Lucio Moro. Gestione delle scorte di beni deperibili in un sistema multi-echelon = Inventory Management of Perishable Goods in a Multi-Echelon System. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2024
  

  

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• Francesco Rege Cambrin. Ottimizzazione dell'allocazione dello spazio disponibile in un sistema logistico portuale. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2024
  

  

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• Leonardo Turrisi. Review of batch process scheduling. Rel. Paolo Brandimarte, Edoardo Fadda. Politecnico di Torino, Master of science program in Mathematical Engineering, 2024
  

  

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• Giuseppe Biagio Lapadula. Single-solution Based Metaheuristic Algorithms for Capacitated Vehicle Routing Problems: A Comparative Analysis. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2024
  

  

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• Francesco Cassai. Sviluppo Predittore di Volatilità Realizzata tramite Machine Learning e Metodi Statistici = Development of Realized Volatility Predictor through Machine Learning and Statistical Methods. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2024
• Margherita Soro. Un metodo basato sulla simulazione per l'ottimizzazione dei livelli di stock in una catena distributiva a stadio singolo = A simulation-based approach for optimizing target stock levels in a single-echelon supply chain. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2024
  

  

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19 July 2024

• Valerio Firmano. Deep Reinforcement Learning for Dynamic Job-Shop Scheduling in High-Utilization Systems. Rel. Paolo Brandimarte, Edoardo Fadda. Politecnico di Torino, Master of science program in Mathematical Engineering, 2024
  

  

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• Giulia Accossato. Ottimizzazione del Sistema di Previsione Energetica: Strategie per la Riduzione delle Perdite = Optimization of the Energy Forecasting System: Strategies for Loss Reduction. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2024
  

  

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• Milena Maio. Robust Pricing Optimization Data-Driven Demand Forecasting. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2024
  

  

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• Andrea Ruglioni. WEC's co-design optimization. Rel. Paolo Brandimarte, Edoardo Pasta, Nicolas Ezequiel Faedo. Politecnico di Torino, Master of science program in Mathematical Engineering, 2024
  

  

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4 October 2024

• Alessia De Crescenzo. Reinforcement Learning for Dynamic Stochastic Scheduling. Rel. Paolo Brandimarte, Edoardo Fadda. Politecnico di Torino, Master of science program in Mathematical Engineering, 2024
  

  

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• Giulio Merlo. Sviluppo di un motore di pricing per derivati esotici tramite metodi Monte Carlo = Development of a Monte Carlo pricing engine for exotic derivatives. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2024
  

  

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• Stefano Pezzuto. An application of moment matching and L-shaped decomposition to stochastic portfolio optimization. Rel. Edoardo Fadda, Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2024
  

  

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25 November 2024

• Diego Morichelli. Utilizzare l'Algoritmo di Assegnamento per Risolvere un Problema di Produzione a Larga Scala = Leveraging the Assignment Problem to Solve a Large Scale Factory Planning Problem. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2024
  

  

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14 March 2025

• Alessandro Orame. Dynamic Hedging of exotic derivatives via Stochastic Optimization: development and benchmarking with Delta Hedging and Deep Hedging. Rel. Paolo Brandimarte, Edoardo Fadda, Giovanni Amici. Politecnico di Torino, Master of science program in Mathematical Engineering, 2025
  

  

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• Ioana Reut. Hedging exotic derivatives via stochastic optimization models: a focus on Asian and Barrier Options and Worst Performance derivatives. Rel. Paolo Brandimarte, Edoardo Fadda, Giovanni Amici. Politecnico di Torino, Master of science program in Mathematical Engineering, 2025
  

  

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• Salvatore Frattaruolo. Modelli di Programmazione Lineare per l'Index Tracking: Algoritmi e Applicazioni nella Replica dell'S&P 500 con Analisi Out-of-Sample = Linear Programming Models for Index Tracking: Algorithms and Applications in S&P 500 Replication with Out-of-Sample Analysis. Rel. Paolo Brandimarte, Edoardo Fadda. Politecnico di Torino, Master of science program in Mathematical Engineering, 2025
  

  

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• Erica Susca. Ottimizzazione dei parametri di un modello di simulazione di una supply-chain = Optimization of the Parameters of a Supply-Chain Simulation Model. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2025
  

  

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• Fabio Bertone. Reinforcement learning for inventory management of a perishable item. Rel. Edoardo Fadda, Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2025
  

18 July 2025

• Alessandro Rossi. An Adaptable Heuristic Framework for Multiproduct Vehicle Routing Problem with Intra-Route Constraints. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2025
• Francesco De Vittorio. Model Predictive Control of WECs: A Comparative Study of Single-Step and Multi-Step Dynamic Prediction Models. Rel. Paolo Brandimarte, Edoardo Pasta, John Ringwood. Politecnico di Torino, Master of science program in Mathematical Engineering, 2025
  

10 October 2025

• Ismail Mustafa Abdelfatah Abouelseoud. Approximate Dynamic Programming for Lateral Transshipments with a Concave Cost Function. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2025
  

  

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• Matteo Racca. Ottimizzazione della gestione di magazzini: un caso applicato al settore dei ricambi automotive = Warehouse Management Optimization: a case applied to the automotive spare parts sector. Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2025
  

  

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• Aurona Gashi. A surrogate-based robust optimization approach for the management of perishable products. Rel. Paolo Brandimarte, Edoardo Fadda. Politecnico di Torino, Master of science program in Mathematical Engineering, 2025
  

  

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