Silvana received the 2022 Rising Star in Quant Finance by Risk.net for the research paper Portfolio Optimisation within a Wasserstein Ball. She received the 2020 Peter Clark Best Paper Prize for her research paper Reverse Sensitivity Testing: what does it take to break the model?, from the Institute and Faculty of Actuaries (IFoA). In 2019, Silvana was awarded the Dorothy Shoichet Women Faculty Science Award of Excellence.
I am the maintainer and author of the R package Scenario Weights for Importance Measurements (SWIM) available on CRAN. SWIM is an efficient stress testing analysis approach for stochastic models based on Monte Carlo samples.
PhD in Actuarial Science, 2018
Bayes Business School