Publications

Preprints

• Homogenization of ℓ₂-Adversarial Training in High Dimensions: Exact Dynamics under Stochastic Gradient Descent, 2026.
  Fabrizzio Sabelli
  

Published Papers

• Toward automating causal discovery in financial markets and beyond
  Alik Sokolov, Fabrizzio Sabelli, Behzad Azadie Faraz, Wuding Li, Luis Seco
  Transactions of ADIA Lab - Interdisciplinary Advances in Data and Computational Science. vol 1:359-392, 2025.

Master's Thesis

• Numerical Methods for Discrete-Time Quadratic Hedging
  Université de Montréal, 2024