Associate professor in Mathematical Methods for Economy, Finance and Actuarial Sciences (Italian academic discipline: STAT-4/A, formerly SECS-S/06) at the Department of Economics at University of Bergamo, with habilitation for full professorship. Prof. Moriggia is currently teaching on: Coding for Data Science (in English) at the Dept. of Economics. MATLAB for Decision Maker (in English) at the Dept. of Management. Management Information System (in Italian) at the Dept. of Management. Big Data Management (in English) at the Dept. of Economics. Coding for Finance (in English) interdepartmental course between Dept. of Economics and Dept. of Management. Computer Science (in Italian) at the Dept. of Engineering. Their fields of research mainly cover: Stochastic Optimization and Stochastic Dominance in Energy. Pension Fund Management. Property and Casualty Management. Personal Asset Liability Management. Dynamic stochastic programming in portfolio management, sensitivity analysis, contamination technique and scenario reduction. Scenario generation for stochastic programming in Finance. Option Implied trees. Logical Analysis of Data (LAD) in credit risk. Prof. Moriggia is member of: Association for Mathematics Applied to Social and Economic Sciences (AMASES), since 1996. Italian Association of Operations Research (AIRO), since 1998. European Mathematical Society, since 2023.