I am Assistant Professor of Finance at the University of St.Gallen, working in the chair of Prof. Angelo Ranaldo at the Swiss Institute of Banking and Finance. I teach a PhD course on mathematical methods for finance and a master course on Financial Technology.
My research work focuses on the impact on asset prices of demand shocks, arising from fire sales by institutional investors, quantitative easing programs and delta-hedging in derivative markets. Moreover, I am interested in the application of recent machine learning models in the context of asset pricing.
My job market paper presents a neural network augmented with an attention mechanism, used to forecast high-frequency price movements and to make inference on the relative informativeness of limit versus market orders for price discovery.
Further, I have a published paper in computer science, where we apply different machine learning algorithms to a problem in the context of hardware optimization.
In 2020 I received my PhD in Finance from the University of Lugano, completing the Swiss Finance Institute PhD program. During my PhD, I spent the academic year 2018-2019 as a visiting fellow at Harvard Business School.
Before starting my PhD, I worked as a software developer for Android and Web applications. I earned a bachelor degree from Università di Padova in pure and applied mathematics and a master degree in pure mathematics from the University of Amsterdam. Recently, I have been working as a consultant for Syntagma Global Investments to develop a systematic CTA strategy for Barclays.
More About Me
I was born in Venice in 1988 and I’m a sociable and friendly person.
I got a bachelor a degree in pure and applied mathematics at the University of Padova and a Master in pure mathematics at the University of Amsterdam.
I received my PhD completing the Swiss Finance Institute at the finance department of USI Lugano.
I currently live in Zurich with my wife Laura and our cat Jesse and work at the University o St.Gallen
Beyond economics, finance and math, my interests extend to music, politics, software and web development. More recently I developed interest in artificial intelligence, deep learning and blockchain technology.
My friends and colleagues appreciate me for being honest, reliable, creative and ready to face complex problems, but also for my calmness and my attitude to mediate and synthesize between conflicting opinions.