I am a fifth-year PhD candidate in Finance at the University of Lugano, part of the Swiss Finance Institute PhD program. I am currently visiting Harvard Business School.
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. More broadly, my work has focused 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. I also have a paper in computer science, in which machine learning algorithms are used in the context of hardware optimization.
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 devolop 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.
At the moment I am a PhD Candidate of the Swiss Finance Institute at the finance department of USI Lugano. I live in Zurich with my wife Laura and our cat Jesse.
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.