September 2014 – June 2018
Supervisor: Giuseppe Ragusa
Financial Econometrics, Computational Statistics, Machine Learning & Big data
I am currently a PhD candidate in Economics at LUISS University. I hold an upper master degree in Finance from Collegio Carlo Alberto (University of Turin) and I graduated in the MSc in Finance at University of Siena and in the MSc in Money and Finance at University of Ljubljana (double degree). I am interested in data and what data can tell us. My main research interests are focused on data driven approaches to the study of financial application. My idea is that model should fit the data and not the data fit the models. To this extent I am currently working on some statistical procedures to work with multiway data (data which can be structured in more than two dimensions). I am also interested on computational statistics, in particular in methods such as Approximate Bayesian Computation (ABC) which are used when the complexity of the model makes the estimation difficult or even impossible with standard tecniques. I am also working on network theory applied to finance for contagion analysis.