Emanuele Guidotti

Emanuele Guidotti

Postdoctoral Researcher

University of Lugano (USI)

Biography

I am a postdoctoral researcher in Finance at the University of Lugano (USI) under the supervision of L. Frésard. I hold a Ph.D. in Finance from the University of Neuchâtel, which I obtained under the supervision of T.A. Kroencke. Previously, I obtained my M.Sc. in Quantitative Finance and B.Sc. in Physics from the University of Milan under the supervision of S.M. Iacus and A. Vicini, respectively. I am also a member of the YUIMA team, an international research team in Computational Statistics affiliated with the Japan Science and Technology Agency CREST. My research interests include financial markets, data science, and artificial intelligence.

Download CV

Recent Publications

(2024). Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices. Journal of Financial Economics, vol. 161, pag. 103916.

PDF DOI Cite GitHub CRAN PyPI

(2022). calculus: High Dimensional Numerical and Symbolic Calculus in R. Journal of Statistical Software, vol. 104(5), pag. 1–37.

PDF DOI Cite Website GitHub CRAN

(2022). A worldwide epidemiological database for COVID-19 at fine-grained spatial resolution. Scientific Data, vol. 9(1), pag. 1-7. Nature Publishing Group.

PDF DOI Cite Data Website GitHub CRAN PyPI

Recent & Upcoming Talks