Biography
I am postdoctoral researcher with the Institute of Finance at USI Lugano.
Working Papers
Recent Publications
(2024).
Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices.
Journal of Financial Economics, vol. 161, pag. 103916.
(2022).
calculus: High Dimensional Numerical and Symbolic Calculus in R.
Journal of Statistical Software, vol. 104(5), pag. 1–37.
(2022).
A worldwide epidemiological database for COVID-19 at fine-grained spatial resolution.
Scientific Data, vol. 9(1), pag. 1-7. Nature Publishing Group.
Grants & Awards
Awarded for the paper Text Classification with Born’s Rule
Awarded to enable performance tests on GPU for the paper Text Classification with Born’s Rule
Awarded to support the maintainance of COVID-19 Data Hub
Awarded to support the development of COVID-19 Data Hub