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 partner at Algo Finance Sagl (a software house startup developing algorithms for the asset management industry) and 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. My work has been published in top venues in these fields (Journal of Financial Economics, Nature Scientific Data, and Neural Information Processing Systems). Currently, I am developing a theory of price formation in financial markets, which I plan to use to empirically study how the growing adoption of artificial intelligence in trading may impact prices, understand whether and how this may lead to a disconnection with fundamental values, and assess potential policy implications.
JOB OFFER (published November 5, 2024): I’m hiring a research assistant in Open Research Data with a Master’s or higher degree to work on the COVID-19 Data Hub, starting ASAP! The position is funded by the University of Lugano, Switzerland. Possibility to work partially or fully remotely. Read more here.
