In the following the dissertations I followed as supervisor:
PhD Students:
Shirsendu Podder (UCL), Reputation and the evolution of cooperation in the Optional Public Good Game (First Supervisor). Expected Completion: September 2022.
MingTang Li (UCL), Innovation, Success and Self-Interested Behaviour in Academia (Second Supervisor). Expected completion: September 2023
Post Graduate Students:
Shirsendu Podder, Copula Models in CDO Tranche Pricing, MSc Computational Finance, UCL (2017/18). CURRENT JOB: Ph.D. Student at UCL.
Zhe Yang, Automating PPI payments reconciliation using python & Modelling the PPI cost using bootstrap and normal distribution, MSc Financial Risk Management, UCL (2017/18).
Thomas Calcagni, PPI: Automation of a Financial Burden, MSc Financial Risk Management, UCL (2017/18). CURRENT JOB: National Account Executive presso The Kraft Heinz Company
ZhouZhou Gu, Frog in the pan, momentum and information: E-mini S&P 500 and EUR/USD, MSc Financial Risk Management, UCL (2017/18). CURRENT JOB: Business analyst at Sinar Mas Group.
Qingwen Sun, Analysis of MiFID II and RPI component data and the effect of the publication on market pricing and directionality, MSc Computational Finance, UCL (2017/18). CURRENT JOB: Risk analyst at Xiamen International Bank (China).
Zhengbao Hui, Santander MiFID II Model: Analysis of MiFID II data and its effect on market pricing and directionality, MSc Financial Risk Management, UCL (2017/18).
Maria Francesca Siracusa, Collusione e cooperazione nel sistema bancario: la manipolazione dei tassi Libor ed Euribor, Master in Management e Comunicazione d’impresa, UNIMORE (2018/19). CURRENT JOB: Marketing and Customer Manager at Spazio Professionista (Reggio Emilia)
Liu Yantong, Modelling Operational Losses with GPD Fitting App, MSc Computational Finance, UCL (2018/19).
Nguyen Minh, Tail Estimators Using Weighted Quantiles: Mathematical optimisation for threshold exceedances in financial loss modelling using the generalised Pareto distribution, MSc Computational Finance, UCL (2018/19).
He Ziming, Generalized Pareto Distriution Fitting to Loss distribution in operational risk, MSc Financial Risk Management, UCL (2018/19).
Wynn Frederick, A Computational Analysis on Public Debt Management from a Systemic Perspective, MSc Computational Finance, UCL (2018/19). CURRENT JOB: Investment Banking Analyst at RBC Capital Markets
Francesca Federico, An Experiment on Bribing Behaviour, M.A. in Management and Communication (2019/20), University of Modena and Reggio Emilia, ERASMUS+ TRAINERSHIP AT UCL (January-March 2020) - CURRENT JOB: Research Assistant in Behavioural Economics at University of Modena and Reggio Emilia. Ph.D. Student at Arizona State University
Masters in Engineering:
Stefanos Evripidou, Reciprocal strategies and the evolution of cooperation with static and dynamic public goods, UCL, MEng Computer Science (2019/20). CURRENT JOB: Ph.D. Student at UCL (Cybersecurity group).
Carmen Livia Ibanescu, Journal Competition and the Sustainability of Peer Review: An Agent-Based Model, UCL, MEng Computer Science (2019/20). CURRENT JOB: Technology Analyst at Goldman Sachs.
Tianshan Li, Determinants of Real-estate Rental Price in Budapest, UCL, MEng Computer Science (2018/19). CURRENT JOB: Technology Analyst at Barclays.
Vlad Popa, Who participates in the sharing economy? The Airbnb accommodations case, UCL, MEng Computer Science (2018/19). CURRENT JOB: Credit Risk Analyst at Bank of America Merrill Lynch.
Julien Nahum, Determinants and prediction of real-estate prices: a study of the London market, UCL, MEng Computer Science (2018/19), Joint supervision with Paolo Barucca (UCL). CURRENT JOB: Software Development Engineer at Amazon (Cambridge).
Sidharth Sikka, Comparison between Machine Learning and Statistical Models in the Foreign Exchange Market, UCL, MEng Computer Science (2018/19), Joint supervision with Fabio Caccioli (UCL). CURRENT JOB: Associate at Goldman Sachs
Keshav Aggarwal, Analysis of Machine Learning and Statistical Learning Models for Financial Stock Prediction, UCL, MEng Computer Science (2018/19), Joint supervision with Fabio Caccioli (UCL). CURRENT JOB: Software engineer at JPMorgan London.
Bachelor Students:
Marton Gabor Takacs, Key Determinants of Real-Estate Property prices in Budapest, Hungary UCL, BSc. Computer Science (2018/19)
Nicolae Bejan, Le determinanti statistiche delle valutazioni ufficiali delle scuole del Regno Unito, UNIVE., B.A. in Economics and Business (2020/21)
Federico Farsura, L’Herding Effect nei modelli ad agenti dei mercati finanziari, UNIVE, B.A. in Economics and Business (2020/21)
Luca Signori, Come il Covid19 ha influenzato l'acquisto online dei consumatori, UNIVE, B.A. in Economics and Business (2020/21)
Enrico Bagarotto, Immigrazione Specifica e Lavoro: Analisi e Soluzioni, UNIVE, B.A. in Economics and Business (2020/21)
Manganello Tommaso, La Crisi delle Banche Venete, UNIVE, B.A. in Economics and Business (2020/21)
Masci Alberto, Politica monetaria: la banca centrale europea, UNIVE, B.A. in Economics and Business (2020/21)
Campodall’orto Giovanni, Certificati d'investimento, UNIVE, B.A. in Economics and Business (2020/21)
Galeja Alberto, Politica monetaria degli Stati Uniti nel periodo 2001 - 2007, UNIVE, B.A. in Economics and Business (2020/21)
Rappo Elisabetta, Brexit: l'impatto sul tasso di cambio, UNIVE, B.A. in Economics and Business (2020/21)
Viero Silvia, Prestiti studenteschi negli Stati Uniti: un sistema sostenibile o dannoso per l'economia americana?, UNIVE, B.A. in Economics and Business (2020/21)
Bonato Teresa, Innovazione tecnologica tramite FSE. Un'analisi sul programma di finanziamento Horizon 2020, UNIVE, BA in Business Administration (2021/22)
Tolin Filippo, Italia e Germania: un confronto tra i principali indicatori economici dei due Paesi nel periodo di transizione verso l'Unione Economica e Monetaria, UNIVE, B.A. in Economics and Business (2021/22)
Toffoletto Francesco, La proprietà intellettuale: il caso dei vaccini covid, UNIVE, B.A. in Economics and Business (2021/22)
Tarzoni Stefano, Lo Short Squeeze di GameStop, UNIVE, B.A. in Economics and Business (2021/22)
Sandri Matteo, La scarsità di materie prime: cause e conseguenze sulla filiera produttiva, UNIVE, BA in Business Administration (2021/22)
Vettorel Elia, La Finanza Sostenibile, UNIVE, B.A. in Economics and Business (2021/22)
Marco Solari, Convergenza e divergenza dei patrimoni: un’analisi computazionale del ruolo di interesse composto e tassazione, UNIVE, B.A. in Economics and Business (2021/22)