GIO’S DATA SCIENCE

Gio’s Data Science is my personal website. It is planned as a blog, as a professional portfolio, as an integration of my resumè.

These web pages keep track of the activities my career focused on during the most recent years. It is two areas: Quantitative Finance on the one hand, Data Science on the other. Plus anything related, which I met on my path.

Mathematics, above all. I studied it again, I enjoyed it  many years after I finished highschool. It’s a tool and a mental habit. The subjects I studied in the Verona University let me grab the key mathematical and statistical concepts in an easy and natural way. Mathematics was king during those 5 years I spent working on abstraction and pragmatism, between puzzles and that “rational choice engineering” Economy aims to. Economic theory endlessly bounces from rationalism and formal logic to the unpredictability of human facts and artifacts – and back.

Data Science and Quantitative Finance are pervaded by statistics and probability. The first predictions I worked out during my Econometrics classes looked like magic. Then Logistic regression and Probit,instrumental variables, autocorrelation, time series. Tools that also belong to the Machine Learning field. Now the Artificial intelligence age has undoubtedly started. And I love that “statistics on steroids” that works on top of big data, supervised and unsupervised and reinforced and the whole bag of keywords. Neural Networks, NLP, SVM, gradient descent, backpropagation…

The computers brought numbers on earth. Any good algorithm is a creative act. It requires expertise, intuition, imagination and enthusiasm – just like any other art form. In this website I display the code I wrote in a bunch of different programming languages. It’s MSc exercices, it’s studies or projects I carried out on my own.

A Data Scientist is a numbers craftsman. He constantly needs to master new tools. While some technologies survive and pile up – such as our beloved SQL – other technologies are forgotten and replaced by something new. But a scientific mindset, passion, and the desire to discover and look for answers, they always have to be there.

The financial markets, among all human artifacts, are a very peculiar system. And a fascinating one. Because they are perfect. Almost perfect, actually, but that is still better than almost any other thing our clumsy species did in its history. This property makes the markets suitable for analysis and mathematical modelling.