University Thesis
Bachelor’s thesis (2016):
“Optimism and securities markets: an analysis on Italian families”.
Sia per la laurea triennale, sia per la laurea magistrale ho scelto di svilppare lavori sperimentali in ambito statistico.
- Bachelor’s thesis
“Optimism and securities markets: an analysis on Italian families”
My bachelor’s was an Econometrics thesis. I used the Stata software.
After downloading a Bank of Italy dataset I showed descriptive statistics and I did a regression analysis on the relation between Italian
families and financial markets.
The focus of the thesis was on the socio-demographic factors explaining different views (pessimistic or optimistic) on stock, housing and
treasuries markets. Rational expectations on markets shouldn’t be different, on average, among different social groups. Is it really so? Do people have different behaviors, depending on their own well-being, instead? - MSc dissertation: “Machine Learning applied to finance”
During my internship in Phinergy I developed a Neural Network whose goal was predicting the movements on the stocks market for a company, in the short term.
In the first part my dissertation describes what Machine Learning is and lists some of the available techniques. It also summarizes some cases of application to the financial sector, from the scientific literature. Credit Scoring is among the most promising fields for ML. The papers I summarized compared different statistical and ML techniques.
The next part was about actually implementing a Neural Network. I developed it with Python – TensorFlow. It aggregated technical analysis indicators and oscillators with prices and volumes information.
My dissertation also talks about future developments, such as Quantum Machine Learning. Quantum Computing could be a game-changer in the future. It could change everthing in some domains – it would be disruptive for criptography, for instance.
Some firm, at the moment, claim they have Quantum technology. They even let users try it:
IBM-Q
D-Wave
In 2017 I took part in a very interesting workshop: Quantum Techniques in Machine Learning.
Bachelor’s thesis
“Optimism and securities markets: an analysis on Italian families”
Supervisor: Alessandro Bucciol
Subject: Econometrics
Software: Stata, Microsoft Office
Data: Bank of Italy
Magistrale
Applicazione delle tecniche di Machine Learning in finanza
Supervisor: Roberto Renò
Subject: Trading, Machine Learning
Software: Python, TensorFlow, Microsoft Office
Data: stock markets data