Alumni 2023/2024
Graduated in 2025
ALOISI Matteo Maria Pio
Visiting PhD Student - Department of Mathematics at Vrije Universiteit Amsterdam - Thesis: "A Stochastic Intensity Model for Catastrophe Bonds with Self-exciting Jumps" - Supervisor: Katia Colaneri
Graduated in 2025
ANSANELLI Francesco
P&C Equity and Capital Management Analyst at CDP Cassa Depositi e Prestiti -
Thesis: "Sentiment Analysis for Cryptocurrencies Returns" Supervisor: Alessio Farcomeni
Graduated in 2025
ASTORRE Valerio
Graduate Research at AFME (Association for Financial Markets in Europe) Brussels - Thesis: "From Realized Moments to Structural Parameters: Neural Calibration of a High Frequency Price Formation Model" - Supervisor: Davide Pirino
Graduated in 202Investment Analyst Intern6
AURISICCHIO Luca
Investment Analyst Intern at Tech e Biomedical - Thesis: "From Econometrics to Deep Learning: A Comparative Study of HAR, LSTM, and Temporal Fusion Transformers for Volatility Forecasting" - Supervisor: Tommaso Proietti
Graduated in 2025
BATTILOCCHI Alesseo
Valuation Controller Analyst at Morgan Stanley Budapest - Thesis: "Option hedging with Statistical Learning methods" - Supervisor: "Alessandro Ramponi"
Graduated in 2025
BELCASTRO Alessia
Business Analysis Consultant at NTT Data - Thesis: "Do Abnormal Retail Investor Attention and Media Sentiment Drive IPO Mispricing? Evidence from the Italian market" - Supervisor: Vincenzo Farina
Graduated in 2025
BELMONTE Damiano
Banking Associate at Bank for International Settlements Basel - Thesis: "Applied Low-resource Deployment of Large Language Models for Financial Applications" - Supervisor: Vincenzo Farina
Graduated in 2025
BENTIVOGLI Riccardo
Fixed Income Analyst at Morgan Stanley Budapest - Thesis: "Structural Changes and Risk Premia in European Money Market Spreads" - Supervisor: Stefano Herzel
Graduated in 2026
BIRILLI Guido
Finance Department Intern at Daimler Truck Financial Services GmbH - Thesis: "Earnout Contracts and Valuation Asymmetries under Uncertainty: Evidence from European Mergers and Acquisitions" - Supervisor: Vincenzo Farina
Graduated in 2025
BRONTESI Lorenzo
Credit Risk Team Quantitative Analyst at UBS Krakow
Thesis: "Self-Exciting Default Intensities: Pricing under Complete and Partial Information" Supervisor: Katia Colaneri
Graduated in 2024
CAMPUS Alexander
Senior Associate at PwC Sweden - Thesis: "Credit Losses in Peer-to-Peer Lending: A quantile Regression Approach" - Supervisor: Alessio Farcomeni
Graduated in 2025
D'ALESSIO Andrea
Teaching Assistant at Luiss Guido Carli University - Thesis: "The True Nature of Volatility" - Supervisor: Katia Colaneri
Graduated in 2025
D'ANGELI Valerio
Quntitative Model Validator at UBS - Thesis: "Estimation of Integrated Volatility: A Comparison Between the Pre-Averaging Approach and the Neural Network Estimator" - Supervisor: Davide Pirino
Graduated in 2025
D'URSO Ivan
Commodities Structuring Analyst at Morgan Stanley -
Thesis: "Ensemble Forecasting of Time Series via Multiresolution Wavelet Decomposition" Supervisor: Davide Pirino
Graduated in 2025
DE SANTIS Giuseppe
Financial Analyst at GMB Finance Solutions Srl - Thesis:"Contagion and Recovery in Defaultable Zero-Coupon Bond Pricing: An Analysis Based on the Dynamic Contagion Process with Diffusion Model" - Supervisor: Katia Colaneri
Graduated in 2026
GAMBONI Chiara
Credit Risk Analyst at SACE - Thesis: "How Renewable Penetration Shapes Electricity Price Volatility: Implications for Hedging Strategies in European Power Markets" - Supervisor: Gianni Nicolini
Graduated in 2025
HOSSZU Geanina Adelina Stefania
Banking Supervisor at National Bank of Romania - Thesis: "ESG Ratings and Firm Performance in the Nordics: The Role of Board Gender Diversity in Driving Sustainable Outcomes" - Supervisor: Ugo Pomente
Graduated in 2025
LITTERIO Edoardo
Quantitative Model Validation Intern at UBS - Thesis: "Alternative Variables for Modeling Stock Performance in Agribusiness: Weather Risk and Weather Derivatives" - Supervisor: Gianni Nicolini
Graduated in 2025
MASTROFINI Lorenzo
Junior Accountant at KPMG Italy - Thesis: "Application of AI to Portfolio Construction" - Supervisor: Ugo Pomante
Graduated in 2025
MESSORE Cynthia
Consultant at Avantage Reply - Thesis: "Daily Returns Predictability: A Replication, Reconcilation and Extension of the Pockets Debate" - Supervisor: Tommaso Proietti
Graduated in 2025
MIHALESCU Riccardo Gabriele
Analyst at Prelios - Thesis: "Generative AI in Equity Markets: Evaluating GPT's Financial Decision-Making" - Supervisor: Vincenzo Farina
Graduated in 2025
NATALIZIA Alessandro
Trading Performance Analyst at Eurobet Italia - Thesis: "A Factor-Based Analysis of ESG Premium in Recent Developed Markets" - Supervisor: Rocco Ciciretti
Graduated in 2025
SINISCALCHI Alessandro
Trading Portfolio Risk Analyst at Enel Group - Thesis: "Algorithmic Trading Using High Frequency Data" - Supervisor: Katia Colaneri
Graduated in 2024
TOERNQVIST Joseph Aleksander
Business Analyst at Storebrand Norway - Thesis: "Generative Adversarial Networks: A Novel Approach to Predictive Modelling in Finance" - Supervisor: Alessandro Ramponi