Machine Learning and Financial Economics

Research & Teaching

My work lies on the intersection of Asset Pricing and Machine Learning.

Currently, I am based at Saïd Business School at the University of Oxford.

Empirical Asset Pricing

Risk Premia on Foreign Bonds.

Using surveys to understand the dynamics of risk premia in Fixed Income and Foreign Exchange.
Jointly with Ilaria Piatti and Paul Whelan
Theoretical Asset Pricing

Understanding prices through games.

An agent-based approach revisit of the tâtonnement process using Machine Learning.
Jointly with Dimitrios Tsomocos
Machine Learning

Understanding OTC markets.

Develop a framework to analyse the dynamics of quote aggregators in OTC markets. Due to fragmented liquidity and informational frictions, adverse selection occurs and complicates market making.
Jointly with Dieter Hendricks, Michael Harvey and Steve Roberts
Master in Management
Since 2021
ESCP Business School
- Machine Learning & Artificial Intelligence
- Big Data & Business Intelligence
Executive Master in Digital Innovation and Entrepreneurial Leadership
Since 2021
ESCP Business School
- Machine Learning & Artificial Intelligence
Master of Science in Financial Economics
From 2019 to 2023
Saïd Business School
- Theoretical Asset Pricing
- Fixed Income & Derivatives
Master of Business Administration
From 2019 to 2022
Saïd Business School
- Financial Crises and Risk Management
- Machine Learning for Business
Philosophy, Politics and Economics (PPE)
From 2019 to 2020
University of Oxford
- Microeconomics (1st and 2nd year) at Magdalen College