Painting made by James Pollock.
2025: Lecturer — Financial Data Science. Bocconi University. (Milan, Italy).
CONTENT SUMMARY
Foundations of time series analysis: forecasting principles and decision theory
AR, MA, and ARMA models: model selection, maximum likelihood estimation, and forecasting
Stationarity, unit roots, and spurious regressions
Volatility modeling: ARCH and GARCH models
Advanced univariate volatility models: non-Gaussian innovations, exogenous variables, estimation, inference, and forecasting
Realized variance
Machine learning methods for finance: Decision trees and random forests. Support vector machines (classification and regression). Artificial neural networks.
2025: Lecturer — Macroeconomics. Cattolica University. (Milan, Italy).
CONTENT SUMMARY
Macroeconomic aggregates: GDP, national accounts, price indices, monetary aggregates, and public debt.
The long run: aggregate demand and supply, growth, savings and investment, inflation.
The short run: AD–AS model, Keynesian framework, fiscal multipliers, IS-MP model.
The medium run: Phillips curve, inflation expectations, NAIRU, steady state dynamics.
Market imperfections and institutions in macroeconomic equilibrium.
Macroeconomic policy: monetary and fiscal policy, debt sustainability, exchange rate regimes.
Financial crises and recent macroeconomic developments.
2023: Teaching Assistant — Macroeconomics. LUISS University. (Rome, Italy).
2022: Teaching Assistant — Macroeconomics. Roma Tre University. (Rome, Italy).
2021: Teaching Assistant — Microeconomics and Macroeconomics. Roma Tre University. (Rome, Italy).