Mr. BARTOLUCCI Andrea

2017 – present PhD in Finance
City University of Hong Kong
Supervisor: Professor Yue Ma
Panel: Professor Junbo Wang, Dr Xueping Wu

2016 M.S. in Financial Markets and Quantitative Finance, cum laude
University of Rome “Tor Vergata”, Italy
Dissertation: Dynamic Asset Allocation Under Regime Switching: An In-Sample and Out-of-Sample Study Under the Copula-Opinion Pooling Framework.”
Supervisor: Professor Stefano Herzel

2013 Summer School in Financial Markets
London School of Economics and Political Science, London

2013 Exchange Semester
School of Economics and Management, Lund University, Lund, Sweden

2011 B.S. in Economics and Finance, cum laude
Marche Polytechnic University, Ancona, Italy

Author IDs

Biography

I am a PhD Candidate in Finance at the Department of Economics and Finance of the City University of Hong Kong since September 2017, Data Science instructor at the Graduate School of Advanced Studies, and freelance tutor.

My research area is Empirical Asset Pricing with a particular focus on Machine Learning and High-dimensional Models. I have also developed a special interest in the field of Markov Regimes Switching Models in Asset Pricing and NLP and micro-blog Sentiment Analysis for Returns Prediction and Portfolio Construction.

I have gained 4 years of working experience as a Financial Analyst in a Fintech company.

Qualifications/Experiences

Wealth Management & Personal Finance Analyst
Prometeia Spa, Bologna, Italy, 2013-2017

  • Design and prototype of financial algorithms of a proprietary software that simulates MiFID complaint financial products budgeting campaign and test placement potential within the customer base
  • support in the development of portfolio product picking optimization software


Foundation of Data Science for Finance Co-instructor, Hong Kong Graduate School of Advanced Studies

Responsible for teaching and curriculum adaptation of the Foundation of Data Science for Finance and Data Science for Finance courses, based on the open-source Data8 and Data100 courses provided by a partnership with UC Berkeley.

Activities

ECONOMETRIC RESEARCH IN FINANCE WORKSHOP 2019, SGH WARSAW SCHOOL OF ECONOMICS

Discussant

SEPTEMBER 13, 2019

Services in CityU

Teaching Assistant - CB3410 Financial Management
Sep 2020 – Jun 2021
Employment Duration10 mos