Dr. 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
Other Links
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
