Foto del docente

Andrea Guizzardi

Associate Professor

Department of Statistical Sciences "Paolo Fortunati"

Academic discipline: SECS-S/03 Economic Statistics

Head of Center for Advanced Studies in Tourism


Recent dissertations supervised by the teacher.

First cycle degree programmes dissertations

  • Time series and volatility analysis on Nasdaq100 with ARIMAGARCH approach and Markov-switching approach

Second cycle degree programmes dissertations

  • A sentiment analysis on the Vietnamese stock market based on financial news
  • FORECASTING RATE OF RETURNS When using t – GARCH and Beta-t-EGARCH: Application in SP500, FTSE100 and DAX30 stock markets
  • Machine Learning approaches for daily predictions of asset price directions: considerations about performance and complexity
  • Metodi statistici per le strategie di pair trading:un confronto
  • Modelling the Covid-19 effect with multi-state Markov models: an application to the hotel sector
  • The impact of IPO issuance on the volatility of Chinese stock market
  • Trading automatizzato basato su algoritmi di Reinforcement Learning

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