cv

PhD

University of Luxembourg

Finance

M.Sc.

University of Turin

Quantitative Finance and Insurance

B.Sc. + M.Res.

Collegio Carlo Alberto

Economics

Pricing dynamics and herding behaviour of NFTs

European Financial Management

This paper analyzes the sales of 875,389 art nonfungible tokens (NFTs) on the Ethereum blockchain to identify the key determinants influencing NFT pricing and market dynamics. We find that market liquidity and trade volume are strong predictors of NFT prices. Contrarily, social media activity negatively correlates with prices. Introducing an artist ranking system, our study reveals a “superstar effect”, with a few artists dominating sales, and herding behaviour within the NFT market.

Non-Fungible Tokens (NFTs): A Review of Pricing Determinants, Applications and Opportunities

Journal of Economic Surveys

This paper provides a review of the development of the non-fungible tokens (NFTs) market, with a particular focus on its pricing determinants, its current applications, and its future opportunities. We investigate the current state of the NFT markets and highlight the perception and expectations of investors toward these products. We summarize and compare the financial and econometric models that have been used in the literature for the pricing of non-fungible tokens with a special focus on their predictive performance. We design a framework that can help to understand the price formation of NFTs. We further aim to shed light on the value-creating determinants of NFTs in order to better understand investors’ behavior on the blockchain.

Liquidity Stress Testing Analyst

DWS SA

Development of market and ESG risks liquidity models for passive Money Market funds

• Python
• R
• MATLAB
• Aladdin Solution

Quantitative Finance and Compliance Specialist

Accenture

Validation of Intesa Sanpaolo’s bank account models to ensure compliance to P.A.D. (Payment Account Directive) regulation

• Python
• R
• PostgreSQL
• Mathematica

Data Analyst

London Mutual Credit Union

Collection and analysis of client mortgage application data through the application of machine learning techniques

• Python
• MATLAB
• Tableau
• SQL

QFI Alumni & Students Association

connecting current students and graduates of the Quantitative Finance and Insurance master's program at the University of Turin. Since our program's inception over two decades ago, we've been evolving and adapting to the changing landscape of finance and insurance, maintaining our position as one of Italy's premier quantitative finance programs. Our association serves as the vital link between the classroom and the professional world, creating a dynamic ecosystem where knowledge flows freely between students, alumni, and industry professionals. Whether you're just starting your QFI journey or you're an experienced professional looking to give back to the community that shaped your career, you'll find a home here.

Team Stëmm vun der Strooss

Serve the City