Emanuele Guidotti

Emanuele Guidotti

PhD Student in Finance

University of Neuchâtel


I am PhD student in Finance at the University of Neuchâtel. My research interests include asset pricing and market microstructure. My research focuses on how microstructure variables affect asset prices and participate in price formation. I am also partner at Algo Finance Sagl: a software house startup developing financial algorithms for the asset management industry.

I work with R and Python, relational databases, and cloud computing. I have also written efficient SAS code to process 200+ TB of high-frequency TAQ data via the WRDS High Performance Computing Cluster.

I am passionate about interdisciplinary data science and AI projects.

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  • Financial markets
  • Data science
  • PhD in Finance, 2023 (expected)

    University of Neuchâtel, Switzerland

  • MSc in Finance, 2017

    University of Milan, Italy

  • BSc in Physics, 2015

    University of Milan, Italy

Recent Publications

(2022). Text Classification with Born's Rule. Advances in Neural Information Processing Systems.

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(2022). calculus: High Dimensional Numerical and Symbolic Calculus in R. Journal of Statistical Software, vol. 104(5), pag. 1–37.

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(2022). A worldwide epidemiological database for COVID-19 at fine-grained spatial resolution. Scientific Data, vol. 9(1), pag. 1-7. Nature Publishing Group.

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Recent & Upcoming Talks

Conference on Neural Information Processing Systems (NeurIPS)
Annual Meeting of the Financial Management Association (FMA)
Annual Meeting of the European Finance Association (EFA)

Grants & Awards

Awarded to enable performance tests on GPU for the paper Text Classification with Born’s Rule
Awarded to support the maintainance of COVID-19 Data Hub
Awarded to support the development of COVID-19 Data Hub