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

I have an interdisciplinary background at the intersection of finance, data science, and statistics. I work with R and Python, relational databases, cloud computing, and I am passionate about interdisciplinary data science and AI projects.

  • Empirical Asset Pricing
  • Market Microstructure
  • Interdisciplinary Data Science & AI
  • PhD in Finance, 2023 (expected)

    University of Neuchâtel

  • MSc in Finance, 2017

    University of Milan

  • BSc in Physics, 2015

    University of Milan

Recent Publications

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

PDF DOI Cite Data Website GitHub CRAN PyPI

(2021). Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices. Available at SSRN.


(2020). calculus: High Dimensional Numerical and Symbolic Calculus in R. Journal of Statistical Software (forthcoming).

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Recent & Upcoming Talks

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