Welcome
I am a Postdoctoral Research Fellow at the University of Padova, specializing in the intersection of macro-financial economics, time-series econometrics, and computational text analysis. My research framework leverages advanced programming expertise in Python, R, and MATLAB to extract latent economic signals from unstructured data and model systemic risk. My academic foundation includes a Ph.D. in Economics (Statistical Methods) from the University of Salerno, complemented by an international visiting research residency at Justus Liebig University Giessen (Germany) focused on automated ESG index construction and risk management applications.
Driven by a methodology-first approach, my core capabilities bridge complex quantitative modeling with high-impact applied economic solutions. Currently, I deploy these skills across prominent European research initiatives (including PRIN-LEXECON, PNRR-GRINS, and PNRR-CHANGE) to solve three major data-driven challenges:
- Computational NLP & Text Mining: Designing automated, dictionary-based pipelines, sentiment analysis tools, and multilingual text-coherence indices to quantify institutional frameworks and economic paradigms.
- Advanced Time-Series Econometrics: Modeling volatility dynamics and measuring financial risk transmission under structural breaks utilizing framework tools like GARCH-MIDAS, BEKK, and CAViaR-X.
- Sustainable Finance & Policy Evaluation: Constructing novel text-based ESG indicators to evaluate corporate risk, supply chain CO2 reduction, and the linguistic depth of international environmental governance.