Mr Alberto Pallotta


Mr Alberto Pallotta
NameMr Alberto Pallotta
Job titleHourly Academic
Research institute
Primary appointmentAccounting, Finance & Economics
Email addressA.Pallotta@mdx.ac.uk
ORCIDhttps://orcid.org/0000-0001-7828-3715
Contact categoryAcademic staff

Biography

Biography

I hold a degree in Engineering and a Msc in Artificial Intelligence.

 My career began in finance, where I assumed various roles before co-founding the London Trading Institute. 

I have also served as a DeFi advisor for Tendermint, the American company that developed Cosmos, one of the largest blockchains globally.

 My expertise in quantitative finance and blockchain led me to contribute as a reviewer to the Law Commission's consultation on digital asset regulation and collaborate with the Digital, Culture, Media and Sport Select Committee (DCMS). I am deeply passionate about finance, artificial intelligence, and mathematics. 

Currently, I am the Head of R&D at a Swiss asset management firm and teach two quantitative finance-oriented modules at Middlesex University.

Teaching

  • Computational Finance (ECS3556): Where I explore complex computational methods in finance, equipping students with the skills to apply these techniques in practical scenarios.
  • Quantitative Methods (ECS1003): This module introduces students to essential quantitative tools necessary for economic and financial analysis.
  • Part of Advanced Econometrics (ECS3003): I contribute to this module by focusing on advanced econometric techniques used in financial modelling and prediction.

Education and qualifications

Grants

Prizes and Awards

Research outputs

Network risk parity: graph theory-based portfolio construction

Ciciretti, V. and Pallotta, A. 2024. Network risk parity: graph theory-based portfolio construction. Journal of Asset Management. 25 (2), pp. 136-146. https://doi.org/10.1057/s41260-023-00347-8

Should you use GARCH models for forecasting volatility? A comparison to GRU neural networks

Pallotta, A. and Ciciretti, V. 2023. Should you use GARCH models for forecasting volatility? A comparison to GRU neural networks. Studies in Nonlinear Dynamics & Econometrics. https://doi.org/10.1515/snde-2022-0025
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