Mr Alberto Pallotta
Name | Mr Alberto Pallotta |
---|---|
Job title | Hourly Academic |
Research institute | |
Primary appointment | Accounting, Finance & Economics |
Email address | A.Pallotta@mdx.ac.uk |
ORCID | https://orcid.org/0000-0001-7828-3715 |
Contact category | Academic 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
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/s41260-023-00347-8Should 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-2022-002586
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