Marco Patacca

Foto,  March 3, 2020
Position
Temporary Assistant Professor
Academic sector
SECS-S/06 - MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES
E-mail
marco|patacca*univr|it <== Replace | with . and * with @ to have the right email address.

Office Hours

Wednesday, Hours 9:00 AM - 11:00 AM,  
Il ricevimento studenti avviene via Zoom/Skype a causa della situazione sanitaria.

Curriculum
  • pdf   CV   (pdf, en, 95 KB, 03/03/20)
  • pdf   CV_ita   (pdf, it, 95 KB, 04/03/20)

Marco Patacca è un Ricercatore a Tempo Determinato (RTDA) presso il dipartimento di Scienze Economiche dell'Università di Verona. 
Ha conseguito la Laurea Magistrale in Finanza e Metodi Quantitativi per l'Economia e il Dottorato in Economia, indirizzo Metodi Quantitativi per l'Economia, presso l'Università degli Studi di Perugia.
Ha svolto Visiting Scholar presso la London School of Economics and Political Science (UK) e la New York University (USA) ed ha ottenuto un contratto di post-dottorato presso il Pôle Universitaire Léonard de Vinci (FR).
I suoi interessi di ricerca riguardano le Cryptocurrencies, la Blockchain Technology, il FinTech e la Sentiment Analysis.

Modules

Modules running in the period selected: 2.
Click on the module to see the timetable and course details.

Course Name Total credits Online Teacher credits Modules offered by this teacher
Master’s degree in Banking and Finance Computational methods for finance (2020/2021)   6  eLearning
Bachelor's degree in Applied Mathematics Financial mathematics (2020/2021)   12  eLearning

 
Research interests
Topic Description Research area
JEL C32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Models;Diffusion Processes;State Space Models Robust estimation of model coefficients applied to financial and energy data odered by time. Analysis and prediction of prices collected on financial and electricity markets. Quantitative Methods for Economics
Multiple or Simultaneous Equation Models; Multiple Variables
JEL C52 - Model Evaluation, Validation, and Selection Stima, diagnostica e selezione di modelli per i salti nelle traiettorie dei prezzi di titoli finanziari, date osservazioni discrete. Quantitative Methods for Economics
Econometric Modeling
JEL C58 - Financial Econometrics Covers studies related to econometric modeling of financial markets. Analysis of econometric models with continuous time and its applications in finance. Robust estimates for volatility models of financial returns. Quantitative Methods for Economics
Econometric Modeling
JEL G12 - Asset Pricing; Trading volume; Bond Interest Rates Research on asset pricing focuses on two main topics: modelling interest rates, with the aim of pricing bonds and derivatives, and modelling stocks, to study the main factors which determine their price variation. Quantitative Finance
General Financial Markets




Marco Patacca
Office Collegial Body
member Mathematics Teaching Committee - Department Computer Science