Matteo Pisati

Universita' della Svizzera Italiana

Via Buffi, 13

Lugano, TN 6900

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

633

SSRN CITATIONS

0

CROSSREF CITATIONS

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Scholarly Papers (2)

1.

The Keys of Predictability: A Comprehensive Study

Swiss Finance Institute Research Paper No. 19-15
Number of pages: 69 Posted: 21 Mar 2019 Last Revised: 04 Apr 2019
University of Lugano, Università della Svizzera italiana - InterDisciplinary Institute of Data Science and Universita' della Svizzera Italiana
Downloads 333 (118,229)

Abstract:

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Markets Predictability, Machine Learning, Model Selection

2.

Greed and Fear: The Nature of Sentiment

Swiss Finance Institute Research Paper No. 18-45
Number of pages: 114 Posted: 15 Jun 2018
Giovanni Barone-Adesi, Matteo Pisati and Carlo Sala
University of Lugano, Universita' della Svizzera Italiana and ESADE Business School
Downloads 300 (132,249)
Citation 1

Abstract:

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sentiment, uncertainty, fear, markets predictability, anomalies