{"id":34,"date":"2018-09-03T13:23:14","date_gmt":"2018-09-03T13:23:14","guid":{"rendered":"http:\/\/giuliopepe.com\/?page_id=34"},"modified":"2021-03-20T17:50:39","modified_gmt":"2021-03-20T17:50:39","slug":"home","status":"publish","type":"page","link":"http:\/\/giuliopepe.com\/","title":{"rendered":"Bio"},"content":{"rendered":"

I am currently working as a quantitative researcher in the financial sector, by applying machine learning techniques to event-driven equity trading strategies. I have received my PhD in Physics from University of Cambridge, working in the Molecular Engineering<\/a> group on a study<\/a> which brought together elements of engineering and chemistry into a computational physics project. My research focused on studying the opto-electronic energy states of dye molecules – experimentally and computationally – with the scope of improving an emerging solar cell technology<\/a>. During my time in academia, I managed to work on a variety of projects from different fields of physics. During my undergraduate, I interned at Institut Laue-Langevin<\/a>, a neutron scattering facility, which resulted in a PRB paper<\/a>. High-energy physics was the topic of my final year project at University College London, working on jet clustering algorithms<\/a> for the ATLAS<\/a> (CERN) collaboration, which led me to the Burhop prize<\/a> for best final year performance. This work exposed me to the world of statistical data analysis and a variety of machine learning techniques. During my PhD, I interned at Authorea<\/a> – now a Wiley company – and at Credit Suisse<\/a>, in the Systematic Market Making group.<\/p>\n

I am one of the founders of Scio<\/a>, a non-for-profit organization aiming to promote ideals of reason and scientific thinking, and bridge the gap between experts and public. You can find more about events on the Scio website<\/a>.<\/p>\n

I deeply enjoy working on projects spanning various disciplines, which is why I work on a variety of side projects in my spare time. I launched Library of Words<\/a>, a website replicating a fictional library based on the short story La biblioteca de Babel<\/i> by Argentinian author Jorge Luis Borges. Following on my interest in computational linguistic, I created ShingleBot<\/a>, a pseudo-natural language sentence generator, based on rejection-sampling Monte Carlo of a Pareto-distributed list of words. More recently, I have created Quant-Arxiv-sanity-preserver<\/a>, an adaptation to the world of quantitative finance of arxiv-sanity-preserver<\/a>, for managing q-fin papers from arXiv<\/a>. You can find more about these projects below<\/a>.<\/p>\n

I was raised in Manduria, a small wine-making town in Puglia, Italy.<\/p>\n\n\n

<\/p>\n","protected":false},"excerpt":{"rendered":"

I am currently working as a quantitative researcher in the financial sector, by applying machine learning techniques to event-driven equity trading strategies. I have received my PhD in Physics from University of Cambridge, working in the Molecular Engineering group on a study which brought together elements of engineering and chemistry into a computational physics project. … <\/p>\n

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