Giacomo Gaggero

My work sits at the intersection of quantitative finance, financial risk management and machine learning. Current research lines include interest rate term structure modelling with artificial-intelligence-based estimation, forward-looking Value at Risk for option portfolios, portfolio optimisation through Hierarchical Risk Parity, and demand forecasting for manufacturing.

Two live dashboards built on the Market Sentinel data pipeline, which tracks ETFs and single stocks from the S&P 500 and EuroStoxx 600 and recomputes historical percentile indicators every business day.