German Rodikov
Data Science Ph.D. Student (Cycle 34)
Bio:
I joined the Data Science PhD Program (a consortium of Scuola Normale Superiore, the University of Pisa, Scuola Sant'Anna, the IMT of Lucca and CNR). Prior to this, I received a Master in Analysis and Policy in Economics from the Paris School of Economics. In mine Master thesis, I showed how to increase the predictability of the prices dynamics based on the analysis of information in search engines. This approach builds upon the Efficient Market Hypothesis; that is, that market efficiency causes existing prices to incorporate and reflect all relevant information. Changes in prices comprise decisions made by many market participants who, nowadays, collect information searching the Internet. Users queries to search engines can be analyzed and linked to the decisions of market participants. I also worked for Sberbank CIB Financial Sector/ Invest-banking and love to travel exploring the world and discovering new.
Research Interest:
Transparency in RNN-Algorithmic Decision Making in time series (stochastic volatility) complicated by outliers
