Getting to know Francesco Cordoni, Postdoctoral Research Assistant at the Department

What is your role at the Department of Economics at Royal Holloway?

Since October 2022, I have been working as a Postdoctoral Research Assistant at the Department of Economics, under the research project "Information Content and Dissemination in High-Frequency Trading" funded by the Leverhulme Trust, under the supervision of Professor Alessio Sancetta.

What did you do before joining the Department?

From February 2022 - January 2023, I was a Visiting Research Scholar at Bayes Business School (formerly Cass) - City, University of London. From November 2020 to September 2022, I worked as a Post-Doc Researcher at the University of Pisa - Department of Economics and Management on the PRIN project entitled "How good is your model? Empirical evaluation and validation of quantitative models in economics" jointly with Scuola Superiore Sant'Anna. During this period, I explored the price-impact information process using experimental asset market approaches.

What are your research interests?

My research interests are mainly quantitative finance, econometrics for financial markets, market microstructure, and causal inference. I have also started researching optimal decision problems involving reinforcement learning paradigms.

What do you do in your free time?

I am a film buff, and I enjoy hiking. I am a fan of chess and other strategic-like board games.