In the realm of financial markets, where chaos reigns, and predictions often feel like shots in the dark, there exists a realm where mathematics meets finance, offering a glimmer of order amidst turbulence. Daniele Angelini, a theoretical physicist turned mathematical finance enthusiast, is a PhD Student at La Sapienza University of Rome and a visiting PhD student at DVRC. He is working hand in hand with Matthieu Garcin, a lecturer and a researcher in quantitative finance in ESILV, on a journey at the forefront of this intersection.
From La Sapienza University of Rome, armed with a robust understanding of mathematical principles, Daniele embarked at DVRC to unravel the mysteries of financial markets. His master’s thesis, a collaborative effort with a professor from the economics faculty, marked his foray into mathematical finance.
Stochastic processes and the intricate relation between mathematics and finance
“The application of physics and mathematics to financial markets intrigued me,” Daniele explains. “I initiated a journey that led me to pursue a Ph.D. in mathematical finance at the Economy faculty in Rome.”
Specializing in stochastic processes, Daniele’s research focuses on the intricate dance between mathematics and finance. His current project at De Vinci Research Center (DVRC) delves into market information, exploring the concept of entropy and its implications for predicting market movements.
“The project revolves around utilizing entropy, particularly extracting the information contained in sequences of binary data to analyze sequences of binary data,” Daniele elaborates. “By quantifying the regularity of stochastic processes, we aim to gain insights into market efficiency and forecast future trends.”
Unraveling the intricacies of financial markets
Navigating mathematical finance’s complexities requires technical expertise and a keen understanding of market dynamics. Daniele’s journey at DVRC in Paris is a testament to his commitment to unravelling the intricacies of financial markets.
“At the DVRC, I’ve been immersed in a stimulating environment where I collaborate with leading researchers, as Matthieu Garcin”, Daniele shares. “My days are filled with rigorous analysis, collaborative discussions, and relentless pursuit of knowledge.”
DVRC is inspiring researchers
As Daniele’s tenure at the DVRC draws close, he looks optimistic towards the future. His ambition to publish groundbreaking research articles signifies his commitment to advancing the field of mathematical finance.
“I hope to publish articles that contribute to understanding stochastic processes in financial markets,” Daniele states. “It’s a journey fueled by passion, curiosity, and an unwavering commitment to understanding the market information of some stochastic processes.”
