About

About me

  1. RN\mathbb{R}^NHigh-dimensional data
  2. R3\mathbb{R}^3Latent structure
  3. R2\mathbb{R}^2Factors
SWISS ROLL MANIFOLD · TWO LATENT FACTORS

Lorenzo Giordani

MSc Macroeconomics & Finance · Sapienza University of Rome

Curious by nature, I’ve always liked to understand things down to their foundations.

I’m especially interested in quantitative analysis, econometrics and finance, and I keep exploring new methods, often following my curiosity well beyond what I strictly need, sometimes all the way into pure mathematics.

This habit of digging into the “why” has also helped me make complex ideas clearer for others.

Always looking for new things to learn, new problems to work on, and curious people to share them with.

GitHub LinkedIn CV
01

Education

  1. Jan 2025 — Oct 2026

    MSc in Macroeconomics and Finance

    Sapienza University of Rome · 110/110 cum laude

    Thesis: Nowcasting U.S. GDP with a Mixed‑Frequency Dynamic Factor Model with Student‑t Errors

  2. Oct 2021 — Dec 2024

    Laurea in Economia e Finanza

    Sapienza University of Rome · Bachelor’s degree in Economics and Finance

    Thesis: Approvvigionamento energetico e delle materie prime critiche: l’impatto sulla competitività europea

02

Research interests

  • Nowcasting & forecasting
  • Dynamic factor models
  • Heavy tails & non-Gaussian time series
  • Macroeconomic tail risk
  • Bayesian VARs
  • Monetary policy transmission
03

Teaching

  1. Ongoing

    Private tutor in mathematics, econometrics and statistics

    One-to-one lessons

    Several years of one-to-one tutoring in mathematics, econometrics and advanced statistics for finance, including university students preparing exams.

04

Skills

Econometrics

  • Time-series econometrics
  • Applied macroeconometrics
  • Forecasting
  • Data analysis

Software & tools

  • Python
  • R
  • Stata
  • LaTeX & Beamer
  • Microsoft Office
  • Agentic AI coding (Claude Code)
  • Command line
05

Languages

Italian
Native
English
Fluent