Matteo is co-founder and Executive Chairman of Brain, a company focused on the development of algorithms for trading strategies and investment decisions. He holds a Ph.D. in Physics and a Master in Business Administration. Matteo’s past activities included Financial Modelling for financial institutions and Corporate Risk and Value Based Management for industrial companies. As a Theoretical Physicist he worked in the field of statistical mechanics of complex systems and of non-linear stochastic equations.
Asset Classification Based on Machine Learning Techniques
Brain has developed a set of models based on machine learning methods to statistically classify assets that are more likely to have a positive/negative return over the following time period. Input data can be conventional series (fundamentals, financial time series) or non conventional series such as, for instance, sentiment indicators or signals coming from other proprietary models. This approach can be used for multi-stock trading strategies as well as for tactical asset allocation models.