💻 Applied Data Scientist | PhD in Quantitative Methods for Economics 📍 Rome, Italy | 🚴‍♂️ Cyclist

Senior Data Analyst – FiberCop Apr 2025 – Present | Rome, Italy

• Development and implementation of advanced quantitative models for financial risk management (energy, EBITDA, credit sectors)
• Monte Carlo simulations for stochastic scenarios and profit/loss distributions
• Copula models to capture complex dependencies among financial variables
• Application of Machine Learning models for default prediction and energy performance forecasting

Data Scientist – Prelios Sep 2020 – Mar 2025 | Hybrid

• Development of an ensemble stacking AVM for residential real estate valuation (80–85% accuracy)
• Dynamic revaluation algorithm for real estate collateral at micro-territorial level
• Advanced statistical analysis and BI reporting for institutional clients

Junior Data Scientist – DEMOCOM Srl Jan 2019 – Aug 2020 | Milan, Italy

• Financial data analysis, predictive modeling, and reporting

Quantitative Analyst Intern – Enel Group Jun 2017 – Oct 2017 | Rome, Italy

• Volatility estimation using parametric and non-parametric models

PhD in Quantitative Finance & Econometrics – Universidad de Almería Sep 2021 – Sep 2024 | Cum Laude Dissertation: Estimating Information Inefficiency in Financial Markets Under a Fractional Regime

MIT Professional Education – Specialized Course in Applied Data Science Jan 2024 – Jul 2024 Project: Facial Emotion Detection using CNN & Vision Transformers (ViT)

• Machine Learning: regression, classification, ensemble models, XGBoost
• Econometrics & Risk Modeling
• Programming: Python, R, SQL
• Data Analysis & Visualization: Pandas, Matplotlib, Statsmodels
• Automated Valuation Models (AVM) for real estate

• Lambda Guard Lambda guard boosting creator - Detect the moment when your model stops learning signal and starts memorizing structure in a boosting models.

• Facial Emotion Detection CNN-based facial emotion classification model (77% accuracy)

• Melanoma Detection – Ensemble Stacking Ensemble stacking model combining CNNs and XGBoost, improving performance on dermoscopic images

• Financial Risk Modeling Monte Carlo simulations to estimate returns and risks of custom investment portfolios

• Capex Risk Modeling Monte Carlo simulations for quantitative risk estimation in investment projects

• EDA & Automated Machine Learning Interactive exploratory data analysis and automated Machine Learning model training

• Italian Real Estate Observatory Analysis Real estate value analysis with automated updates of OMI zone geometries in Python

• Expected Economic Damage Estimation for Real Estate Exposed to Natural Physical Risks Physical risk analysis (landslides, hydrological, seismic, storms) using a multivariate copula-based approach

• A Composite Index for Measuring Stock Market Inefficiency – Complexity, 2022
• Option Pricing under Multifractional Process and Long-Range Dependence – Fluctuation and Noise Letters, 2021
• Forecasting VIX with Hurst Exponent – Methods and Applications in Fluorescence, 2022

• Email: fabrizio.disciorio@gmail.com
• LinkedIn: Fabrizio Di Sciorio
• GitHub: FabrizioDiSciorio
• Google Scholar: FabrizioDiSciorio