معرفی
Giacomo Toscano is a Tenured Assistant Professor of Financial Mathematics at the University of Florence, Department of Economics and Management. His research focuses on high-frequency financial econometrics, stochastic volatility modeling, and applications of Fourier methods in economics. He holds a Ph.D. in Financial Mathematics from Scuola Normale Superiore.
Research interests include climate risk measurement and econometric methodologies for analyzing financial markets. His work bridges statistical theory with practical applications, such as volatility forecasting using graph attention networks and developing the FMVol MATLAB library for volatility estimation. Recent studies address microstructure noise, Hawkes-driven volatility models, and historical financial systems like 15th-century Barcelona's foreign exchange markets.
Publications span 2020–2025, emphasizing volatility dynamics, estimation techniques, and algorithmic trading strategies. His research often combines advanced mathematical tools with empirical validation using S&P500 and other financial datasets.
No scientific awards are explicitly listed, though his active publication record suggests potential recognition in econometrics or financial mathematics. Advising and grants details are not provided in the source text.
