Hello, I'm Alessandro 👋

I'm an italian student currently at ETH Zürich for my master's deegree.

🎓Education

Master's degree in Computational Science and Engineering at ETH Zürich
Bachelor's degree in Mathematical Engineering at Politecnico di Milano
Exchange student at Hong Kong University for Science and Technology

📚 Some cool projects

Dropout Prediction for Mathematical Engineering Students: In this project for the course Inferential Statistics we developed a logistic regression model to predict which features indicate a chance of dropout for the students in the bachelor's degree in mathematical engineering from Politecnico di Milano.
Pricing of derivatives using the Heston Model: This project is a Python implementation of the Heston Model, and an example of its calibration using data from the S&P 500 ETF. The model is based on the Carr-Madan pricing method using the Fourier Transform.
Portfolio Costruction with mixed Integer Programming: Code for the Python (with Gurobi solver) implementation of the MIP model presented in the paper: "Portfolio Construction Through Mixed-Integer Programming at Grantham, Mayo, Van Otterloo and Company".

💡My skills

📫 How to reach me

⚡ Fun fact

🏃‍♂️‍➡️Currently training to run a half marathon from zero.

Alessandro Wiget's Projects

implementation-and-calibration-of-the-heston-model

This repository contains a Python implementation of the Heston Model, and an example of its calibration using data from the S&P 500 ETF.

mixed-integer-programming-for-portfolio-construction

Code for the Python (with Gurobi solver) implementation of the MIP model presented in the paper: "Portfolio Construction Through Mixed-Integer Programming at Grantham, Mayo, Van Otterloo and Company"

n-bodies-simulation

This repository contains code I wrote in order to simulate the trajectory of multiple bodies in space. I tested it with planets and moons from the solar system, but one can modify the default settings to simulate any kind of system.

pacs-examples

The examples for the course on advanced programming for scientific computing (aka PACS), Politecnico di Milano

pacs-labs

Laboratory for the course Advanced Programming For Scientific Computing for Master Students in Mathematical Engineering at Politecnico di Milano

point_kinetics_equation_thesis

Github repository that contains all of the MATLAB component of my Bachelor's thesis in Mathematcal Engineering at Politecnico di Milano. The object of my interest is numerical methods to solve the sistem of ODEs that defines the point Kinetics Equations.