Jonas De Paolis
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Jonas De Paolis completed his undergraduate studies in Business Administration (B.Sc.) at the University of Duisburg-Essen with a strong technical foundation. In his Business Informatics (M.Sc.) graduate studies at Goethe-University Frankfurt that he completed with distinction, Jonas then specialised in Computational Finance and large-scale Deep Learning architectures in particular. On this basis, his thesis explores how generative models are able to capture universal characteristics of price formation processes in equity markets. During his studies, Jonas was accepted for funding under the Deutschlandstipendium scholarship, spent one semester at the University of Helsinki and, working at Deloitte, gained professional experience with regard to Big Data and Advanced Analytics related challenges in the financial industry.
Since July 2020, he is a research assistant at the chair of e-Finance.
Research Interests:
Algorithmic & High-Frequency Trading
Decentralized Finance
Deep Learning, esp. GNN, GAN & DRL
Market Microstructure
Publications:
Working Papers
Cestonaro, Tino; De Paolis, Jonas; Panz, Sven (2022)
High-Frequency Price Formation in Fragmented Equity Markets
In: Working Paper, presented at the Forecasting Financial Markets Conference; Milan, Italy