Andrea Cirillo's website

I am a Quantitative Analyst well versed into statistical learning, data mining and data visualization disciplines. I keep this personal website as a polished portfolio and a structured notebook. You can use this website to learn about my curriculum vitae, the software I craft and my personal thoughts about technical stuffs.

I also keep an updated list of the most relevant books I have read, the ones I would suggest to a good friend, togheter with a short summary of their key messages. Just in case you don’t know which book to pick up next from your bookstack.

If you want to get in touch with me I suggest you to visit the contacts web page, since it is not exactly a straight forward process.

A final note: as I said you can take this as a notebook, expecting therefore to find in it masterpieces togheter with scraps.

latest from the blog

getting to know the new definition of default 2018/07/13

The greatest part of my time at working is spent looking at those great piece of statistical machinery that credit risk models are. That is why I was recently required to prepare a short course about the new definition of default, which is goign to be applied from 01/01/2021 on. It is quite a unexplored topic in the sector and I haven’t found a lot of teaching material online, that is why I tought to share here the brief deck of slide I produced for the occasion.

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R data mining

R data mining is a data mining crime book, a new kind of book we developed with good guys at Packt and the great statistician Enrico Pegoraro. What is a data mining crime book? It is a book stucture to teach you data mining fundamentals while immersing you in a crime case. Within R data mining you will be immersed into the life of a wholesale company, where suddenly a misterious drop in profits arises.