Thursday, December 18, 2025, at 2:30 PM Room III at the Department of Statistical Sciences in Via Belle Arti, 41 or via the Microsoft Teams platform “Betting Around the Clock: Time Change and Long Term Model Risk” Prof. Umberto Cherubini (University of Bologna) Abstract We investigate the performance of the Kelly rule in a setting in …
QFinLab – Department of Mathematics, Politecnico di Milano. Tuesday, 9 December 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus). Sergio Pulido (ENSIIE, LaMME) Polynomial Volterra processes Recent studies have extended the theory of affine processes to the stochastic Volterra equations framework. In this talk, I will describe how the …
Dcember 1st, 3rd, 5th, 12th and 18th Understanding the world of blockchains and cryptocurrencies An elective course led by Prof. Daniele Marazzina at Università del Piemonte Orientale. Main topics: · DLT(Distributed Ledger Technology): Public and Private Blockchains analysis · Cryptography: hashing & public and private keys & digital signature · Use Cases: from hacker attacks …
Tuesday, 25 November 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Luca Del Viva (ESADE Business School) Title: Bank Equity Premia and the Fed Regulatory Stance Abstract: We examine the interplay between the Federal Reserve’s communication on banking regulation and U.S. bank equity returns. Using a comprehensive set of …
On behalf of the Scientific Committee of the “B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lectures on November 17, 2025 18:30: Kakeya sets in R^3 Prof. Hong Wang NYU Courant, IHES LOCATION: The seminars will be …
18 novembre 2025 Il Centro di Ricerca Interdipartimentale di Statistica Robusta, i Dipartimenti di Scienze Economiche e Aziendali, Ingegneria e Architettura, Ingegneria dei Sistemi e delle Tecnologie Industriali e Medicina e Chirurgia, Scienze Matematiche, Fisiche e Informatiche, con il patrocinio della Società Italiana di Matematica Applicata e Industriale sono lieti di invitarvi al webinar “MATLAB …
Corso “Introduction to Monte Carlo Simulation in Finance” (8ª edizione) tenuto dal Prof. Ioannis Kyriakou (Bayes Business School, City, University of London) Il corso si svolgerà all’interno della Laurea Magistrale Management & Finanza del DISEI – Università del Piemonte Orientale (Novara). Il corso, della durata complessiva di 16 ore e tenuto in lingua inglese, si …
De Finitti risk seminar on September 24, 2025. On behalf of the Scientific Committee of the “B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lectures on September 24, 2025: LOCATION: The seminars will be held on September …