The 2025 Nicola Bruti Liberati Prize has been awarded to Nathan De Carvalho, who has got his Ph.D. at Université Paris Cité, with the thesis «Lifting Energy Markets: From Volatility Modeling to Optimal Trading» The prize was established by the Bruti Liberati Family, the Department of Mathematics – Politecnico di Milano, and the Bachelier Finance Society …
Application deadline: 17 June 2026, 14:00 CET 📢 Open Call for Applications – PhD Program in Models for Economics, Territory and Finance Sapienza University of Rome – 42nd Cycle (A.Y. 2026/2027) Applications are now open for the PhD program in Models for Economics, Territory and Finance at Sapienza University of Rome.The PhD course offers the …
Monday, 25 May 2026, 13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus); online (Microsoft Teams), Link Gabriele Sbaiz (University of Trieste) Title: Environmental impact into multi-objective portfolio allocations Abstract: In this talk, we tackle a sustainable multi-objective optimization problem in which we aim to maximize a mean-risk ratio while, at …
Algorithmic Trading, Decentralized Finance and Artificial Intelligence in Capital Markets Third workshop Dates: October 8–9, 2026Venue: Department of Mathematics, Politecnico di MilanoSubmission and registration are open on the conference website.Call for Papers: Accepting full papers or extended abstractsDeadline for Submission: September 1st, 2026Notification of Acceptance: September 15th, 2026Deadline for Registration: September 25th, 2026Keynote SpeakersEduardo Abi …
4/5/2026, 13:15 @ Department of Mathematics, Politecnico di Milano Monday, 4 May 2026, 13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus); online (Microsoft Teams). Riccardo Brignone (University of Pavia) Pricing path-dependent options under stochastic volatility models with arbitrary accuracy Abstract: We propose a unified methodology for pricing general path-dependent derivatives, …
FRIT2026 – Frontiers in Risk and Investment Theory – Stresa, 20-21-22/9/2026 A conference in honour of the 65th birthday of Marco Frittelli. Invited speakers: Beatrice Acciaio, Francesca Biagini, Jean-Pierre Fouque, Massimo Marinacci, Thilo Meyer-Brandis, Jan Obłój, Wolfgang Runggaldier, Walter Schachermayer, Martin Schweizer, Nizar Touzi. Website: https://sites.google.com/view/frit2026/home
Tuesday, 21 April 2026, 15.30-16.30 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus); online (Microsoft Teams), Link Neofytos Rodosthenous (University College London) Title: Regulation in a mean-field investment game with climate damage. Abstract: We develop a mean-field model of firms investing in carbon-intensive (brown) capital, where productivity declines due to temperature-related climate damages linked to cumulative emissions. Firms aim to maximise …
Excel Automation for Finance Corso Elective a cura di Gianluca Fusai (UPO & Bayes Business School) Key Points 1. Le nuove dynamic arrays di Microsoft Excel 365 2. Excel Tables, Slicer, funzioni Lambda, Power Query e creazione di Dashboard interattive 3.Web Scraping con VBA: automatizzare l’acquisizione dei dati online 4. Integrazione di Python con Excel …
Machine Learning for Finance Elective course by Matteo Rolle Head of Sella Financial Markets Key Points The course offers a blend of theoretical and practical lectures that introduce basic concepts in Machine Learning, covering the following topics: 1. Supervised and Unsupervised classical Machine Learning 2. Neural Network and Deep Learning 3. Showcases various applications in …
Martedì 14 aprile alle ore 11 presso la Sala del Consiglio al quarto piano dell’edificio U7 della Università di Milano-Bicocca, Fabrizio Lillo terrà un seminario dal titolo Why is the estimation of market impact of large trades with public market data so challenging? Estimating market impact and transaction costs of large trades (metaorders) is a …