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 …
Peter Carr seminar-Friday 5th December 2025, 14-15:30 Università di Bologna- Auditorium – Piazza Scaravilli, 1 + Microsoft Teams Meeting Pasquale Cirillo- A Calculus for Biased Agents and Explainable AI What if an AI could reason through its own worldview (biases and all) without breaking the rules of probability? We introduce a formal yet intuitive framework that …
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 …
Il 30 gennaio 2026, a partire dalle 13:45, in aula SMT06, il Dipartimento di Scienze Economiche, in collaborazione con il Consiglio Nazionale degli Attuari e del Consiglio Ordine Nazionale degli Attuari, ospiterà un incontro sui temi contemporanei della professione attuariale. Gli interventi spazieranno dall’impatto dell’IA sulla professione, alla valutazione e risk management in ambito assicurativo. …
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 …
25 Novembre 2025 Vogliamo contribuire a una crescita del Paese che sia più resiliente, inclusiva e sostenibile attraverso la ricerca e lo sviluppo di soluzioni data driven
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 …
deadline: 31 dicembre 2025 We are glad to advertise the Special Issue of Decisions in Economics and Finance (Springer) entitled “Evolving Perspectives on Risk Measures and Insurance Premiums: From Static to Dynamic Approaches”. The aim of this issue is to gather high-quality contributions that explore both theoretical and applied aspects of risk measurement and insurance …