The Organizing Committee announces an extension of the paper submission deadline for the XXVII Workshop on Quantitative Finance (QFW2026). New deadline: Thursday, February 5, 2026. QFW2026 will take place in Bergamo, Italy, March 30 – April 1, 2026, and welcomes submissions across a broad range of topics in quantitative finance, including AI and machine learning …
February, 4, 2026 Seminar room VI floor 15.00-17.00 Department of Mathematics-Politecnico di Milano Sara Biagini (LUISS University) Carbon Neutrality and Net-Zero Regulation Discussant: Daniele Mancinelli (Politecnico di Milano) Edit Rroji (Università di Milano Bicocca) Market perceived deadline for the transition to a low carbon economy Discussant: Rocco Mosconi (Politecnico di Milano) This event has been …
15 January, 10.30-16.30, San Giobbe Economics Campus – Venice School of Management, Polo Rispoli (Cannaregio 873, Venice) – Also online via Zoom The workshop seeks to explore and discuss a broad range of perspectives on climate and environmental risks, from modelling and forecasting climate change to investigating the impacts of climate on honeybees’ health. The …
In an era defined by rapid, unprecedented disruption—ranging from financial crises to climate change to global pandemics—our socio-economic systems are being reshaped before our eyes. As market participants evolve and adapt, the foundations of econometric modeling shift, creating new challenges and opportunities. This workshop brings together world-class experts at the forefront of modeling time-varying parameters, …
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 …