What we do
The focus of research at Quantitative Finance Group is the investigation by means of quantitative methodologies, both analytical and empirical, of several aspects of financial markets at different time scales. We can profit from numerous national and international collaborations with universities, research centers, banks, investment groups, IT societies and supervisory institutions.
News

March 14, 2018
Elisa Alos, The implied volatility surface in modeling problems in Events, No Free Lunch Seminars 
March 2, 2018
A. Barra, G. Genovese, P. Sollich, D. Tantari, Phase diagram of restricted Boltzmann machines and generalized Hopfield networks with arbitrary priors , Physical Review E 97 (2), 022310, 2018 in Publications 
February 27, 2018
L.M. Calcagnile, F. Corsi, S. Marmi, Entropy and efficiency of the ETF market in Preprints 
February 27, 2018
L.M. Calcagnile, G. Bormetti, M. Treccani, S. Marmi, F. Lillo, Collective synchronization and high frequency systemic instabilities in financial markets, Quantitative Finance 18 (2), 237247 in Publications 
February 15, 2018
Luciano Campi. Nonzerosum stochastic differential games with impulse controls: a verification theorem with applications in Events, No Free Lunch Seminars 
February 4, 2018
Letizia E., Barucca P., Lillo F. (2018). Resolution of ranking hierarchies in directed networks in Publications
Events
March 2018 


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