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
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June 6, 2021
June 10 at 4 pm (CEST). Petter Kolm, Feature Selection in Jump Models in No Free Lunch Seminars -
May 20, 2021
May 25 at 4 pm (CEST). Laura Ballotta, Fourier-based methods for the management of complex insurance products in No Free Lunch Seminars -
May 12, 2021
May 18 at 4 pm (CEST). Julien Guyon, Dispersion-Constrained Martingale Schrodinger Problems and the Joint S&P 500/VIX Smile Calibration Puzzle in No Free Lunch Seminars -
May 7, 2021
May 11 at 4 pm (CEST). Loriano Mancini, Portfolio choice when stock returns may disappoint: An empirical analysis based on L-moments in No Free Lunch Seminars -
May 7, 2021
May 4 at 4 pm (CEST). Lukasz Szpruch, Gradient Flows for Regularized Stochastic Control Problems in No Free Lunch Seminars -
May 7, 2021
April 20 at 4 pm (CEST). Nino Antulov-Fantulin, Complexity and Machine Learning with Financial applications in No Free Lunch Seminars
Events
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