No Free Lunch Seminars
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April 20 at 4 pm (CEST). Nino Antulov-Fantulin, Complexity and Machine Learning with Financial applications, May 7, 2021
April 20 at 4 pm (CEST). Presenters: Nino Antulov-Fantulin (ETH Zurich) Title: Complexity and Machine Learning with Financial applications Abstract: Complexity science studies systems and problems that are composed of…
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April 15 at 4 pm (CEST). Blanka Horvath and Issa Zacharia, An Optimal Transport Approach to Market Regime Clustering, May 7, 2021
April 15 at 4 pm (CEST). Presenters: Blanka Horvath and Issa Zacharia (King’s College London) Title: An Optimal Transport Approach to Market Regime Clustering Abstract: The problem of rapid and…
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April 8 at 6 pm (CEST). Andrea Barbon, Brokers and Order Flow Leakage: Evidence from Fire Sales, May 7, 2021
April 8 at 6 pm (CEST). Presenters: Andrea Barbon (University of St. Gallen) Title: Brokers and Order Flow Leakage: Evidence from Fire Sales Abstract: Using trade‐level data, we study whether…
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Mehdi Tomas and Michael Benzaquen, Cross-Impact modeling on derivative markets, March 16, 2021
March 16 at 4 pm (CEST). Presenters: Mehdi Tomas and Michael Benzaquen (CFM and Ecole Polytechnique) Title: Cross-Impact modeling on derivative markets Abstract: Impact modeling on derivatives is challenging on…
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Michele Vodret and Iacopo Mastromatteo, Understanding the relation between trades and price changes is of paramount importance for practitioners, yet challenging for theoreticians., March 2, 2021
March 2 at 5 pm (CEST). Presenters: Michele Vodret and Iacopo Mastromatteo. (CFM and Ecole Polytechnique) Title: Understanding the relation between trades and price changes is of paramount importance for…
Conferences and Workshops
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Frontiers in High-Frequency Financial Econometrics 2018, March 23, 2018
https://www.hffe2018sns.com/
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XVII Workshop on Quantitative Finance, June 22, 2015
The quantitative finance group of the Scuola Normale Superiore will host the XVII Workshop on Quantitative Finance. The workshop will take place on January, 28-29, 2016 in Pisa at Scuola…
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Symposium on return predictability in stock and real estate markets, June 6, 2014
Program:
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Quantitative Approaches to Risk Assessment and Investment Transparency, December 12, 2011
Monday December 12 2011 10.45 - 17.00 Sala Stemmi Scuola Normale Superiore - Pisa 10:45 Registration 11:00 Opening address Book Presentation: A Quantitative Framework to Assess the Risk- Reward Profile of…
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L’instabilità dei mercati finanziari: il flash crash un anno dopo., May 11, 2011
Wednesday May 11 2011 13:00 Scuola Normale Superiore Aula Bianchi Stefano Marmi Scuola Normale Superiore, Pisa 6 maggio 2010: l'effetto farfalla si abbatte sul ping pong del trading ad alta…
Mini Courses
- Topics in portfolio choice III – Prof. Paolo Guasoni, December 20, 2017
- Topics in portfolio choice II – Prof. Paolo Guasoni, December 19, 2017
- Topics in portfolio choice I – Prof. Paolo Guasoni, December 18, 2017
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Andrea Pallavicini, “Arbitrage-Free Pricing with Funding Costs and Collateralization”, May 29, 2015
Friday May 29 2015 9.30 - 13.00 Scuola Normale Superiore Aula Fermi Andrea Pallavicini Banca IMI, Milano and Imperial College, London Arbitrage-Free Pricing with Funding Costs and Collateralization Abstract The financial…
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Luca Capriotti, “Real Time Risk Management with Adjoint Algorithmic Differentiaton”, June 19, 2014
Friday June 20 2014 11.00 - 12.30, 14.30 - 16.00 Scuola Normale Superiore Aula Bianchi Luca Capriotti Credit Suisse London Real Time Risk Management with Adjoint Algorithmic Differentiaton Abstract Adjoint Algorithmic Differentiation (AAD)…
PhD/Master Theses
No scheduled events.