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
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Andrea Pallavicini, “Credit Risk Modelling Before and After the Crisis”, March 28, 2014
Friday March 28 2014 10.00 - 12.00 Aula Bianchi 14.00 - 16.00 Aula Mancini Scuola Normale Superiore Andrea Pallavicini Banca IMI, Milano and Imperial College, London Credit Risk Modelling Before and…
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Paolo Guasoni, “Frictions and Fees in Portfolio Choice”, May 13, 2013
Monday May 13 2013, 16.00 - 18.00 Aula 2 Tuesday May 14 2013, 11.00 - 13.00 Aula 2 Wednesday May 15 2013, 14.00 - 16.00 Aula Bianchi Thursday May 16 2013, 11.00 - 13.00 Aula 2 Scuola Normale Superiore Paolo Guasoni Boston University and Dublin…
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Jean-Philippe Bouchaud, “Instabilities in Financial Markets”, May 9, 2013
Thursday May 9 2013, 16.00 - 18.00 Aula Mancini Friday May 10 2013, 14.00 - 16.00 Aula Mancini Monday May 13 2013, 9.00 - 11.00 Aula Bianchi Scuola Normale Superiore Jean-Philippe Bouchaud Capital Fund Management and Ecole Polytechnique Instabilities in Financial…
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Rama Cont, “Functional Ito calculus and Functional Kolmogorov equations”, April 8, 2013
Monday April 8 2013, 10.00 - 13.00 Aula Tonelli Monday April 15 2013, 10.00 - 13.00 Aula Tonelli Monday April 22 2013, 10.00 - 13.00 Aula Tonelli Tuesday April 23 2013, 9.00…
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Rosario Nunzio Mantegna, “Econophysics Investigation of Financial Markets: Correlation, Heterogeneity and Agent Based Models”, October 4, 2011
Tuesday October 4 2011 15.00 - 17.00 Aula Bianchi Wednesday October 5 2011 11.00 - 13.00 Aula Bianchi Thursday October 6 2011 11.00 - 13.00 Aula Mancini Scuola Normale Superiore Rosario Nunzio Mantegna…
PhD/Master Theses
No scheduled events.