No Free Lunch Seminars
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Christian Brownlees, “Community Detection in Partial Correlation Networks”, March 1, 2016
Friday March 11 2016 10:30 Scuola Normale Superiore Aula Bianchi Christian Brownlees Universitat Pompeu Fabra, Barcelona Abstract In this work we propose a community detection algorithm for partial correlation networks. We assume…
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Maria Rita Iacò, “Copulas in uniform distribution, optimal transport and finance”, January 22, 2016
Tuesday January 26 2016 13:00 Scuola Normale Superiore Aula Bianchi Maria Rita Iacò Technische Universität Graz Abstract The aim of this talk is to give an overview of some results obtained in the…
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Nicola Fusari, “Pricing Short-Term Market Risk: Evidence from Weekly Options”, December 16, 2015
Thursday December 17 2015 13:00 Scuola Normale Superiore Aula Bianchi Nicola Fusari Johns Hopkins Carey Business School Abstract We study short-term market risks implied by weekly S&P 500 index options. The…
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Domenico Di Gangi, “Assessing Systemic Risk Due to Fire Sales Spillover Through Maximum Entropy Network Reconstruction”, November 4, 2015
Wednesday November 11 2015 13:00 Scuola Normale Superiore Aula Bianchi Domenico Di Gangi Department of Physics, University of Pisa, Abstract Assessing systemic risk in financial markets is of great importance but…
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Frederic Abergel, “Limit order books driven by Hawkes processes”, September 1, 2015
Tuesday September 8 2015 11:30 Scuola Normale Superiore Aula Bianchi Frederic Abergel CMAP, Ecole Centrale-Supelec, Paris Abstract Hawkes processes offer an interesting toolbox to model the interplay between different agents on financial markets. This…
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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Jean-Philippe Bouchaud, “An introduction to Statistical Phy-nance”, April 13, 2011
Wednesday April 13 2011, 14.00 - 16.00 Aula Dini Thursday April 14 2011, 14.00 - 16.00 Aula Dini Friday April 15 2011, 11.00 - 13.00 Aula Fermi Scuola Normale Superiore Jean-Philippe Bouchaud Science…
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Sylvain Arlot, “Advanced Course on Statistics”, February 14, 2011
Monday February 14 2011, 14.00 - 16.00 Aula Bianchi Tuesday February 15 2011, 9.00 - 11.00 Aula Fermi Thursday February 17 2011, 14.00 - 16.00 Aula Fermi Tuesday February 22 2011, 14.00 - 16.00…
PhD/Master Theses
No scheduled events.