No Free Lunch Seminars
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Roberto Casarin, “Bayesian Nonparametric Calibration and Combination of Predictive Distributions”, July 2, 2015
Thursday July 2 2015 13:00 Scuola Normale Superiore Aula Bianchi Roberto Casarin Department of Economics - Università Ca' Foscari di Venezia Abstract We introduce a Bayesian approach to predictive density…
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Massimiliano Caporin, “The impact of network connectivity on factor exposures, asset pricing and portfolio diversification”, May 6, 2015
Wednesday May 6 2015 13:00 Scuola Normale Superiore Aula Bianchi Massimiliano Caporin Department of Economics and Management "Marco Fanno" - Università di Padova Abstract The need for understanding the propagation mechanisms behind…
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Andrea Sillari, “Risk Models – Operation, Maintenance, Upgrade”, April 21, 2015
Thursday April 21 2015 13:00 Scuola Normale Superiore Aula Mancini Andrea Sillari Unicredit Bank - Milano
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Vladimir Filimonov, “Exogenous versus endogenous dynamics in the price discovery process”, April 14, 2015
Thursday April 14 2015 13.00 Scuola Normale Superiore Aula Russo Vladimir Filimonov ETH Zurich, Switzerland Abstract The talk discusses feedback mechanisms in the price discovery process: from high-frequency market-making and algorithmic trading to…
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Joao da Gama Batista, “Sudden trust collapse in networked societies”, April 10, 2015
Friday April 10 2015 13.00 Scuola Normale Superiore Aula Bianchi Joao da Gama Batista Laboratoire de mathématiques appliquées aux systèmes - École Centrale de Paris Abstract Trust is a collective, self-fulfilling phenomenon that suggests…
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.