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
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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.