{"id":14,"date":"2015-07-02T10:39:53","date_gmt":"2015-07-02T09:39:53","guid":{"rendered":"http:\/\/mathfinance.sns.it\/new_site\/?page_id=14"},"modified":"2015-07-28T17:57:31","modified_gmt":"2015-07-28T16:57:31","slug":"events","status":"publish","type":"page","link":"http:\/\/mathfinance.sns.it\/index.php\/events\/","title":{"rendered":"Events"},"content":{"rendered":"<div id=\"pl-14\"  class=\"panel-layout\" ><div id=\"pg-14-0\"  class=\"panel-grid panel-no-style\" ><div id=\"pgc-14-0-0\"  class=\"panel-grid-cell\" ><div id=\"panel-14-0-0-0\" class=\"so-panel widget widget_black-studio-tinymce widget_black_studio_tinymce panel-first-child panel-last-child\" data-index=\"0\" ><h3 class=\"widget-title\">No Free Lunch Seminars<\/h3><div class=\"textwidget\"><p><!--W4PL_List_308-->\n<div id=\"w4pl-list-308\" class=\"w4pl\">\n\t<div id=\"w4pl-inner-308\" class=\"w4pl-inner\">\n\t\t<ul>\r\n<li>\r\n<a class=\"post_title w4pl_post_title\" href=\"http:\/\/mathfinance.sns.it\/index.php\/june-10-at-4-pm-cest-petter-kolm-feature-selection-in-jump-models\/\" title=\"View June 10 at 4 pm (CEST).  Petter Kolm,  Feature Selection in Jump Models\">June 10 at 4 pm (CEST).  Petter Kolm,  Feature Selection in Jump Models<\/a>, June 6, 2021\r\n<div class=\"post-excerpt\">Presenters: Petter Kolm (NYU, Courant Institute) Title: Feature Selection in Jump Models Abstract: Jump models switch infrequently between states to fit a sequence of data while taking the ordering of&hellip;<\/div>\r\n<\/li>\r\n\r\n<li>\r\n<a class=\"post_title w4pl_post_title\" href=\"http:\/\/mathfinance.sns.it\/index.php\/may-25-at-4-pm-cest-laura-ballotta-fourier-based-methods-for-the-management-of-complex-insurance-products\/\" title=\"View May 25 at 4 pm (CEST). Laura Ballotta, Fourier-based methods for the management of complex insurance products\">May 25 at 4 pm (CEST). Laura Ballotta, Fourier-based methods for the management of complex insurance products<\/a>, May 20, 2021\r\n<div class=\"post-excerpt\">Presenters: Laura Ballotta (Cass Business School, City University of London) Title: Fourier-based methods for the management of complex insurance products Abstract: This paper proposes a framework for the valuation and&hellip;<\/div>\r\n<\/li>\r\n\r\n<li>\r\n<a class=\"post_title w4pl_post_title\" href=\"http:\/\/mathfinance.sns.it\/index.php\/may-18-at-4-pm-cest-julien-guyon-dispersion-constrained-martingale-schrodinger-problems-and-the-joint-sp-500-vix-smile-calibration-puzzle\/\" title=\"View May 18 at 4 pm (CEST). Julien Guyon, Dispersion-Constrained Martingale Schrodinger Problems and the Joint S&#038;P 500\/VIX Smile Calibration Puzzle\">May 18 at 4 pm (CEST). Julien Guyon, Dispersion-Constrained Martingale Schrodinger Problems and the Joint S&#038;P 500\/VIX Smile Calibration Puzzle<\/a>, May 12, 2021\r\n<div class=\"post-excerpt\">Presenters: Julien Guyon (Bloomberg, Columbia University, Courant Institute) Title: Dispersion-Constrained Martingale Schrodinger Problems and the Joint S&amp;P 500\/VIX Smile Calibration Puzzle Abstract: The very high liquidity of S&amp;P 500 (SPX)&hellip;<\/div>\r\n<\/li>\r\n\r\n<li>\r\n<a class=\"post_title w4pl_post_title\" href=\"http:\/\/mathfinance.sns.it\/index.php\/loriano-mancini-portfolio-choice-when-stock-returns-may-disappoint-an-empirical-analysis-based-on-l-moments\/\" title=\"View May 11 at 4 pm (CEST). Loriano Mancini, Portfolio choice when stock returns may disappoint: An empirical analysis based on L-moments\">May 11 at 4 pm (CEST). Loriano Mancini, Portfolio choice when stock returns may disappoint: An empirical analysis based on L-moments<\/a>, May 7, 2021\r\n<div class=\"post-excerpt\">May 11 at 4 pm (CEST). Presenters: Loriano Mancini (Universit\u00e0 della Svizzera Italiana) Title: Portfolio choice when stock returns may disappoint: An empirical analysis based on L-moments Abstract: We empirically&hellip;<\/div>\r\n<\/li>\r\n\r\n<li>\r\n<a class=\"post_title w4pl_post_title\" href=\"http:\/\/mathfinance.sns.it\/index.php\/lukasz-szpruch-gradient-flows-for-regularized-stochastic-control-problems\/\" title=\"View May 4 at 4 pm (CEST).  Lukasz Szpruch, Gradient Flows for Regularized Stochastic Control Problems\">May 4 at 4 pm (CEST).  Lukasz Szpruch, Gradient Flows for Regularized Stochastic Control Problems<\/a>, May 7, 2021\r\n<div class=\"post-excerpt\">May 4 at 4 pm (CEST). Presenters: Lukasz Szpruch (University of Edinburgh) Title: Gradient Flows for Regularized Stochastic Control Problems Abstract: This talk is on stochastic control problems regularized by&hellip;<\/div>\r\n<\/li>\r\n<\/ul>\r\n<div class=\"alignright\"><div class=\"navigation ajax-navigation\"><span aria-current=\"page\" class=\"page-numbers current\">1<\/span>\n<a class=\"page-numbers\" href=\"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/pages\/14?page308=2\">2<\/a>\n<a class=\"page-numbers\" href=\"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/pages\/14?page308=3\">3<\/a>\n<span class=\"page-numbers dots\">&hellip;<\/span>\n<a class=\"page-numbers\" href=\"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/pages\/14?page308=14\">14<\/a>\n<a class=\"page-numbers\" href=\"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/pages\/14?page308=15\">15<\/a>\n<a class=\"next page-numbers\" href=\"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/pages\/14?page308=2\">Next<\/a><\/div><\/div>\n\t<\/div><!--#w4pl-inner-308-->\n<\/div><!--#w4pl-308-->\n<script id=\"w4pl-js-308\" type=\"text\/javascript\">;(function($){\r\n\t\t\t\t\t$(document).ready(function(){\r\n\t\t\t\t\t\t$(document.body).on(\"click\", \"#w4pl-list-308 .navigation a.page-numbers\", function(){\r\n\t\t\t\t\t\t\tvar that = $(this), parent = $(\"#w4pl-list-308\");\r\n\t\t\t\t\t\t\tparent.addClass(\"w4pl-loading\");\r\n\t\t\t\t\t\t\tparent.load( that.attr(\"href\") + \" #\" + parent.attr(\"id\") + \" .w4pl-inner\", function(e){\r\n\t\t\t\t\t\t\t\tparent.removeClass(\"w4pl-loading\");\r\n\t\t\t\t\t\t\t});\r\n\t\t\t\t\t\t\treturn false;\r\n\t\t\t\t\t\t});\r\n\t\t\t\t\t});\r\n\t\t\t\t})(jQuery);<\/script>\n\n<!--END_W4PL_List_308-->\n<\/p>\n<\/div><\/div><\/div><\/div><div id=\"pg-14-1\"  class=\"panel-grid panel-no-style\" ><div id=\"pgc-14-1-0\"  class=\"panel-grid-cell\" ><div id=\"panel-14-1-0-0\" class=\"so-panel widget widget_black-studio-tinymce widget_black_studio_tinymce panel-first-child panel-last-child\" data-index=\"1\" ><div class=\"textwidget\"><p><img class=\"aligncenter size-full wp-image-499\" src=\"http:\/\/mathfinance.sns.it\/\/wp-content\/uploads\/2015\/07\/h_line10.png\" alt=\"h_line10\" width=\"2450\" height=\"8\" \/><\/p>\n<\/div><\/div><\/div><\/div><div id=\"pg-14-2\"  class=\"panel-grid panel-no-style\" ><div id=\"pgc-14-2-0\"  class=\"panel-grid-cell\" ><div id=\"panel-14-2-0-0\" class=\"so-panel widget widget_black-studio-tinymce widget_black_studio_tinymce panel-first-child panel-last-child\" data-index=\"2\" ><h3 class=\"widget-title\">Conferences and Workshops<\/h3><div class=\"textwidget\"><p><!--W4PL_List_310-->\n<div id=\"w4pl-list-310\" class=\"w4pl\">\n\t<div id=\"w4pl-inner-310\" class=\"w4pl-inner\">\n\t\t<ul>\r\n<li>\r\n<a class=\"post_title w4pl_post_title\" href=\"http:\/\/mathfinance.sns.it\/index.php\/frontiers-in-high-frequency-financial-econometrics-2018\/\" title=\"View Frontiers in High-Frequency Financial Econometrics 2018\">Frontiers in High-Frequency Financial Econometrics 2018<\/a>, March 23, 2018\r\n<div class=\"post-excerpt\">https:\/\/www.hffe2018sns.com\/<\/div>\r\n<\/li>\r\n\r\n<li>\r\n<a class=\"post_title w4pl_post_title\" href=\"http:\/\/mathfinance.sns.it\/index.php\/quantitative-finance-workshop\/\" title=\"View XVII Workshop on Quantitative Finance\">XVII Workshop on Quantitative Finance<\/a>, June 22, 2015\r\n<div class=\"post-excerpt\">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&hellip;<\/div>\r\n<\/li>\r\n\r\n<li>\r\n<a class=\"post_title w4pl_post_title\" href=\"http:\/\/mathfinance.sns.it\/index.php\/return-predictability\/\" title=\"View Symposium on return predictability in stock and real estate markets\">Symposium on return predictability in stock and real estate markets<\/a>, June 6, 2014\r\n<div class=\"post-excerpt\">Program:\u00a0<\/div>\r\n<\/li>\r\n\r\n<li>\r\n<a class=\"post_title w4pl_post_title\" href=\"http:\/\/mathfinance.sns.it\/index.php\/workshop-risk-investment\/\" title=\"View Quantitative Approaches to Risk Assessment and Investment Transparency\">Quantitative Approaches to Risk Assessment and Investment Transparency<\/a>, December 12, 2011\r\n<div class=\"post-excerpt\">Monday December 12\u00a02011 10.45 - 17.00\u00a0 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&hellip;<\/div>\r\n<\/li>\r\n\r\n<li>\r\n<a class=\"post_title w4pl_post_title\" href=\"http:\/\/mathfinance.sns.it\/index.php\/flash-crash\/\" title=\"View L&#8217;instabilit\u00e0 dei mercati finanziari: il flash crash un anno dopo.\">L&#8217;instabilit\u00e0 dei mercati finanziari: il flash crash un anno dopo.<\/a>, May 11, 2011\r\n<div class=\"post-excerpt\">Wednesday May 11 2011 13:00 Scuola Normale Superiore Aula Bianchi Stefano Marmi Scuola Normale Superiore, Pisa 6 maggio 2010: \u00a0l'effetto farfalla si abbatte sul ping pong del trading ad alta&hellip;<\/div>\r\n<\/li>\r\n<\/ul>\r\n<div class=\"alignright\"><\/div>\n\t<\/div><!--#w4pl-inner-310-->\n<\/div><!--#w4pl-310-->\n<!--END_W4PL_List_310-->\n<\/p>\n<\/div><\/div><\/div><\/div><div id=\"pg-14-3\"  class=\"panel-grid panel-no-style\" ><div id=\"pgc-14-3-0\"  class=\"panel-grid-cell\" ><div id=\"panel-14-3-0-0\" class=\"so-panel widget widget_black-studio-tinymce widget_black_studio_tinymce panel-first-child panel-last-child\" data-index=\"3\" ><div class=\"textwidget\"><p><img class=\"aligncenter size-full wp-image-499\" src=\"http:\/\/mathfinance.sns.it\/\/wp-content\/uploads\/2015\/07\/h_line10.png\" alt=\"h_line10\" width=\"2450\" height=\"8\" \/><\/p>\n<\/div><\/div><\/div><\/div><div id=\"pg-14-4\"  class=\"panel-grid panel-no-style\" ><div id=\"pgc-14-4-0\"  class=\"panel-grid-cell\" ><div id=\"panel-14-4-0-0\" class=\"so-panel widget widget_black-studio-tinymce widget_black_studio_tinymce panel-first-child panel-last-child\" data-index=\"4\" ><h3 class=\"widget-title\">Mini Courses<\/h3><div class=\"textwidget\"><p><!--W4PL_List_516-->\n<div id=\"w4pl-list-516\" class=\"w4pl\">\n\t<div id=\"w4pl-inner-516\" class=\"w4pl-inner\">\n\t\t<ul>\r\n<li>\r\n<a class=\"post_title w4pl_post_title\" href=\"http:\/\/mathfinance.sns.it\/index.php\/topics-in-portfolio-choice-iii-prof-paolo-guasoni\/\" title=\"View Topics in portfolio choice III  &#8211; Prof. Paolo Guasoni\">Topics in portfolio choice III  &#8211; Prof. Paolo Guasoni<\/a>, December 20, 2017\r\n<div class=\"post-excerpt\"><\/div>\r\n<\/li>\r\n\r\n<li>\r\n<a class=\"post_title w4pl_post_title\" href=\"http:\/\/mathfinance.sns.it\/index.php\/topics-in-portfolio-choice-ii-prof-paolo-guasoni\/\" title=\"View Topics in portfolio choice II  &#8211; Prof. Paolo Guasoni\">Topics in portfolio choice II  &#8211; Prof. Paolo Guasoni<\/a>, December 19, 2017\r\n<div class=\"post-excerpt\"><\/div>\r\n<\/li>\r\n\r\n<li>\r\n<a class=\"post_title w4pl_post_title\" href=\"http:\/\/mathfinance.sns.it\/index.php\/topics-in-portfolio-choice-prof-paolo-guasoni\/\" title=\"View Topics in portfolio choice I  &#8211; Prof. Paolo Guasoni\">Topics in portfolio choice I  &#8211; Prof. Paolo Guasoni<\/a>, December 18, 2017\r\n<div class=\"post-excerpt\"><\/div>\r\n<\/li>\r\n\r\n<li>\r\n<a class=\"post_title w4pl_post_title\" href=\"http:\/\/mathfinance.sns.it\/index.php\/seminario-pallavicini-credit-2015\/\" title=\"View Andrea Pallavicini, &#8220;Arbitrage-Free Pricing with Funding Costs and Collateralization&#8221;\">Andrea Pallavicini, &#8220;Arbitrage-Free Pricing with Funding Costs and Collateralization&#8221;<\/a>, May 29, 2015\r\n<div class=\"post-excerpt\">Friday May 29\u00a0\u00a02015 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&hellip;<\/div>\r\n<\/li>\r\n\r\n<li>\r\n<a class=\"post_title w4pl_post_title\" href=\"http:\/\/mathfinance.sns.it\/index.php\/seminario-capriotti\/\" title=\"View Luca Capriotti, &#8220;Real Time Risk Management with Adjoint Algorithmic Differentiaton&#8221;\">Luca Capriotti, &#8220;Real Time Risk Management with Adjoint Algorithmic Differentiaton&#8221;<\/a>, June 19, 2014\r\n<div class=\"post-excerpt\">Friday June 20\u00a0\u00a02014 11.00 - 12.30,\u00a014.30 - 16.00 Scuola Normale Superiore Aula Bianchi Luca Capriotti Credit Suisse London Real Time Risk Management with Adjoint Algorithmic Differentiaton Abstract Adjoint\u00a0Algorithmic Differentiation (AAD)&hellip;<\/div>\r\n<\/li>\r\n<\/ul>\r\n<div class=\"alignright\"><div class=\"navigation ajax-navigation\"><span aria-current=\"page\" class=\"page-numbers current\">1<\/span>\n<a class=\"page-numbers\" href=\"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/pages\/14?page516=2\">2<\/a>\n<a class=\"page-numbers\" href=\"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/pages\/14?page516=3\">3<\/a>\n<a class=\"next page-numbers\" href=\"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/pages\/14?page516=2\">Next<\/a><\/div><\/div>\n\t<\/div><!--#w4pl-inner-516-->\n<\/div><!--#w4pl-516-->\n<script id=\"w4pl-js-516\" type=\"text\/javascript\">;(function($){\r\n\t\t\t\t\t$(document).ready(function(){\r\n\t\t\t\t\t\t$(document.body).on(\"click\", \"#w4pl-list-516 .navigation a.page-numbers\", function(){\r\n\t\t\t\t\t\t\tvar that = $(this), parent = $(\"#w4pl-list-516\");\r\n\t\t\t\t\t\t\tparent.addClass(\"w4pl-loading\");\r\n\t\t\t\t\t\t\tparent.load( that.attr(\"href\") + \" #\" + parent.attr(\"id\") + \" .w4pl-inner\", function(e){\r\n\t\t\t\t\t\t\t\tparent.removeClass(\"w4pl-loading\");\r\n\t\t\t\t\t\t\t});\r\n\t\t\t\t\t\t\treturn false;\r\n\t\t\t\t\t\t});\r\n\t\t\t\t\t});\r\n\t\t\t\t})(jQuery);<\/script>\n\n<!--END_W4PL_List_516-->\n<\/p>\n<\/div><\/div><\/div><\/div><div id=\"pg-14-5\"  class=\"panel-grid panel-no-style\" ><div id=\"pgc-14-5-0\"  class=\"panel-grid-cell\" ><div id=\"panel-14-5-0-0\" class=\"so-panel widget widget_black-studio-tinymce widget_black_studio_tinymce panel-first-child panel-last-child\" data-index=\"5\" ><div class=\"textwidget\"><p><img class=\"aligncenter size-full wp-image-499\" src=\"http:\/\/mathfinance.sns.it\/\/wp-content\/uploads\/2015\/07\/h_line10.png\" alt=\"h_line10\" width=\"2450\" height=\"8\" \/><\/p>\n<\/div><\/div><\/div><\/div><div id=\"pg-14-6\"  class=\"panel-grid panel-no-style\" ><div id=\"pgc-14-6-0\"  class=\"panel-grid-cell\" ><div id=\"panel-14-6-0-0\" class=\"so-panel widget widget_black-studio-tinymce widget_black_studio_tinymce panel-first-child panel-last-child\" data-index=\"6\" ><h3 class=\"widget-title\">PhD\/Master Theses<\/h3><div class=\"textwidget\"><p><!--W4PL_List_312-->\n<div id=\"w4pl-list-312\" class=\"w4pl\">\n\t<div id=\"w4pl-inner-312\" class=\"w4pl-inner\">No scheduled events.<\/div><!--#w4pl-inner-312-->\n<\/div><!--#w4pl-312-->\n<!--END_W4PL_List_312-->\n<\/p>\n<\/div><\/div><\/div><\/div><\/div>","protected":false},"excerpt":{"rendered":"<p>No Free Lunch Seminars Roberto Casarin, \u201cBayesian Nonparametric Calibration and Combination of Predictive Distributions\u201d, July 2, 2015 Thursday July 2 2015 13:00 Scuola Normale Superiore Aula Bianchi Roberto Casarin Department of Economics &#8211; Universit\u00e0 Ca&#8217; Foscari di Venezia Abstract We introduce a Bayesian approach to predictive density\u2026 Massimiliano Caporin, \u201cThe impact of network connectivity on [&hellip;]<\/p>\n","protected":false},"author":7,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":[],"_links":{"self":[{"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/pages\/14"}],"collection":[{"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/users\/7"}],"replies":[{"embeddable":true,"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/comments?post=14"}],"version-history":[{"count":21,"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/pages\/14\/revisions"}],"predecessor-version":[{"id":212,"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/pages\/14\/revisions\/212"}],"wp:attachment":[{"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/media?parent=14"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}