Best Pitch Award AY 2019/2020

Business Pitches are becoming some of the most powerful tools to master for young employees, granting the ability to persuade a client or a manager in a very short time. The benefits of being able to effectively pitch projects are also highlighted in a 2020 survey by LinkedIn: the skills most requested by recruiters appear to be Creativity, Persuasion and Collaboration.

For these reasons, during the Financial Engineering course A.Y. 2019/2020 held by Roberto Baviera, students -divided in 24 teams- were asked to present their final projects using a “Pitch”, simulating a real world situation. Each team recorded a short (3 min), but comprehensive video introducing the methods and the results of their final projects. This award has been followed by the Best Pitch Award AY 2020-2021, the next year. 

Three best pitches were then selected among the 24 presented by a jury composed by peers, a commission of practitioners of the financial industry and distinguished academicians. The winners are:

Financial Stress Index for Eurozone

by David Gussoni, Gabriele Vighi, Guglielmo Zaffaroni
Ref. Paper: A Thermometer for Financial Instability in the Euro Area economy. Baviera & Lebovitz, 2014. Available at SSRN 2496516.

Credit Portfolio VaR

by Giovanni A. Di Luozzo, Stefano Mezzera
Ref. Paper: A Flexible Analytical Method to Calculate the Specific Risk Surcharge. Rebonato, Kwiatkowski and Liesch, 2007, Risk (7) 34-37

Neural Network power forecast

by Jean Paul G. Baroni, Maurizio Cerisola, Chiara Cozzarini
Ref. Paper: Neural Network Middle-Term Probabilistic Forecasting of Daily Power Consumption. Azzone & Baviera, 2021. Journal of Energy Markets, 14 (1), 1-26. Available also at arXiv:2006.16388.