Green Finance Workshop

Feb 01 2024

https://sites.google.com/community.unipa.it/greenfinance2024/home


Energy Finance Italia 8 (EFI)

Feb 08 2023

energyfinanceitalia.it/

A conference in Energy-Finance & Climate-Change in memory of Peter Laurence

February 8-10, 2023 – Politecnico di Milano

The Conference puts together researchers and practitioners working in all areas of Energy-Finance & Climate-Change related research in economics, finance, engineering, data science and mathematics. Participants are encouraged to submit their papers or proposals of organized sessions on a wide range of theoretical and applied topics in these two research fields, such as (but not limited to):

Energy and climate data science, Energy forecasting, Energy innovations, Energy markets, Energy analytics, Energy mix and carbon emission trading, Energy supply chain, ESG, Green finance & financing energy infrastructure, Climate policy and risk, Climate change & market efficiency, Climate change & pricing uncertainty, Regulation and regulatory risk, Renewable sources, Risk measurement and management, Storage devices, Sustainable finance

Keynote speakers:

Award

Junior participants and practitioners of the energy industry are encouraged to present their research.

Best EFI8 Paper reserved to the presenters born after January 1st, 1993

Special issue: Applied Stochastic Models in Business and Industry (ASMBI).

Deadline for submitting an extended abstract/paper: Friday, Nov 25th, 22.
  for proposals of organized sessions: Monday, Nov 21st, 22.

Organizing committee: R. Baviera (chair), C. Sgarra (co-chair), M. Azzone, P. Manzoni, T. Vargiolu.

For information: energyfinanceitalia.it/  Secreteriat: efi8-dmat@polimi.it  Hashtag: #efi8polimi


Summer School EduFin@Polimi 2022

May 29 2022

Hai sempre sentito parlare di titoli azionari ma non hai mai capito il vero significato? Vuoi imparare come utilizzare alcuni strumenti statistici in finanza?

Partecipa alla EduFin Summer School 2022 dal 29 giugno all’8 luglio, realizzata da Professori di Matematica e Finanza del QFinLab del Dipartimento di Matematica del Politecnico di Milano.

Percorso Innovativo e Digitale

La EduFin Summer School è un percorso educativo innovativo che offrire agli studenti più motivati l’opportunità di approfondire alcune tematiche di finanza e statistica e mettersi in gioco.

Il corso si svolge online attraverso una piattaforma multimediale; tutti i materiali e gli strumenti didattici saranno a tua completa disposizione durante l’evento. Durante il percorso verranno introdotti alcuni strumenti base di statistica, come Media, Varianza, Covarianza e Correlazione; verranno affrontate quindi alcune tematiche di finanza come il concetto di titolo azionario, serie storica dei prezzi di un titolo e diversificazione di un portafoglio.

Programma flessibile e rete di conoscenze

Il corso è estremamente flessibile; nei 10 giorni della Summer School potrai seguire le videolezioni quando vorrai e potrai gestire il materiale al meglio in base alle tue esigenze: sarà possibile, infatti, vedere e rivedere le lezioni interagendo con i compagni di classe e con i professori.

Attraverso lavori e attività di gruppo avrai anche la possibilità di conoscere nuovi compagni con cui condividere un’esperienza unica.

Calendario

Il percorso di Summer School sarà attivo dal 29 giugno all’8 luglio 2022: durante questi giorni potrai seguire le lezioni online (circa 8 ore di carico complessivo) quando vorrai e condividerai alcuni momenti educativi assieme con tutti i partecipanti e i professori.

Candidatura e Costo di Partecipazione

Per candidarti alla Summer School 2022 devi compilare il format al seguente link

https://forms.gle/E4qmVJk3y1Sh38c96

dove troverai anche uno spazio per scrivere una “lettera di motivazione”, raccontandoci cosa ti spinge a candidarti: la selezione avverrà sulla base della lettera di motivazione e gli studenti ammessi saranno contattati via mail entro il 31 maggio 2022.

La candidatura e la partecipazione all’intera Summer School è gratuita!

Cosa aspetti? Invia la tua candidatura entro il 29 maggio, i posti sono limitati!

Per saperne di più scrivici a imparalafinanza@gmail.com

 


Webinar informativo EduFin@Polimi

May 12 2022

Il 12 maggio alle ore 15.00 si terrà il webinar informativo dedicato al progetto EduFin@Polimi, il programma a moduli realizzato dal QFinLab Dipartimento di Matematica del Politecnico di Milano per l’insegnamento dell’Educazione Finanziaria agli studenti delle scuole secondarie di II grado.

Durante il webinar verranno analizzate, assieme ai Docenti, le testimonianze più significative nell’ambito del progetto Flipped Classroom, con particolare attenzione alle eventuali problematiche incontrate dai ragazzi durante il percorso; inoltre, verranno presi in esame i risultati dei post test in ambito PCTO (Percorsi per le Competenze Trasversali e l’Orientamento) per verificare le competenze acquisite dagli studenti al termine per progetto, con l’obiettivo di sviluppare un’approfondita discussione sulle le buone pratiche da replicare e le sfide del futuro al fine di progettare iniziative sempre più efficaci.

I Docenti che intenderanno avvalersi di questa proposta anche per l’anno scolastico 2022-2023 saranno seguiti dal gruppo di lavoro del Politecnico di Milano che si occuperà di aiutare il Docente nello sviluppo del progetto e di verificarne l’efficacia riguardo all’apprendimento degli studenti.

Per ulteriori informazioni: edufin@polimi.it


Moneta, criptovalute, Euro digitale

Jan

Minicorso nell’ambito dell’insegnamento Finanza Matematica I

(corso di Laurea Ingegneria Matematica)

Aprile-Maggio 2022

 

Programma

 

Data

Ora

Titolo

Relatore

05/04/22

15.15-17.15

I fatti del sistema dei pagamenti: strumenti e intermediari

Riccardo De Bonis

26/04/22

15.15-17.15

La sicurezza dei pagamenti

Maria Iride Vangelisti

03/05/22

15.15-17.15

Central Bank Digital Currency ed euro digitale

Riccardo De Bonis

10/05/22

17.15-19.15

Il mercato delle criptoassets

Emilio Barucci

24/05/22

17.15-19.15

Blockchain e criptovalute all’opera

Daniele Marazzina

 

Il minicorso si colloca all’interno dell’insegnamento di Finanza Matematica I ma è aperto a tutti gli studenti del Politecnico compatibilmente con la capienza delle aule.

 

Docenti:

  • Emilio Barucci, professore di Finanza Matematica, Politecnico di Milano
  • Riccardo De Bonis, Banca d’Italia, Capo del Servizio Educazione finanziaria
  • Daniele Marazzina, professore di Finanza matematica, Politecnico di Milano
  • Maria Iride Vangelisti, Banca d’Italia, Dirigente nel Servizio Educazione finanziaria

Seminar Giulia Iori (City, University of London) – February 24th, 2022

Feb 24 2022
February 24th, 2022 – 11.00 (CET)
 

Virtual room: Click here to access the Zoom Virtual Room, or insert the Meeting id on your Zoom app: 816 7531 5372

 
Giulia Iori (City, University of London)
 
 

Experiments and computational models of trading in decentralized markets

 Abstract:
We present the results of experimental and computational analysis of decentralized markets with asymmetric information. We examine how market efficiency and agents profit distribution depend on the structure of the underlying trading network and on the number and location of insiders. We find that market efficiency and fairness are both affected by the network macro-structure and that the network that better supports price efficiency is not necessarily the one that leads to greater fairness in profits. By calibrating a behavioural  Agent Based Model to the experimental data we characterize the traders’ learning rule and shed further lights on the dynamics of information diffusion.
 
Stay updated with latest news on QFinLab seminars subscribing here: https://bit.ly/2TNtC6e
 
Information about future seminars: www.qfinlab.polimi.it/all-news

Digital Euro Seminars

Apr 08 2021

QFinLab is pleased to announce:

Speaker

Prof. Emilio Barucci

Politecnico di Milano

 

Toward the digital euro

technology, banks and monetary policy

Two appointments:

APRIL 8th 2021, 17.30 CET

Zoom Virtual Room: 

https://polimi-it.zoom.us/j/82532398177

ID: 825 3239 8177

APRIL 14th 2021, 17.30 CET 

Zoom Virtual Room: 

https://polimi-it.zoom.us/j/83251333953

ID: 832 5133 3953


Polimi Fintech Series – Valerio Potì – March 22, 2021

Mar 22 2021
The Polimi Fintech Series, under the fintech-ho2020.eu and the Cost Fin-AI.eu project, presents
 
March 22nd, 2021 – 17.30 (CET)
 
Virtual room: Click here to access the Zoom Virtual Room, or insert the Meeting id on your Zoom app: 885 3010 212

Valerio Potì (University College Dublin)

COVID Narrative Risk: A Computational Linguistic Approach to the Econometric Identification of Narrative Risk During the COVID-19 Pandemic

Abstract

In this paper, we study the role in financial markets of narratives related to the ongoing COVID-19 pandemic. The pandemic represents a natural setting for the development of narratives that may effects or be affected by financial markets. We thus treat the pandemic as a natural experiment on the relation between prevailing narratives and financial markets. We adopt the SIR model and natural language processing on financial newspaper news and Twitter tweets that deal at the same time with financial market topics and COVID-19 to study the dynamics and determinants of coronavirus narrative epidemics. Our aim is to establish whether there an “infodemic” develops, and whether the prevailing narrative, whether resemnbling an infodemic or otherwise, drives or is driven by financial markets developments, controlling for developments regarding the COVID-19 pandemic. We find associations between narratives about the epidemic, stock market dynamics (both regarding returns and volatility) and government responses to COVID-19. We also find that the narrative spread does resemble an infodemic, since it is well described by the SIR epidemic model. Our estimates of the shape of the narrative infodemic curves in different countries depend on whether the COVID-19 outbreak occurred early and on its severity. Negative tones and tones communicating uncertainty are prevalent in the growing stage of the infodemic. We find preliminary evidence of a causality relation between the negative and uncertainty tones of coronavirus tweets and both market return and volatility change.

 

Stay updated with latest news on QFinLab seminars subscribing here: https://bit.ly/2TNtC6e
 
Information about future seminars: www.qfinlab.polimi.it/all-news

Polimi Fintech Series – Charalampos Stasinakis – February 22, 2021

Feb 22 2021
The Polimi Fintech Series, under the fintech-ho2020.eu and the Cost Fin-AI.eu project, presents
 
February 22nd, 2021 – 17.30 (CET)
 
Virtual room: Click here to access the Zoom Virtual Room, or insert the Meeting id on your Zoom app: 827 9926 5984

 

Charalampos Stasinakis – University of Glasgow
(with G. Sermpinis)

Big Data, Artificial Intelligence and Machine Learning: A Transformative Symbiosis in Favour of Financial Technology

Abstract

The financial technology revolution is a reality, as the financial world is gradually transforming into a digital domain of high-volume information and high-speed data transformation and processing. The more this transformation takes place, the more consumer and investor behaviour shifts towards a pro-technology attitude of financial services offered by market participants, financial institutions and financial technology companies. This new norm is confirming that information technology is driving innovation for financial technology. In this framework, the value of big data, artificial intelligence and machine learning techniques becomes apparent. The aim of this chapter is multi-fold. Firstly, a multidimensional descriptive analysis is shown to familiarise the reader with the extent of penetration of the above in the financial technology road-map. A short non-technical overview of the methods is then presented. Next, the impact of data analytics and relevant techniques on the evolution of financial technology is explained and discussed along with their applications’ landscape. The chapter also presents a glimpse of the shifting paradigm these techniques bring forward for several fintech related professions, while artificial intelligence and machine learning techniques are tied with the future challenges of AI ethics, regulation technology and the smart data utilisation.

 

Stay updated with latest news on QFinLab seminars subscribing here: https://bit.ly/2TNtC6e
 
Information about future seminars: www.qfinlab.polimi.it/all-news

Polimi Fintech Series – Michele Azzone – January 18, 2021

Jan 18 2021
The Polimi Fintech Series, under the fintech-ho2020.eu and the Cost Fin-AI.eu project, presents
 
January 18th, 2021 – 17.30 (CET)
 
Virtual room: Click here to access the Zoom Virtual Room, or insert the Meeting id on your Zoom app: 824 7266 9724
 
M. Azzone (Politecnico di Milano)
with E. Barucci, G. Giuffra and D. Marazzina
 
A Machine Learning Model for Lapse Prediction in Life Insurance Contracts
Abstract:
In this work, we use the Random Forest methodology to predict the lapse decision of life contracts by policyholders. The methodology outperforms the classical logistic model in describing the phenomenon. We use global and local interpretability tools to investigate how the model works. We show that non economic features (time passed from the incipit of the contract and the time to expiry, as well as the insurance company) play a significant effect in determining the lapse decision while economic/financial features (except the disposable income growth rate) play a limited effect. The analysis shows that linear models, such as the logistic model, may not be adequate to capture the heterogeneity of financial decisions.
 
Stay updated with latest news on QFinLab seminars subscribing here: https://bit.ly/2TNtC6e
 
Information about future seminars: www.qfinlab.polimi.it/all-news