L’attività seminariale del gruppo Ingegneria finanziaria si articola su diverse forme di incontro che possono avere obiettivi diversi:

• sviluppare la diffusione della ricerca su tematiche di finanza quantitativa
• diffondere studi/risultati di tipo quantitativo all’interno della comunità finanziaria
• fornire agli studenti occasioni di incontro anche di natura non tecnica su tematiche attinenti il mondo della finanza.

Le attività comprendono seminari scientifici, workshop e incontri su temi specifici, corsi di formazione.

List

I seminari confluiscono nelle liste di seminari dipartimentali.

I seminari su tematiche Fintech confluiscono anche nelle iniziative della Fintech Research Network.

Workshops

• Dec 09 2025 QFinLab Seminar – Sergio Pulido (Université Paris–Saclay, CNRS, ENSIIE, Univ Évry, LaMME) – 9/12/2025, 12:15 @ Department of Mathematics, Politecnico di Milano QFinLab - Department of Mathematics, Politecnico di Milano December 9, 2025, 12.15-13.15 Seminar room, third floor, building 14, Leonardo Campus   Sergio Pulido (Université Paris–Saclay, CNRS, ENSIIE, Univ Évry, LaMME)  Polynomial Volterra processes Abstract: Recent studies have extended the theory of affine processes to the stochastic Volterra equations framework. In this talk, I will describe how the theory of polynomial processes extends to the Volterra setting. In particular, I will explain the moment formula and an interesting stochastic invariance result in this context. Potential applications to fractional volatility models will be discussed.  This is joint work with Eduardo Abi Jaber, Christa Cuchiero, Luca Pelizzari and Sara Svaluto-Ferro.

• Dec 03 2025 Presentazione Rapporto ESG 2025 del QFinLab Durante il prossimo workshop dell’Osservatorio Digital & Sustainable del Politecnico di Milano ''Misurare la sostenibilità: KPI, modelli per il calcolo dell''impatto e rendicontazione'' (03/12/2025, ore 14:30), organizzato in collaborazione con Assolombarda e il QFinLab, verrà presentato il Rapporto ESG 2025 sulle società quotate italiane a cura del Laboratorio QFinLab. Il rapporto è curato in collaborazione con Technestai.   Il rapporto è scaricabile qui.

• Nov 25 2025 QFinLab Seminar Luca Del Viva (ESADE Business School)     Dear colleagues,   you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano.   Tuesday, 25 November 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus)   Luca Del Viva (ESADE Business School)   Title: Bank Equity Premia and the Fed Regulatory Stance.   Abstract: We examine the interplay between the Federal Reserve’s communication on banking regulation and U.S. bank equity returns. Using a comprehensive set of 124 anomaly characteristics, we show that a pro-regulation stance in Fed speeches can largely explain abnormal returns in the cross-section of bank equities, generating daily market corrections of 0.51 per cent. The effects can be attributed to a reduction in risk premia for illiquid bank stocks, and we find no comparable effect among non-banks. These findings highlight the role of regulatory communication as a distinct determinant of banks’ cost of equity.   Attendance is also possible online (Microsoft Teams), clicking here   All news can be found on the QFinLab webpage.   The organizers: Michele Azzone and Alessandro Calvia.

• Oct 23 2025 QFinLab Seminar Riccardo Brignone (Università di Pavia) Dear colleagues,   you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano.   Thursday, 23 October 2025, 14.30-15.30 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus)   Riccardo Brignone (Università di Pavia)   Title: Pricing path-dependent options under stochastic volatility models with full error control.   Abstract: In this paper, we propose a unified methodology for pricing general path-dependent derivatives (e.g., Asian and Barrier options) that is based on the Monte Carlo-Conditional Fourier-cosine method and works for a broad class of stochastic volatility models. The main benefit of the proposed approach over existing literature consists in a simple and effective control of the error. A practitioner simply needs to provide the pricing algorithm with two parameters: i) a probability, q; ii) an error tolerance epsilon. Then, our proposed algorithm provides a price approximation that differs by no more than epsilon from the true unknown option price with probability at least equal to q. We provide an explicit link between the variance of the Monte Carlo simulation estimator of the option price, the error tolerance, and the number of simulations. In this way, the pricing methodology becomes extremely efficient when combined with effective variance reduction techniques that drastically reduce the number of simulations (and, consequently, the computing time) required to obtain an arbitrarily accurate price estimate. Joint work with Gero Junike.     Attendance is also possible online (Microsoft Teams), clicking here   All news can be found on the QFinLab webpage.   The organizers: Michele Azzone and Alessandro Calvia.

• Oct 16 2025 ALGODEFI25   Algorithmic Trading, Decentralized Finance and Artificial Intelligence in Capital Markets The conference is to be held on the October 16-17 2025 at Politecnico di Milano Venue: Department of Mathematics Conference Room: Aula Rogers web site Second edition Call for papers: papers or extended abstract  Deadline for submission: September 1st  Notification of acceptance: September 15th Deadline for registration: October 1st Keynote speakers: Paul Besson (Head of Quant Research, Euronext) TBD Thierry Foucault (HEC Paris) AI-Powered traders and liquidity in securities markets Martin Herdegen (University of Stuttgart) Optimal Dynamic Fees in Automated Market Makers Eyal Neumann (Imperial College) Fredholm Approach to Nonlinear Propagator Models Scientific committee: Emilio Barucci (chair), Tomaso Aste, Michele Azzone, Leandro Sánchez Betancourt, Andrea Prampolini Description The landscape of financial markets is changing significantly thanks to new technologies and methodologies that are profoundly modifying their architecture and functioning. Among the innovations, we have the possibility of operating using real-time market information, machine learning techniques, automatic trading strategies, automatic market making, distributed ledger technologies, digital assets, smart contracts, cryptocurrencies. The objective of the workshop is to offer an opportunity for the academic and industrial communities to meet and discuss research advancements on these topics. Sponsorship: Banca Intesa Sanpaolo, IASON Ltd Under the auspices of ASSIOM FOREX, SHIELD Project