Seminars

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab – Department of Mathematics, Politecnico di Milano. Monday, 27 January  2025, 16.00-17.00 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Adrien Mathieu (Oxford university) Title: Market Making with fads, Informed and Uninformed traders.   Abstract: We characterize the solutions to ...

January 16, 2025 15.00-17.00 Department of Mathematics- Saleri room- VI floor Tiziano De Angelis (Università di Torino) A model of strategic sustainable investment We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero-sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous ...

QFinLab promotes a series of thematic seminars on climate risk. Climate transformations have a deep impact on economic activity with implications ranging from the definition of green transition policies to the evaluation of financial assets, from the construction of innovative financial and insurance products to risk management, from the design of mechanisms incentive to asset ...

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 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 ...

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 ...

The Polimi Fintech Series, under the fintech-ho2020.eu and the Cost Fin-AI.eu project, presents   December 9th, 2020 – 17.30 (CET)   Virtual room: Click here to access the Zoom Virtual Room, or insert the Meeting id on your Zoom app: 826 4084 3401   J. D. Turiel (UCL-ICL, Barclays Investment Bank) with A. Briola and T. Aste   DEEP ...

The Polimi Fintech Series, under the fintech-ho2020.eu and the Cost Fin-AI.eu project, presents   November 9th, 2020 – 17.30 (CET)   Virtual room: Click here to access the Zoom Virtual Room, or insert the Meeting id on your Zoom app: 872 7241 8663    E. Barucci (with M. Bonollo, F. Poli, E. Rroji) A machine learning algorithm for stock picking ...

    Niklas Wagner (Passau University) Give Me a Break: Is the Equity Premium a Trading Break Premium?   May 12, 2020 – 12.30   Abstract This paper addresses the relation between market risk and expected market returns under periodic trading breaks. We propose a model where asset prices are driven by a diffusion process ...

    Pasquale Cirillo (TU Delft) The distortions of finance   May 5, 2020 – 12.30   Abstract Finance is a world of distortions. Many tools we use, many findings we know are actually the result of a distortion. Take the well-known Black-Scholes model: the probability to be in the money at maturity under P ...