Sfoglia per Corso
A Deep BSDE Framework for Counterparty Credit Risk
2025/2026 OMAN, ANNA
A Feature Engineering-Centric Approach to Machine Learning for Anti-Money Laundering Systems
2024/2025 MARTINI, GIADA
A Geometric and Option-Theoretic Characterisation of Liquidity in Automated Market Makers
2025/2026 COTTINI, GIORGIO
A GNN-Based Framework for Bank Creditworthiness Prediction Using Interbank Networks
2024/2025 SALVAGNIN, FRANCESCO
Alternative finance and sustainability: the convergence between Minibonds and European Policy Instruments for energy efficiency
2024/2025 MARIN, ANNA
Arbitraggio Statistico: Pairs Trading nel Mercato dei Futures sul Petrolio Greggio
2024/2025 ZANATTA, TOMMASO
Assessing the Value of Quantile Regression in Fama–French Factor Analysis: Evidence from Size and Value Portfolios
2024/2025 SU, TONG
Backtesting expected shortfall models: a comparative empirical analysis
2025/2026 GRAVILI, COSIMO MARCO
Bridging meteorology and finance: Italian temperatures for weather derivatives
2024/2025 D'ANGELO, ARIANNA
Characteristic-based portfolio construction: is there a role for the ESG rating?
2025/2026 LAVARELLO, ALESSANDRO
Cross-Border Tax-Aware Portfolio Allocation
2025/2026 FUSU, MICHELE
Cryptocurrency derivatives: models and pricing methods
2024/2025 GLADOVIC, GABRIELA
Deep Reinforcement Learning for Option Hedging
2025/2026 FORALOSSO, JACOPO
Does carbon price uncertainty affect stock price crash risk? Evidence from Europe
2024/2025 NIERO, RICCARDO
Dynamic Asset Allocation with Quantum Optimization
2025/2026 CREMA, ALESSANDRO
ESG transparency in mutual funds prospectuses: empirical evidence from the EU and the US.
2024/2025 DE COLLE, ELISA
Feature-Enhanced Graph Neural Networks for Automated Anti-Money Laundering
2024/2025 MAZZOLIN, FRANCESCO
From Volatility Smile to Rough Volatility: a Comparative Analysis of Option Pricing Models.
2025/2026 BUZOI, CLAUDIA
Higher-Moment Portfolio Optimization with Shrinkage Estimators
2025/2026 MAJI, AKRAM
Investimenti in cybersecurity e calcolo del premio con attacchi raggruppati: un approccio di controllo stocastico
2025/2026 ROVERSI, CARLOTTA
| Tipologia | Anno | Titolo | Titolo inglese | Autore | File |
|---|---|---|---|---|---|
| Lauree magistrali | 2025 | A Deep BSDE Framework for Counterparty Credit Risk | A Deep BSDE Framework for Counterparty Credit Risk | OMAN, ANNA | |
| Lauree magistrali | 2024 | A Feature Engineering-Centric Approach to Machine Learning for Anti-Money Laundering Systems | A Feature Engineering-Centric Approach to Machine Learning for Anti-Money Laundering Systems | MARTINI, GIADA | |
| Lauree magistrali | 2025 | A Geometric and Option-Theoretic Characterisation of Liquidity in Automated Market Makers | A Geometric and Option-Theoretic Characterisation of Liquidity in Automated Market Makers | COTTINI, GIORGIO | |
| Lauree magistrali | 2024 | A GNN-Based Framework for Bank Creditworthiness Prediction Using Interbank Networks | A GNN-Based Framework for Bank Creditworthiness Prediction Using Interbank Networks | SALVAGNIN, FRANCESCO | |
| Lauree magistrali | 2024 | Alternative finance and sustainability: the convergence between Minibonds and European Policy Instruments for energy efficiency | Alternative finance and sustainability: the convergence between Minibonds and European Policy Instruments for energy efficiency | MARIN, ANNA | |
| Lauree magistrali | 2024 | Arbitraggio Statistico: Pairs Trading nel Mercato dei Futures sul Petrolio Greggio | Statistical Arbitrage: Crude Oil Futures Market Pairs Trading | ZANATTA, TOMMASO | |
| Lauree magistrali | 2024 | Assessing the Value of Quantile Regression in Fama–French Factor Analysis: Evidence from Size and Value Portfolios | Assessing the Value of Quantile Regression in Fama–French Factor Analysis: Evidence from Size and Value Portfolios | SU, TONG | |
| Lauree magistrali | 2025 | Backtesting expected shortfall models: a comparative empirical analysis | Backtesting expected shortfall models: a comparative empirical analysis | GRAVILI, COSIMO MARCO | |
| Lauree magistrali | 2024 | Bridging meteorology and finance: Italian temperatures for weather derivatives | Bridging meteorology and finance: Italian temperatures for weather derivatives | D'ANGELO, ARIANNA | |
| Lauree magistrali | 2025 | Characteristic-based portfolio construction: is there a role for the ESG rating? | Characteristic-based portfolio construction: is there a role for the ESG rating? | LAVARELLO, ALESSANDRO | |
| Lauree magistrali | 2025 | Cross-Border Tax-Aware Portfolio Allocation | Cross-Border Tax-Aware Portfolio Allocation | FUSU, MICHELE | |
| Lauree magistrali | 2024 | Cryptocurrency derivatives: models and pricing methods | Cryptocurrency derivatives: models and pricing methods | GLADOVIC, GABRIELA | |
| Lauree magistrali | 2025 | Deep Reinforcement Learning for Option Hedging | Deep Reinforcement Learning for Option Hedging | FORALOSSO, JACOPO | |
| Lauree magistrali | 2024 | Does carbon price uncertainty affect stock price crash risk? Evidence from Europe | Does carbon price uncertainty affect stock price crash risk? Evidence from Europe | NIERO, RICCARDO | |
| Lauree magistrali | 2025 | Dynamic Asset Allocation with Quantum Optimization | Dynamic Asset Allocation with Quantum Optimization | CREMA, ALESSANDRO | |
| Lauree magistrali | 2024 | ESG transparency in mutual funds prospectuses: empirical evidence from the EU and the US. | ESG transparency in mutual funds prospectuses: empirical evidence from the EU and the US. | DE COLLE, ELISA | |
| Lauree magistrali | 2024 | Feature-Enhanced Graph Neural Networks for Automated Anti-Money Laundering | Feature-Enhanced Graph Neural Networks for Automated Anti-Money Laundering | MAZZOLIN, FRANCESCO | |
| Lauree magistrali | 2025 | From Volatility Smile to Rough Volatility: a Comparative Analysis of Option Pricing Models. | From Volatility Smile to Rough Volatility: a Comparative Analysis of Option Pricing Models. | BUZOI, CLAUDIA | |
| Lauree magistrali | 2025 | Higher-Moment Portfolio Optimization with Shrinkage Estimators | Higher-Moment Portfolio Optimization with Shrinkage Estimators | MAJI, AKRAM | |
| Lauree magistrali | 2025 | Investimenti in cybersecurity e calcolo del premio con attacchi raggruppati: un approccio di controllo stocastico | Cybersecurity investment and premium computation under clustered attacks: a stochastic control approach. | ROVERSI, CARLOTTA |
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