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Mostrati risultati da 1 a 17 di 17
A Feature Engineering-Centric Approach to Machine Learning for Anti-Money Laundering Systems
2024/2025 MARTINI, GIADA
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
Bridging meteorology and finance: Italian temperatures for weather derivatives
2024/2025 D'ANGELO, ARIANNA
Cryptocurrency derivatives: models and pricing methods
2024/2025 GLADOVIC, GABRIELA
Does carbon price uncertainty affect stock price crash risk? Evidence from Europe
2024/2025 NIERO, RICCARDO
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
Kolmogorov–Arnold Networks for Financial Forecasting: The case of VIX and S&P 500
2024/2025 ZANATTA, SARA
LSTM-Based Forecasting of Value at Risk and Expected Shortfall: A Comparison with Classical Approaches
2024/2025 DIAN, KAOUTHAR
Methodological Approaches to ESG Disclosure Analysis: A Systematic Review of the new Machine Learning Techniques
2024/2025 DI SUMMA, CATERINA
Modeling the financial impact of climate extremes in weather derivatives.
2024/2025 STECCA, NICOLAS
Portfolio Allocation for Cryptocurrencies: From Modern Portfolio Theory to Higher-Moment Utility A Comparative Analysis of Traditional, Tailor-Made, and Smart Beta Approaches
2024/2025 FORNI, RICCARDO
Quantile Regression Methods and Applications in Finance for Style Analysis and Market Timing
2024/2025 TALASBAYEVA, DARIYA
ROBUST DATA SELECTION AND OVERFITTING FOR INTRADAY TRADING WITH MACHINE LEARNING
2024/2025 BERTO, ENRICO
| Tipologia | Anno | Titolo | Titolo inglese | Autore | File |
|---|---|---|---|---|---|
| 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 | 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 | 2024 | Bridging meteorology and finance: Italian temperatures for weather derivatives | Bridging meteorology and finance: Italian temperatures for weather derivatives | D'ANGELO, ARIANNA | |
| Lauree magistrali | 2024 | Cryptocurrency derivatives: models and pricing methods | Cryptocurrency derivatives: models and pricing methods | GLADOVIC, GABRIELA | |
| 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 | 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 | 2024 | Kolmogorov–Arnold Networks for Financial Forecasting: The case of VIX and S&P 500 | Kolmogorov–Arnold Networks for Financial Forecasting: The case of VIX and S&P 500 | ZANATTA, SARA | |
| Lauree magistrali | 2024 | LSTM-Based Forecasting of Value at Risk and Expected Shortfall: A Comparison with Classical Approaches | LSTM-Based Forecasting of Value at Risk and Expected Shortfall: A Comparison with Classical Approaches | DIAN, KAOUTHAR | |
| Lauree magistrali | 2024 | Methodological Approaches to ESG Disclosure Analysis: A Systematic Review of the new Machine Learning Techniques | Methodological Approaches to ESG Disclosure Analysis: A Systematic Review of the new Machine Learning Techniques | DI SUMMA, CATERINA | |
| Lauree magistrali | 2024 | Modeling the financial impact of climate extremes in weather derivatives. | Modeling the financial impact of climate extremes in weather derivatives. | STECCA, NICOLAS | |
| Lauree magistrali | 2024 | Portfolio Allocation for Cryptocurrencies: From Modern Portfolio Theory to Higher-Moment Utility A Comparative Analysis of Traditional, Tailor-Made, and Smart Beta Approaches | Portfolio Allocation for Cryptocurrencies: From Modern Portfolio Theory to Higher-Moment Utility A Comparative Analysis of Traditional, Tailor-Made, and Smart Beta Approaches | FORNI, RICCARDO | |
| Lauree magistrali | 2024 | Quantile Regression Methods and Applications in Finance for Style Analysis and Market Timing | Quantile Regression Methods and Applications in Finance for Style Analysis and Market Timing | TALASBAYEVA, DARIYA | |
| Lauree magistrali | 2024 | ROBUST DATA SELECTION AND OVERFITTING FOR INTRADAY TRADING WITH MACHINE LEARNING | ROBUST DATA SELECTION AND OVERFITTING FOR INTRADAY TRADING WITH MACHINE LEARNING | BERTO, ENRICO |
Mostrati risultati da 1 a 17 di 17
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