• Giornata della Ricerca

    Giovedì 7 luglio, Sala del Consiglio, IV piano edificio U7

    9.15 – 10.00 Annamaria Gambaro
    HJM multiple-curve model with time-changed Lévy processes

    10.00 – 10.45 Alberto Santangelo
    No arbitrage valuation of gas storage contracts using a temperature dependent jump-diffusion gas price model

    10.45- 11.30 Gianmarco Vacca
    Estimation of Structural Equation Models with Artificial Neural Networks

    11.30 – 12.15 Emanuela Furfaro
    Sequentiality and adaptivity in sampling rare and clustered populations

    12.15 – 13.00 Antonella Carcagnì
    Semiparametric M-quantile modelling for environmental data

    13.00 – 14.00 Lunch

    14.00 – 14.25 Lorenza Scotti
    Cost-effectiveness analysis based on observation data

    14.25 – 14.50 Alberto Arcagni
    Complex networks, posets and inequality

    14.50 – 15.15 Lucio De Capitani
    Improving RP-estimation preserving RP-testing

    15.15 – 15.40 Asmerilda Hitaj
    On multivariate extensions of the Mixed Tempered Stable distribution

    15.40 – 16.00 Coffee Break

    16.00 – 16.25 Marcella Mazzoleni
    Multivariate Joint Models for Time-to-Event and Longitudinal data

    16.25 – 16.50 Fabio Mercorio
    Knowledge Discovery for Data Science

    16.50 – 17.15 Francesco Porro
    On some sampling methods, using randomized response techniques