mancini
univrit
Il martedì ore 17:20 in presenza, fino al 15 maggio 2024
Il venerdì ore 12 su zoom
In caso di esigenze particolari verrà concordato UN APPUNTAMENTO.
Il ricevimento è SOSPESO, per ciascun corso, nei 7 giorni che precedono il giorno di un esame
Avviso del 7/4/2024
CV MANCINI English
(pdf, en, 555 KB, 06/02/24)
CV MANCINI Italiano
(pdf, it, 716 KB, 20/02/24)
Modules running in the period selected: 13.
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MyUnivr| Topic | Description | Research area |
|---|---|---|
| JEL C02 - Mathematical Methods | Statistics of stochastic processes, mainly for financial econometrics applications | Mathematical and Quantitative Methods |
| JEL C12 - Hypothesis Testing: General | Hypotesis testing to detect spatial correlation and to assess whether models are correctly specified, development of analytical corrections to improve tests' performance in finite samples. |
Quantitative Methods for Economics
Econometric and Statistical Methods and Methodology: General |
| JEL C13 - Estimation: General | Development and estimation of statistical models in finance, and for economic and social data; computationally intensive Monte Carlo estimation algorithms such as Monte Carlo EM and sequential Monte Carlo. |
Quantitative Methods for Economics
Econometric and Statistical Methods and Methodology: General |
| JEL C14 - Semiparametric and Nonparametric Methods: General | Stime dei coefficienti di semimartingale con salti definite a tempi continui ma osservate a tempi discreti. |
Quantitative Methods for Economics
Econometric and Statistical Methods and Methodology: General |
| JEL C51 - Model Construction and Estimation | Modellizzazione dei (possibili) salti nei prezzi di titoli finanziari, osservati in modo discreto. |
Quantitative Methods for Economics
Econometric Modeling |
| JEL C52 - Model Evaluation, Validation, and Selection | Stima, diagnostica e selezione di modelli per i salti nelle traiettorie dei prezzi di titoli finanziari, date osservazioni discrete. |
Quantitative Methods for Economics
Econometric Modeling |
| JEL C58 - Financial Econometrics | Covers studies related to econometric modeling of financial markets. Analysis of econometric models with continuous time and its applications in finance. Robust estimates for volatility models of financial returns. |
Quantitative Methods for Economics
Econometric Modeling |
| JEL C61 - Optimization Techniques; Programming Models; Dynamic Analysis | Covers theory and methods for optimization problems. Linear programming and mathematical programming. Vector optimization and duality models. Economic applications to the problems of optimal investment choices under conditions of uncertainty and portfolio optimization. Estimation of the parameters of financial models including a risk-neutral assumption and calibration of the models. Stochastic optimization for finding estimators of the volatility of a semimartingale with jumps. |
Quantitative Methods for Economics
Mathematical Methods; Programming Models; Mathematical and Simulation Modeling |
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