Mathematical Methods; Programming Models; Mathematical and Simulation Modeling

Bruno Giacomello
Associate Professor
Alessandro Gnoatto
Associate Professor
Cecilia Mancini
Full Professor
Letizia Pellegrini
Full Professor
Alberto Peretti
Associate Professor
Paolo Pertile
Full Professor
Alberto Roveda
Assistant Professor
Research interests
Topic People Description
JEL C61 - Optimization Techniques; Programming Models; Dynamic Analysis Bruno Giacomello
Alessandro Gnoatto
Cecilia Mancini
Letizia Pellegrini
Alberto Peretti
Paolo Pertile
Alberto Roveda
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.