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Modules running in the period selected: 61.
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MyUnivrDi seguito sono elencati gli eventi e gli insegnamenti di Terza Missione collegati al docente:
Topic | Description | Research area |
---|---|---|
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 |
MSC 49M37 - Methods of nonlinear programming type | Methods for solving constrained and unconstrained problems with non-linear functions. This includes the Gradient type methods, Method of conjugate gradient, Newton-type methods, Near-Newton methods, Penalization methods and Interior Point methods. It also covers differentiable and non-differentiable case study, Multi-objective optimization and numerical experimentation of the mentioned methods on test problems and application to real problems. |
Quantitative Methods for Economics
Numerical methods |
MSC 65K05 - Mathematical programming methods | General and numerical methods for the solution of the problem of finding the maximum/minimum of a scalar function with some equality/inequality constraints. In addition to the classical techniques that assume first and second differentiability of the functions, the case of non differentiable functions is also considered. |
Quantitative Methods for Economics
Mathematical programming, optimization and variational techniques |
MSC 90C05 - Linear programming | Methods and numerical algorithms for the solution of a linear programming problem, that is a mathematical programming problem where the functions are assumed to be linear. The simplex method and its generalizations. |
Quantitative Methods for Economics
Mathematical programming |
MSC 90C30 - Nonlinear programming | Methods and numerical algorithms for the solution of a mathematical programming problem where the functions are specifically assumed to be non linear. |
Quantitative Methods for Economics
Mathematical programming |
MSC 90C46 - Optimality conditions, duality | Optimality conditions for constrained and unconstrained extremum problems: sufficient and necessary conditions in the case of differentiable and non-differentiable functions. Image Space Analysis: sufficient and necessary optimality conditions for not convex and / or non-differentiable problems. Regularity conditions and constraint qualifications for scalar and vector optimization problems. |
Quantitative Methods for Economics
Mathematical programming |
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