Wednesday,
Hours 3:00 PM
- 5:00 PM,
Polo Santa Marta, Floor 1, room 1.29
Due to the current public health situation, office hours in presence are temporarily canceled.
Office hours will be held on zoom platform, via e-mail arrangement.
Modules running in the period selected: 60.
Click on the module to see the timetable and course details.
Name | Online |
---|---|
Activities PhD Course In Economics and Management (35° ciclo - PhD in Economics and Management) | |
Mathematics (28° Ciclo - GSEM - PhD in Economics and Business Administration (last activated in 2013)) |
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 49J40 - Variational methods including variational inequalities | Scalar and Vector Variational Inequalities applied to network equilibrium problems (transportation networks, computer networks, telecommunication networks). Vector formulation of the Wardrop equilibrium principle for traffic networks and relationships with Vector Variational Inequalities of Stampacchia and Minty. |
Quantitative Methods for Economics
Existence theories |
MSC 49N15 - Duality theory | Lagrangian duality for scalar and vector optimization problems. Duality gap for nonconvex problems. Sensitivity analysis and economic interpretation of the dual variables (shadow prices) for the linear vector case. |
Quantitative Methods for Economics
Miscellaneous topics |
MSC 90C25 - Convex programming | Generalizd convexity: convexlike, subconvexlike functions and image convexity. Linear and conic separation in the image space for G-semidifferentiable problems. |
Quantitative Methods for Economics
Mathematical programming |
MSC 90C29 - Multi-objective and goal programming | Image Space Analysis for Vector Optimization and Variational Inequalities. Scalarization methods. Vector saddle points. Set-valued optimization via Image Space Analysis. |
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 |
Office | Collegial Body |
---|---|
Teaching Staff Body for the Doctorate in international research in Economics and Finance | |
Collegio didattico di Economia aziendale e management - Department Business Administration | |
Collegio didattico di Economics and data analysis - Department Economics | |
member | Consiglio dei Corsi di Laurea e Laurea Magistrale con sede a Verona |
member | Economics Department Council - Department Economics |
Gruppo AQ del Corso di laurea in Economia aziendale e management - Collegio didattico di Economia aziendale e management - Economics and Management | |
Personale Docente del Dipartimento di Scienze Economiche | |
Team per l'assicurazione della qualità del CdL in Economia Aziendale di Verona - Department Business Administration |