patacca
univrit
Wednesday,
Hours 9:00 AM
- 11:00 AM,
Il ricevimento studenti avviene via Zoom/Skype a causa della situazione sanitaria.
Marco Patacca è un Ricercatore a Tempo Determinato (RTDA) presso il dipartimento di Scienze Economiche dell'Università di Verona.
Ha conseguito la Laurea Magistrale in Finanza e Metodi Quantitativi per l'Economia e il Dottorato in Economia, indirizzo Metodi Quantitativi per l'Economia, presso l'Università degli Studi di Perugia.
Ha svolto Visiting Scholar presso la London School of Economics and Political Science (UK) e la New York University (USA) ed ha ottenuto un contratto di post-dottorato presso il Pôle Universitaire Léonard de Vinci (FR).
I suoi interessi di ricerca riguardano le Cryptocurrencies, la Blockchain Technology, il FinTech e la Sentiment Analysis.
Modules running in the period selected: 4.
Click on the module to see the timetable and course details.
| Course | Name | Total credits | Online | Teacher credits | Modules offered by this teacher |
|---|---|---|---|---|---|
| Master’s degree in Banking and Finance | Computational methods for finance (2022/2023) | 6 |
|
6 | |
| Master’s degree in Banking and Finance | Computational methods for finance (2021/2022) | 6 |
|
4 | |
| Master’s degree in Banking and Finance | Computational methods for finance (2020/2021) | 6 |
|
4 | |
| Bachelor's degree in Applied Mathematics | Financial mathematics (2020/2021) | 12 |
|
3 |
There you will find information, resources and services useful during your time at the University (Student’s exam record, your study plan on ESSE3, Distance Learning courses, university email account, office forms, administrative procedures, etc.). You can log into MyUnivr with your GIA login details.
MyUnivr| Topic | Description | Research area |
|---|---|---|
| JEL C32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Models;Diffusion Processes;State Space Models | Robust estimation of model coefficients applied to financial and energy data odered by time. Analysis and prediction of prices collected on financial and electricity markets. |
Quantitative Methods for Economics
Multiple or Simultaneous Equation Models; Multiple Variables |
| 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 G12 - Asset Pricing; Trading volume; Bond Interest Rates | Research on asset pricing focuses on two main topics: modelling interest rates, with the aim of pricing bonds and derivatives, and modelling stocks, to study the main factors which determine their price variation. |
Quantitative Finance
General Financial Markets |
| Office | Collegial Body |
|---|---|
| Collegio didattico di Banca e finanza - Department Economics |
