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 |
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4 | |
| Master’s degree in Banking and Finance | Computational methods for finance (2020/2021) | 6 |
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4 | |
| Bachelor's degree in Applied Mathematics | Financial mathematics (2020/2021) | 12 |
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3 |
| 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 |
