Seminari - Dipartimento Economics validi dal 15.10.2024 al 15.10.2025. https://www.dse.univr.it/?ent=seminario&rss=0&lang=en https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6368 Relatore: Emanuele Bracco; Provenienza: University of Verona; Data inizio: 2024-10-15; Ora inizio: 12.00; Referente interno: Andrea Mazzon; Riassunto: We study the electoral impact of trade sanctions against Russia following the invasion of Ukraine. We measure the impact using Italian electoral data from 2018 and 2022 general elections at the municipal level through a shift-share approach, attributing the sector-level export shock to each municipality according to its employment composition. Our results show that votes to the League (the most pro-Russian party in Italy) increase by 3.8 percentage points for every 1,000 Euro of Russian per-capita export shock at the municipal level. Votes to other parties and turnout do not appear to be affected. Tue, 15 Oct 2024 12:00:00 +0200 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6368 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6361 Relatore: Andrea Pallavicini; Provenienza: Intesa San Paolo; Data inizio: 2024-10-17; Ora inizio: 12.00; Referente interno: Alessandro Gnoatto; Riassunto: In the present work, we introduce and compare state-of-the-art algorithms, that are now classified under the name of machine learning, to price Asian and look-back products with early-termination features. These include randomized feed-forward neural networks, randomized recurrent neural networks, and a novel method based on signatures of the underlying price process. Additionally, we explore potential applications on callable certificates. Furthermore, we present an innovative approach for calculating sensitivities, specifically Delta and Gamma, leveraging Chebyshev interpolation techniques. Thu, 17 Oct 2024 12:00:00 +0200 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6361 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6353 Relatore: Raffaele Argiento; Provenienza: Università di Bergamo; Data inizio: 2024-10-24; Ora inizio: 12.00; Referente interno: Catia Scricciolo; Riassunto: This talk describes a new model-based approach for clustering categorical data with no natural ordering. The proposed method exploits the Hamming distance to define a family of probability mass functions to model the data. The elements of this family are then considered as kernels of a finite mixture model with an unknown number of components. Conjugate Bayesian inference is derived for the parameters of the Hamming distribution model. The mixture is framed in a Bayesian nonparametric setting, and a transdimensional blocked Gibbs sampler is developed to provide full Bayesian inference on the number of clusters, their structure and the group-specific parameters, facilitating the computation with respect to customary reversible jump algorithms. The proposed model encompasses a parsimonious latent class model as a special case when the number of components is fixed. Model performances are assessed via a simulation study and reference datasets, showing improvements in clustering recovery over existing approaches. Thu, 24 Oct 2024 12:00:00 +0200 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6353 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6343 Relatore: Nicolas Gravel; Provenienza: Aix-Marseille School of Economics; Data inizio: 2024-10-29; Ora inizio: 12.00; Referente interno: Francesco Andreoli; Riassunto: The paper provides an axiomatic characterization of a family of rank dependent weighted average utility criteria applicable to decision making under ignorance or objective ambiguity. Decision making under ignorance compares finite sets of final consequences while decision making under objective ambiguity compares finite sets of probability distributions over those final consequences. The criteria characterized assign to every element in a set a weight that depends upon the rank of this element if it was available for sure (non-ambiguously) and that compare sets on the basis of their weighted utility for some utility function. We also discuss the implication of comparative attitudes to ignorance or ambiguity on the form of the weights and the utility functions and provide an additional characterization of a subfamily of these criteria that requires the rank-dependent weights to result from a probability weighting function. Tue, 29 Oct 2024 12:00:00 +0100 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6343 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6363 Relatore: Julien Senn; Provenienza: University of Zurich; Data inizio: 2024-10-31; Ora inizio: 12.00; Referente interno: Simone Quercia. Thu, 31 Oct 2024 12:00:00 +0100 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6363 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6375 Relatore: Pietro Biroli; Provenienza: Università di Bologna; Data inizio: 2024-11-07; Ora inizio: 12.00; Referente interno: Paolo Pertile. Thu, 7 Nov 2024 12:00:00 +0100 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6375 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6362 Relatore: Armando Meier; Provenienza: University of Basel; Data inizio: 2024-11-28; Ora inizio: 12.00; Referente interno: Marco Piovesan. Thu, 28 Nov 2024 12:00:00 +0100 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6362 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6376 Relatore: Luigi Siciliani; Provenienza: York University; Data inizio: 2024-12-12; Ora inizio: 12.00; Referente interno: Paolo Pertile. Thu, 12 Dec 2024 12:00:00 +0100 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6376 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6373 Relatore: Lukasz Delong; Provenienza: University of Warsaw; Data inizio: 2025-01-23; Ora inizio: 12.00; Referente interno: Alessandro Gnoatto. Thu, 23 Jan 2025 12:00:00 +0100 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6373 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6378 Relatore: Pablo Martinelli Lasheras; Provenienza: Universidad Carlos III; Data inizio: 2025-01-30; Ora inizio: 12.00; Referente interno: Angelo Zago. Thu, 30 Jan 2025 12:00:00 +0100 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6378 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6365 Relatore: Boris van Leeuwen; Provenienza: Tilburg University; Data inizio: 2025-02-06; Ora inizio: 12.00; Referente interno: Simone Quercia. Thu, 6 Feb 2025 12:00:00 +0100 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6365 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6354 Relatore: Antonio Bento; Provenienza: USC; Data inizio: 2025-02-13; Ora inizio: 12.00; Referente interno: Angelo Zago. Thu, 13 Feb 2025 12:00:00 +0100 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6354 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6360 Relatore: Eugenio Proto; Provenienza: University of Glasgow; Data inizio: 2025-03-20; Ora inizio: 12.00; Referente interno: Maria Vittoria Levati. Thu, 20 Mar 2025 12:00:00 +0100 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6360 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6356 Relatore: Paolo Pin; Provenienza: Università di Siena; Data inizio: 2025-04-10; Ora inizio: 12.00; Referente interno: Maria Vittoria Levati. Thu, 10 Apr 2025 12:00:00 +0200 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6356 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6358 Relatore: Zahra Murad; Provenienza: University of Portsmouth; Data inizio: 2025-05-15; Ora inizio: 12.00; Referente interno: Simone Quercia. Thu, 15 May 2025 12:00:00 +0200 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6358 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6359 Relatore: Anna Schulze Tilling; Provenienza: Università Bocconi; Data inizio: 2025-06-05; Ora inizio: 12.00; Referente interno: Simone Quercia. Thu, 5 Jun 2025 12:00:00 +0200 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6359 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6355 Relatore: Marco Zanotti; Provenienza: Università della Svizzera Italiana; Data inizio: 2025-06-12; Ora inizio: 12.00; Referente interno: Andrea Mazzon. Thu, 12 Jun 2025 12:00:00 +0200 https://www.dse.univr.it/?ent=seminario&rss=0&lang=en&id=6355