Dissertation topics suggested by the teacher.
Recent dissertations supervised by the teacher.
First cycle degree programmes dissertations
- Time series and volatility analysis on Nasdaq100 with ARIMAGARCH approach and Markov-switching approach
Second cycle degree programmes dissertations
- ESG Score e performance finanziarie di portafoglio durante i periodi di grave recessione: due casi di studio
- L'approccio statistico-bayesiano ai modelli di machine learning: limiti e opportunità per il trading direzionale
- Pairs Trading and Clustering: a comparative strategy.
- Time-zone trading: a solution to manage risk during shock periods
