Foto del docente

Fabrizio Lillo

Full Professor

Department of Mathematics

Academic discipline: SECS-S/06 Mathematical Methods of Economics, Finance and Actuarial Sciences

Teaching

Recent dissertations supervised by the teacher.

Second cycle degree programmes dissertations

  • A Reinforcement Learning approach to Optimal Trade Execution
  • Analyzing Regime Shifts and Long Memory in Asset Volatility with the Iterated Cumulative Sums of Squares Algorithm
  • Market Impact and Optimal Execution in the Energy Market
  • Price Impact on Uniswap V3 Decentralized Exchange

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