Dissertation topics suggested by the teacher.
Recent dissertations supervised by the teacher.
First cycle degree programmes dissertations
- Contagio e rischio sistemico nelle reti finanziarie
Second cycle degree programmes dissertations
- Algorithmic Trading: Leveraging Machine Learning for Statistical Arbitrage
- An Agent-Based Model of Decentralized Exchanges
- Analyzing Regime Shifts and Long Memory in Asset Volatility with the Iterated Cumulative Sums of Squares Algorithm
- Granger Causality Analysis of the Interconnections between Equity Market and Cryptocurrencies
- Optimal Execution of Hidden Orders: A Strategic Approach to Market Liquidity
- Price Impact on Uniswap V3 Decentralized Exchange
- Realized quantiles: a simulation study using subordinated self-similar processes
- The e-MID Interbank Market During the European Sovereign Debt Crisis: a Complex Network Approach
