Luca Trapin

Thesis Requests – Master’s Degree
To be supervised during the preparation of your thesis, please send a request via email at least 6 months before the deadline set in the academic calendar for uploading the final thesis.

Topics of interest for a Master's thesis:

• Demand forecasting
  Study and implement statistical or machine learning models to predict demand over time.
  Applications include energy, retail, and transportation sectors.
  Electricity consumption is a key focus due to ongoing research projects.

• Statistical models for extreme events
  Analyze rare but impactful phenomena using Extreme Value Theory and related tools.
  Applications include financial crashes, climate extremes, and records.
  Emphasis on inference, prediction, and risk quantification.

• Causal inference in time series settings
  Develop methods to identify causal relationships in time series data.
  Applications in business decisions and policy evaluation.

• Factor models for the cross-section of financial returns
  Explore how common latent factors explain differences in asset returns.
  Use statistical and machine learning tools for estimation and inference.

• Generative AI for cyber risk
  Investigate how generative models (e.g., GANs, VAEs) can simulate cyber attack scenarios.
  Aim to enhance risk assessment and defense strategy design.