Silvia Romagnoli

Tesi di Laurea Magistrale

• A comparison between Probabilistic and Conformal Prediction:Machine Learning models to forecast prediction intervals of the Italian Spark Spread
• A copula-based approach for the pricing of Energy Quanto Options
• Assessing the Effects of Climate Risk on Firm's Probability of Default
• Assessing the sustainability of highway expansion: evaluating traffic growth, induced demand, and greenhouse gas emissions using stochastic forecasting
• Asset Allocation Methods using Machine Learning and Forecasted Volatility: An Empirical Analysis based of the S&P 500
• Bermudan Swaption Pricing under the Cheyette Model.
• clustering stocks by esg criteria: financial performance implications
• Commercial Cross Border Electricity Flow Forecasting Under The EUPHEMIA Setting: The Case Of Germany
• Considering Investors with Different Green Preferences in the Decarbonisation of Financial Markets: a Mean-Field Game Approach
• Corporate Sustainability: Advantages and Resilience of Stock Performance
• developing a temperature risk model for climate resilience in infrastructure: the esa4 project case study
• energy uncertainty news connectedness analysis: visegrad group behaviour
• Equity Characteristic-based Factor Models applied for Portfolio Strategies
• Evaluating Risk Measures: A Comparative Analysis of Value at Risk (VaR) and Expected Shortfall (ES)
• Evaluation of NYSE and Nasdaq stock portfolios constructed for different ESG level criteria
• extraction method of actionable signals using technical analysis tools
• Forecasting Gas-CHP Power Plant Generation: A Comparative Analysis of Time Series and Machine Learning Models
• Forecasting Unemployment in Poland with the Implementation of Exogenous Variables
• Green Finance e Decarbonizzazione: Analisi di Impatto della Transizione Energetica sulla Crescita Economica
• Implications of the Energetic Transition: A Comprehensive Literature Review
• Introduction of IReF: The development of an integrated system for achieving harmonised supervisory reporting in the European Union
• Long-term Sustainable Investments and environmental perspectives
• Machine Learning Forecasting of Day-Ahead Power Prices
• Métamodélisation ALM
• Mitigating non-performance risk in insurance contracts: models and measures
• Modeling Interest Rate Curves Under Climate Scenarios: A Neural Network Approach.
• modelli responsabili e sostenibili: opportunità e criticità nella finanza moderna
• Optimizing Machine Learning Models for Residential Demand Forecasting in the Context of Renewable Energy Communities
• Performance Analysis of Short Straddles on the S&P 500: Identification of Price Determinants and Assessment of Profitability
• Pricing CAT futures in a stochastic volatility setting: an extension to the Italian weather market
• Stochastic Dual Dynamic Programming and Portfolio Optimization
• The Energy Market Transition in Europe: Case Studies of Spain and UK
• Transition and Physical Risks Impact on the Conditional Loss Distribution: A Copula-Based Climate Extended Risk Model Approach
• Volumetric analysis of wind power production for Power Purchase Agreement (PPA) purposes