Foto del docente

Silvia Romagnoli

Full Professor

Department of Statistical Sciences "Paolo Fortunati"

Academic discipline: STAT-04/A Mathematical Methods for Economy, Finance and Actuarial Sciences

Director of Second Cycle Degree in Greening Energy Market and Finance

Teaching

Recent dissertations supervised by the teacher.

Second cycle degree programmes dissertations

  • 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