Dissertation topics suggested by the teacher.
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