Probability and stochastic processes
People
Linda Altieri
Associate Professor
keywords:
Environmental statistics, Bayesian Inference, Point processes, Entropy
Alessandro Baldi Antognini
Full Professor
keywords:
design of experiments, randomization, Markov chains, adaptive designs, asymptotic inference
Luca Vincenzo Ballestra
Associate Professor
keywords:
mathematical finance, computational finance, derivative pricing, numerical approximation of ODEs and PDEs, dynamical
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Enrico Bernardi
Full Professor
keywords:
Hyperbolic Equations, Gevrey Classes, Cauchy Problem, Stochastic differential equations, Quantitative Finance
Maurizio Brizzi
Associate Professor
keywords:
odds ratio, skewness, risk ratio, kurtosis, letter values, quantile, fuzzy logic
Paolo Foschi
Associate Professor
keywords:
computational finance, cross-section models, linear models estimation, computational statistics
Paolo Guasoni
Full Professor
keywords:
Financial Mathematics, Transaction Costs, Asset Pricing, Portfolio Optimization
Alberto Lanconelli
Full Professor
keywords:
Stochastic differential equations, probabilistic models in biology and finance
Sabrina Mulinacci
Associate Professor
keywords:
semi-rings, fuzzy measure, lack-of-memory property
Pietro Rigo
Full Professor
Daniele Ritelli
Associate Professor
keywords:
Nonlinear ordinary differential equations, Economic Dynamics, Optimization, Hyperlliptic Integrals, Elliptic Integral,
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Silvia Romagnoli
Full Professor
keywords:
copula methods in finance, stochastic calculus, risks' aggregation, Green Finance and weather derivatives
Simone Tiberi
Senior assistant professor (fixed-term)
keywords:
Bayesian hierarchical models, Missing data and latent variables, MCMC, Hidden Markov model, Stochastic models and
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Lorenzo Torricelli
Associate Professor
keywords:
Stochastic option pricing models, Derivative valuation, Stochastic time changes, Lévy processes and semimartingales
Maroussa Zagoraiou
Associate Professor
keywords:
Sequential designs for comparative experiments, Statistical applications to clinical trials, Optimal design theory,
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