[Random] Luiss seminar, dott. Marco Bianchetti - second

Dear all,

on October 18 at 12 in Room 207, Marco Bianchetti, Intesa SanPaolo, Head of Fair value policy will give the following seminar:

Title: "Bitcoin, Brexit and other Bubble Stories - Evidence from Quantitative Models"

Abstract "We develop a bubble detection methodology based on a combination of quantitative models, calibration approaches, global stochastic optimization algorithms, and sentiment analysis. We apply such methodology to a variety of financial data related to cryptocurrency, Brexit and tech bubbles, confirming ex-ante a number of bubble events actually observed ex-post."