Dear all, 

on October 18 at 12 in Room 207, Marco Bianchetti,   Unicredit, Head of Fair valuation and Financial risk models

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."

--

Sara Biagini, Professor of Mathematical Finance
Department  of   Economics and Finance
LUISS Guido Carli
Address: viale Romania, 32  -   00197 Roma
Web: http://sites.google.com/site/sarabiagini/
 

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