[Random] Luiss seminar, dott. Marco Bianchetti

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."