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."
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