Dear Colleagues,

on 24 January 2018 from 9:30 to 13:00  (Aula 8, Department of Business Studies-Roma Tre University, Via Silvio D'Amico, 77 -00145, Roma ), Dr. Angela Loregian, senior researcher at ARPM, will hold a min-workshop on "Advanced statistical techniques across disparate asset classes" (http://disa.uniroma3.it/wp-content/uploads/2017/03/ARPM-mini-workshop-A3.pdf).
The attendance of the course is free, but for organizational reasons it is necessary to register by sending an email to francesco.cesarone@uniroma3.it with the following subjects: 
Name Surname - ARPM mini-workshop.

About the Program. We introduce the concept of "risk driver" and "invariant“, illustrating:
- the asset-specific art of building risk drivers across the financial markets
- the asset-agnostic science of applying statistics (econometrics and machine learning) to extract the invariants and estimate their joint distribution. Then, we translate the above statistical analysis into the asset-specific joint distribution of instrument returns.

We look forward to meeting you in Roma Tre!
 
Best regards,
Francesco Cesarone

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Francesco Cesarone - Ph.D.
Ricercatore - Assistant Professor
Facoltà di Economia
Dipartimento di Studi Aziendali
Università Roma Tre
Via Silvio D'Amico, 77
00145 - Roma
tel:   +39 06 57335744
Skype: francesco.cesarone
email: francesco.cesarone@uniroma3.it
Studio n. 20 piano V
WWW: http://host.uniroma3.it/docenti/cesarone/