Dear All,

I inform that on December 18, 2020, the

*Remote 2nd One-Day Workshop on Machine Learning for Finance*

will be streamed via the Zoom platform offered by the Department of Economics of the Ca' Foscari University.

For receiving the meeting’s address, ID and passcode, it is necessary to communicate the email address of the attendee to the email address corazza@unive.it.

Below, a tentative program of the workshop.

*MORNING* - 09:50-10:00: Openings - 10:00-10:30: E. Vittori, M. Trapletti, M. Restelli: "Option hedging with risk averse Reinforcement Learning" - 10:30-11:00: G. Anese, M. Corazza, M. Costola, L. Pelizzon: "Impact of market sentiment on stock return and volatility" - 11:00-11:30: E. Barucci, M. Bonollo, F. Poli, E. Rroji: "A machine learning algorithm for stock picking built on information based outliers" - 11:30-11:45: Break - 11:45-12:15: I. Kyriakou, P. Mousavi, J.P. Nielsen, M. Scholz: "Short-term exuberance and long-term stability: A simultaneous optimisation of stock return predictions for short and long horizons" - 12:15-12:45: A. Flori, D. Regoli: "Revealing pairs-trading opportunities with Long Short-Term Memory Networks" - 12:45-14:15: Break

*AFTERNOON* - 14:15-14:45: M. Azzone, E. Barucci, G. Giuffra, D. Marazzina: "A Machine Learning model for lapse prediction in life insurance contracts" - 14:45-15:15: Oleksandr Castello, M. Resta: "Parsimonious yield curve models on the trial: An application to BRICs countries" - 15:15-15:45: G. Amici, M. Bianchetti, F. Brina, B. Lari, M. Mezzetti, A. Peroni, P. Rossi: "Deep Learning from market data" - 15:45-16:00: Break - 16:00-16:30: L. W. Cong, K. Tang: "AlphaPortfolio: Single-step portfolio construction through Reinforcement Learning and economically interpretable AI" - 16:30-17:00: E. Vittori, M. Bernasconi, F. Trovò, M. Restelli: "Dealing with transaction costs in portfolio optimization: Online gradient descent with momentum" - 17:00-17:30: G. di Tollo, J. Andria, S. Ghilardi: "Gender analysis and attention to gender: An experimental framework" - 17:30-17:40: Closings

Best regards, Marco Corazza