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 <https://www.arpm.co/>, 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 -- http://disa.uniroma3.it/qfw2018/ -- 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/