Kind All, I'm glad to send you the program of the Remote *3rd One-Day International Workshop onMACHINE LEARNING FOR FINANCE* (*https://www.unive.it/data/agenda/3/55613 <https://www.unive.it/data/agenda/3/55613>*). For receiving the *Zoom address*, *ID* and *passcode*, it is necessary to communicate the email address of the attendee to corazza@unive.it. I hope to see you at the workshop! The warmest regards, Marco Corazza ***** ***** ***** MORNING ***** ***** ***** 08:50-09:00 - Openings 09:00-09:30 - He X., Cong L. W., Feng G., He J.: "Asset pricing with Panel Trees under global split criteria" 09:30-10:00 - Barbopoulos L. G., Dai R., Putniņš T., Saunders J. A.: "Market Efficiency in the age of Machine Learning" 10:00-10:30 - Caliciotti A., Corazza M., Fasano G.: "Regression models and Machine Learning approaches for Bitcoin price forecast" 10:30-11:00 - Kumar P.: "Deep Hawkes process for high-frequency market making" 11:00-11:15 - Break 11:15-11:45 - Al-Ameer A., Alshehri K.: "Conditional Value-at-Risk for quantitative trading: A Direct Reinforcement Learning approach" 11:45-12:15 - Carrillo Menéndez S., Hassani B.: "Expected Shortfall reliability – Added value of traditional statistics and advanced Artificial Intelligence for market risk measurement purposes" 12:15-12:45 - Daluiso R., Nastasi E., Pallavicini A., Polo S.: "Reinforcement Learning for options on target volatility funds" 12:45-13:15 - Dell’Era M.: "Local volatility and Hopfield Neural Network" 13:15-13:45 - Break ***** ***** ***** AFTERNOON ***** ***** ***** 13:45-14:15 - Goudenège L., Molent A., Zanette A.: "Moving average options: Machine Learning and Gauss-Hermite quadrature for a double non-Markovian problem" 14:15-14:45 - Jaydip S., Dutta A., Mehtab S.: "Portfolio optimization using Deep Learning models - A comparative study of risk-based portfolio design approaches" 14:45-15:15 - Lillo F., Livieri G., Marmi S., Solomko A., Vaienti S.: "Analysis of bank leverage via dynamical systems and deep neural networks" 15:15-15:45 - Scholz M.: "Forecast combinations for benchmarks of long-term stock returns using Machine Learning methods" 15:45-16:00 - Break 16:00-16:30 - Ameridad B., Cattaneo M., Luciano E., Kenett R.: "AI and Adversarial AI in insurance: Background, examples and future implications" 16:30-17:00 - Gnoatto A., Picarelli A., Reisinger C.: "Deep XVA Solver - A Neural Network based counterparty Credit Risk management framework" 17:00-17:30 - Mansouri S., Momtaz P. P.: "Financing sustainable entrepreneurship: ESG measurement, valuation, and performance in token offerings" 17:30-18:00 - Modina M., Zedda S.: "A quantitative identification and description of the default syndromes affecting the Italian SMEs" 18:00-18:10 - Closings -- Marco Corazza, Ph.D. Department of Economics - Ca' Foscari University of Venice San Giobbe, Cannaregio 873 - 30121 Venezia, Italy Mobile: (+39) 366 602-9134 Phone: (+39) 041 234-6921 Fax: (+39) 041 234-7444 E-mail: corazza@unive.it Editor-in-Chief: Mathematical Methods in Economics and Finance - www.unive.it/m2ef --