Guido Gazzani B.Sc. M.Sc.

PRAE DOC UNIVERSITY ASSISTANT

I am a second-year Ph.D. student jointly supervised by Christa Cuchiero and Irene Klein.

 

WEBSITE

CURRICULUM VITAE

RESEARCH ACTIVITIES

COURSES

 

Office hour:
upon request

MAIN RESEARCH INTERESTS

  • Machine learning in Finance
  • Model uncertainty in Finance

RESEARCH ACTIVITIES

  • Working papers
    • "Risk measures under model uncertainty: a Bayesian viewpoint" joint work with C. Cuchiero and I. Klein.
    • "A polynomial (and affine) approach to universal calibration of Sig-SDEs models" joint work with C. Cuchiero and S. Svaluto-Ferro.

  • Talks
    • December 2020, Welcome Home, University of Turin, Italy.
    • October 2019, Freiburg-Wien-Padova-Zurich Workshop, ETH Zurich, Switzerland.
    • November 2019, Wien-Zurich Workshop, TU Wien, Austria.
    • December 2019, Brown Bag Seminar, WU Wien, Austria.
    • December 2019, Welcome Home, University of Turin, Italy.

  • Conferences
    • September 2020, 13th European Summer School in Financial Mathematics, Vienna, Austria.
    • June 2019, YUIMA Summer School on Computational and Statistical Methods for Stochastic Process, Brixen, Italy.