Program

Italian version

The educational program comprises 11 Units of 4 hour lectures and 4 hour tutorial each:

Unit I – Stylized facts in financial markets

Unit II - Modellization of multivariate financial indicators with techniques of RMT and information theory

Unit III – Modellization of multivariate financial indicators with techniques of hierarchical clustering and complex networks

Unit IV – Models of statistical dependency

Unit V – Managing of the sovreign risk and stochastic optimization

Unit VI – Elements of Information Theory in Finance

Unit VII – Elements and application of deep learning

Unit VIII – Natural language processing

Unit IX – Applications of quantum mechanics to social and economic systems

Unit X – Subjective probability: theoretical aspects and applications

Unit XI – Dinamics of the order book and algorithmic trading