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Seminar "Behavioural Modeling and Artificial Intelligence in Financial Risk"

Friday, April 28, 2023 16:00
Published: Friday, April 21, 2023

Prof. Regis, within the course of Quantitative Risk Management, has invited Dr Luca Sitiza (Unicredit) to give a seminar on "Behavioral modeling and artificial intelligence in Financial Risk" on April 28th 2023, from 16.00 to 17.00 in Aula Corradetti (Scuola di Management ed Economia, corso Unione Sovietica, 218bis - Torino).

Luca Sitzia works in UniCredit since 2012 as Financial Risk Modeler. He holds a PhD in Statistics and Finance at Turin University and a master at Paris Marne-La-Vallée; he cooperates with several universities holding lessons and seminars. He works on financial models for pricing, valuation adjustments, counterparty risk, prudent valuation and behavioral models, exploring applications of advanced analytics and machine learning techniques.


Last update: 21/04/2023 15:42
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