Pound around the clock. A multivariate news-based model for the global trading day.
|Date||7th March 2007|
|Time||1:00pm - 2:00pm|
|Venue||ICMA Centre, Room G03/04|
From 2006 he is a member of Anset, research group on Time Series Analysis of Italian Statistical Society. His fields of interest are applied econometrics, financial time series analysis, fractal geometry and market microstructure. He holds a Master in Quantitative Methods from the University of Rome Tor Vergata. When he took Italian Laurea in Economics summa cum laude, his final dissertation was published and short-listed for the Angelo Costa's Prize for the best Italian dissertation in Economics. Stefano has received the ?Outstanding distinction? twice at the Giorgio Mortara's Prize of the Bank of Italy in Mathematics and Quantitative Methods for Finance.