EURO Summer Institute

Decision-making under uncertainty for commodities and financial markets

15-25 September 2024

Ischia (Naples) Italy

Important Dates

Submission 

Extended to May 30, 2024

Acceptance

June 20, 2024

Summer Institute

15-25 September 2024

Contact

esi2024@unibg.it 


Speakers

Title of the lecture: Optimal decisions in financial derivatives markets.

Title of the lecture: Artificial Intelligence and Machine Learning models in Financial Markets.  

Title of the lecture: The L-Shaped Method for Stochastic Programs with Endogenous Uncertainty. 

Title of the lecture: Stochastic dominance in portfolio optimization.

Title of the lecture: Asset liability management under sequential stochastic dominance constraints.

Title of the lecture: Solving dynamic problems in finance and economics: challenges and discussions.

Title of the lecture: Optimal insurance under model risk and climate change.

Title of the lecture: Machine learning techniques in optimization, with applications in finance.

Title of the lecture: Advances in portfolio selection under

ambiguity in prices and risk measures.