EURO Summer Institute
Decision-making under uncertainty for commodities and financial markets
15-25 September 2024
Ischia (Naples) Italy
Important Dates
Submission
Extended to June 10, 2024
Acceptance
July 7, 2024
Summer Institute
15-25 September 2024
Contact
esi2024@unibg.it
Speakers
Jörgen Blomvall, Linkoping University, Sweden.
Title of the lecture: Optimal decisions in financial derivatives markets.
Rita Laura D'Ecclesia, Sapienza University of Rome, Italy.
Title of the lecture: Artificial Intelligence and Machine Learning models in Financial Markets.
Mike Hewitt, Loyola University Chicago, USA.
Title of the lecture: The L-Shaped Method for Stochastic Programs with Endogenous Uncertainty.
Milos Kopa, Charles University, Prague, Czech Republic.
Title of the lecture: Stochastic dominance in portfolio optimization.
Francesca Maggioni, University of Bergamo, Italy.
Title of the lecture: Bounds and approximations for sequential optimization problems under uncertainty.
Bernardo Pagnoncelli, SKEMA Business School, France.
Title of the lecture: Solving dynamic problems in finance and economics: challenges and discussions.
Georg Ch. Pflug, University of Vienna, Austria.
Title of the lecture: Optimal insurance under model risk and climate change.
Alois Pichler, Technical University of Chemnitz, Germany.
Title of the lecture: Machine learning techniques in optimization, with applications in finance.
Stavros Zenios, University of Cyprus, Cyprus.
Title of the lecture: Advances in portfolio selection under
ambiguity in prices and risk measures.