EURO Summer Institute
Decision-making under uncertainty for commodities and financial markets
15-25 September 2024
Ischia (Naples) Italy
Important Dates
Submission
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 and the Cyprus Academy of Sciences, Letters and Arts.
Title of the lecture: Advances in portfolio selection under
ambiguity in prices and risk measures.
List of Participants
Ahmed Alqubaisi, Khalifa University.
Hossein Babazadeh, Norwegian University of Science and Technology.
Paolo Beatrici, University of Bergamo.
Jurgita Černevičienė, Kaunas University of Technology.
Neděla David, Technical University of Ostrava.
Giuseppina Dello Ioio, University of Napoli "Parthenope".
Jiali Deng, University of Copenhagen.
Vincenzo Di Sauro, University of Napoli "Parthenope".
Francesco Giliberto, Vrijie University of Amsterdam.
Sergio Hoffmann, University of Roma "La Sapienza".
Montree Jaidee, University of Southampton.
Mikkel Lassen Johansen, Technical University of Denmark.
Monika Kalatova, Charles University of Prague.
Marcin Kot, University of Warsaw.
Rajmadan Lakshmanan, Technical University of Chemnitz.
JinLong Li, Corvinus University of Budapest.
Lucia Ludovici, University of Roma "La Sapienza".
Dario Nicola Marchese, University of Bergamo.
Diego Maria Pinto, CNR-IASI.
Andrea Spinelli, University of Bergamo.
Kevyn Stefanelli, University of Roma "La Sapienza".
Ilaria Stefani, University of Milano-Bicocca.
Victor Hugo Vidigal Correa, University of Modena and Reggio Emilia.
Heng Zhang, University of Paris-Saclay.
Xiang Zhao, University of Southampton.