Quantitative Finance and Insurance

Prof. Regis, within the course of Quantitative Risk Management, has invited Dr. Luca Sitzia (Unicredit) to give a seminar on "Behavioral modeling and artificial intelligence in Financial Risk" on April 21st , from 16.15 to 17.45 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.

The seminar can be attended online on Webex.

More info in the attachment