03 Oct 2019 10:00

Machine Learning for Finance

Aula Informatica, Plesso C2 Campus San Giobbe, Venezia


10:00 Opening addresses
Monica Billio, Head of the Department of Economics (Ca' Foscari University of Venice, Italy)
Marco Corazza (Ca’ Foscari University of Venice, Italy)

10:15 A comparison of Reinforcement Learning algorithms performances in financial trading systems
Corazza Marco, Fasano Giovanni, Gusso Riccardo, Pesenti Raffaele (Ca' Foscari University of Venice, Italy)

10:45 Machine Learning, pricing and risk measures
Cocco Flavio, Rossi Pietro (Prometeia, Italy)

- coffee break -

11:45 Forecasting benchmarks of long-term stock returns via Machine Learning
Kyriakou Ioannis, Parastoo Mousavi, Jens Perch Nielsen (Cass Business School, University Of London, United Kingdom), Michael Scholz (University of Graz, Austria)

12:15 Stock price forecasting over adaptive timescale using Supervised Learning and Receptive Fields
Cimino Mario, Monaco Manilo, Vaglini Gigliola (University of Pisa, Italy)

- lunch –

14:00 Artificial Intelligence, data, ethics: an holistic approach for risks and regulation
Bogroff Alexis, Guegan Dominique (Université Paris 1 Panthéon-Sorbonne, France)

14:30 An investigation of money laundering determinants with Object Oriented Bayesian Networks
De Giuli Maria Elena (University of Pavia, Italy), Resta Marina (University Of Genoa, Italy)

- coffee break –

15:30 Bayesian Global Optimization for Automated Machine Learning in Finance
Archetti Francesco (Consorzio Milano Ricerche, Italy), Candelieri Antonio (University of Milan, Italy)

16:00 Machine Learning for pricing American options in high dimension
Goudenège Ludovic, Molent Andrea, Zanette Antonino (University of Udine, Italy)

16:30 Closing remarks


The attendance is free, but for organizational and space reasons, it is absolutely necessary to communicate the participation to the organizer: prof. Marco Corazza –


The event will be held in Italian

Organized by

Dipartimento di Economia, Centro VERA


Abstracts of papers 65 KB
Locandina 1757 KB

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