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QUANTITATIVE FINANCE
ACTIVITY DESCRIPTION

The research interests of our group are centered on the application of mathematics in the fields of economics, finance, and actuarial science, with a primary focus on quantitative finance. Our research encompasses a broad spectrum of topics, including traditional subjects like derivative securities valuation, financial risk management, and portfolio optimization, as well as contemporary issues related to the "fintech" revolution. This includes the utilization of machine learning methodologies and the exploration of digital currencies.

Research activities are conducted within Qfinlab (https://www.qfinlab.polimi.it) and are manifested not only through the publication of articles in prestigious journals but also in the development of financial education programs (https://www.imparalafinanza.it/) and in outreach activities aimed at professionals in the financial and insurance sectors (https://www.finriskalert.it, https://www.esgcorporatedata.it).

COMPONENTS OF THE GROUP