Public seminar 14 june 2021 - Massimiliano Frezza

Tuesday, 8 June, 2021

Notice of public seminar by Dr. Massimiliano Frezza
pursuant to art. 11, paragraph 1, lett. k) of the Statute for the proposal to call a Fixed-term Researcher type A
for the scientific-disciplinary sector SECS-S/06, competition sector 13/D4

Following the publication on the Transparency portal of the “Sapienza” University of Rome website of the D.D. rep. 27/2021 protocol n. 381 of 18.05.2021, with which the acts relating to the selection procedure for the recruitment of n. 1 researcher with a fixed-term employment relationship of type "A" SC 13/D4 SSD SECS-S/06 - at the Department of Methods and Models for Economy, Territory and Finance - we inform you that on 14 June 2021, at 9:30 am, Dr. Massimiliano Frezza will hold, in the Amintore Fanfani Room of the Department, the seminar pursuant to art. 11, paragraph 1, lett. k) of the Statute on research activities carried out and in progress.

Seminar title: (Multi) fractional models and financial markets.

The main (multi) fractional models proposed to describe and model the dynamics of the financial markets, notably those of prices and equity indices, will be illustrated. The most significant results achieved by the candidate in the course of his research activity will be presented and the current and future line of development will be outlined. 

Si illustreranno i principali modelli (multi)frazionari proposti per descrivere e modellare le dinamiche dei mercati finanziari, segnatamente quelle di prezzi e indici azionari. Verranno presentati i risultati più significativi conseguiti dal candidato nel corso della propria attività di ricerca  e verrà delineata la linea di sviluppo attuale e futura.

The seminar can also be followed remotely by accessing the following link:

Rome, 08 June 2021

© Università degli Studi di Roma "La Sapienza" - Piazzale Aldo Moro 5, 00185 Roma