Agenda
Registration & Welcome Coffee
h. 10:00 - 10:30
Optimization Problems in Energy Economics and Finance
h 10.30 - 11.15
Rüdiger Frey
Full Professor of Mathematics and Finance at the Vienna University of Economics and Business
Algorithmic trading examples in commodities market
h. 11.15 – 12.00
Giulia Terenzi
Quantitative Analyst for Algorithmic Trading at ENEL Global Trading
Robust Hedging GANs: Towards Automated Robustification of Hedging Strategies
h. 12.00 - 12.45
Blanka Horvath
Associate Professor in Mathematical and Computational Finance at the Mathematical Institute of the University of Oxford
Lunch
h. 13:00 – 14:30
Risk Overlay
h. 15:15 – 16:00
Paola Mosconi
Business Director IMI Corporate & Investment Banking Division at Intesa Sanpaolo