FiME Summer School on Big Data and Finance

The aim of the summer school is to review some aspects of quantitative methods applied to economics and finance. Particular emphasis will be placed on: methods that make use of massive or high-dimensional data. applications to energy issues, in line with the research themes of the FiME laboratory. Three themes will be highlighted, all of which are particularly relevant to today's world and pose crucial challenges. High Dimensional Econometrics Differential Privacy Market Microstructure The Read more [...]