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Dynamic Models

Luca Vincenzo Ballestra

Associate Professor

  • Efficient computational methods for pricing financial options
  • Insurance contracts and credit risk derivatives
  • Spatial models of economic growth


Silvia Bianconcini

Associate Professor

  • Approximate likelihood inference
  • Structural equation models
  • Signal extraction/trend-cycle estimation
  • Longitudinal data analysis
  • Generalized linear models


Ignazio Drudi


  • Textual analysis of message posted on social network
  • Income and wealth distribution, inequality and democracy
  • Sentiment analysis
  • Agent based models


Alessandra Luati


  • Locally stationary stochastic processes
  • Frequency domain analysis
  • Score driven models


Daniele Ritelli

Associate Professor

  • Ordinary differential equations- elliptic functions and integrals
  • Special functions
  • Bessel and hypergeometric


Giulia Spaletta

Associate Professor

  • Numerical analysis- approximation of differential equations and of experimental data - symbolic and numerical calculus with Mathematica