Giacomo Bormetti

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Associate Professor

University of Bologna
Country flagItaly

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About

Dr. Giacomo Bormetti is an Associate Professor at the Università di Bologna, Italy. His research focuses on temporal networks, random grids, sentiment dynamics, option pricing, and high-frequency covariance dynamics, as reflected in his recent publications. He has contributed significantly to the fields of stochastic volatility models and time-varying parameter models.

Recent Grants

Grant: Close

Novel tools for the quantitative analysis of financial time series

Open Date: 2014-07-01

Close Date: 2015-10-01

Grant: Close

Modeling volatility and correlations for risk management

Open Date: 2011-06-01

Close Date: 2012-06-01

Articles (6)

Year:

2024

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2024

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2022

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2022

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2020

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2020

Collaborators (3)

Giuseppe Buccheri

Assistant Professor

University of Verona

ITALY
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Silvia Romagnoli

Full Professor

University of Bologna

ITALY
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Fulvio Corsi

Associate Professor

University of Pisa

ITALY
View details
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