Giacomo Bormetti
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Associate Professor
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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
Year:
2024
Year:
2022
Year:
2022
Year:
2020
Year:
2020
Collaborators (3)
Giuseppe Buccheri
Assistant Professor
University of Verona
Silvia Romagnoli
Full Professor
University of Bologna
Fulvio Corsi
Associate Professor
University of Pisa
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