Silvia Centanni

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E-mail
silvia|centanni*univr|it <== Replace | with . and * with @ to have the right email address.
Not present since
April 4, 2014
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Skills
Topic Description Research area
MSC 62M20 - Prediction; filtering Forecasting and filtering techniques of the signal such as, for instance, the Kalman filter; prediction, smoothing and filtering techniques based on Monte Carlo simulation, such as particle filtering and sequential Monte Carlo. Quantitative Methods for Economics
Inference from stochastic processes
MSC 62P05 - Applications to actuarial sciences and financial mathematics Risk modelling in insurance and finance, in particular credit risk with the development of credit scoring models and algorithms; calibration of the probabilities of defaults; market segmentation. Quantitative Methods for Economics
Applications
MSC 65C05 - Monte Carlo methods Monte Carlo methods for estimating and predicting dynamic models, such as Markov chain Monte Carlo, particle filters and sequential Monte Carlo. Applications of these methods to economic and financial field. In particular, applications for the numerical solution of stochastic differential equations forward-backward. Also covers Longstaff-Schwartz regression methods for the solution of Snell envelopes and applications in the counterparty risk field. Quantitative Methods for Economics
Probabilistic methods, simulation and stochastic differential equations
MSC 91G60 - Numerical methods (including Monte Carlo methods) Quantitative Finance
Mathematical finance
MSC 91G70 - Statistical methods, econometrics Statistical and econometric methods for the analysis and modelling (data science) of economic and social data; machine learning techniques for the analysis of large data bases; development of statistical software. Quantitative Finance
Mathematical finance



Other positions held
  • Assistant Professor from 10/1/06 to 2/28/10 Department of Economics [Department deactivate from 5/24/10. Confluito nel nuovo dipartimento di Scienze Economiche]
  • Assistant Professor from 3/1/10 to 9/30/16 Department Economics
  • Temporary Professor from 7/20/06 to 4/4/14 Faculty of Economics and Management
Office Collegial Body
member Consiglio dei Corsi di Laurea e Laurea Magistrale con sede a Verona

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