Alessia Cafferata
Ricercatore/Ricercatrice a tempo determinato di tipo A
- Dipartimento di Management
- SSD: SECS-S/06 - metodi matematici dell'economia e delle scienze att. e finanz.
- ORCID: orcid.org/0000-0003-3618-9020
Contatti
Presso
- Department of Management
- Dipartimento di Management
- Corso di studio in Economia Aziendale
- Corso di studio in Finanza Aziendale e Mercati Finanziari
Curriculum vitae
Curriculum Vitae
(0.3 MB) Pubblicazioni selezionate
Alessia Cafferata, , , Marwil J Dávila-Fernandez, , , Serena Sordi (2021)
Seeing what can(not) be seen: Confirmation bias, employment dynamics and climate change.
https://iris.unito.it/handle/2318/1795387
Cafferata A , Davila-Fernandez M J , Sordi S (2021)
(Ir)rational explorers in the financial jungle: Modelling Minsky with heterogeneous agents.
https://iris.unito.it/handle/2318/1815498
Agosto A , Cafferata A (2020)
Financial bubbles: A study of co-explosivity in the cryptocurrency market.
https://iris.unito.it/handle/2318/1759030
Cafferata A , Tramontana F (2019)
A financial market model with confirmation bias.
https://iris.unito.it/handle/2318/1759022
Cafferata Alessia, Giribone Piergiuseppe, Resta Marina (2017)
The effects of negative nominal rates on the pricing of American Calls: some theoretical and numerical insights.
https://iris.unito.it/handle/2318/1759024
Cafferata Alessia, Giribone Piergiuseppe, Neffelli Marco, Resta Marina (2017)
Yield Curve Estimation Under Extreme Conditions: Do RBF Networks Perform Better? Neural Advances in Processing Nonlinear Dynamic Signals. DOI: 10.1007/978-3-319-95098-3_22
Corsi di insegnamento
- MATEMATICA PER L'AZIENDA B (lettere E-N) - MODULO MATEMATICA FINANZIARIA B (MAN0580B)
Corso di studio in Economia Aziendale - MATEMATICA PER L'AZIENDA C (lettere O-Z) - MODULO MATEMATICA FINANZIARIA C (MAN0580B)
Corso di studio in Economia Aziendale
Temi di ricerca
Her research interests include nonlinear dynamics in macroeconomics and financial markets, behavioural finance and economics, computational economics and machine learning techniques.
Current research topics also concern sentiment dynamics on climate change and behavioural learnin equilibria.
Progetti di ricerca