Guido Gazzani




    I am a second-year Ph.D. student jointly supervised by Christa Cuchiero and Irene Klein.
    My current research interests are Machine learning in Finance and Model uncertainty in Finance.
    See my CV for further details.




    Working papers:

    "Risk measures under model uncertainty: a Bayesian viewpoint" , joint work with C. Cuchiero and I. Klein.


    "Universal signature-based models: theory and calibration" , joint work with C. Cuchiero and S. Svaluto-Ferro.




    Teaching:

    Winter semester 2021, University of Vienna:   Exercise class in Mathematics 1 (page of the course).


    Summer semester 2021, University of Vienna:   Exercise class in Analysis (page of the course).


    Winter semester 2020, University of Vienna:   Exercise class in Mathematics 1 (page of the course).


    Summer semester 2020, University of Vienna:   Exercise class in Analysis (page of the course).


    Summer semester 2018, University of Turin:   Exercise class in Analysis.




    Talks:

    1 September 2021, 14th European Summer School in Financial Mathematics, Edimburgh, United Kingdom.


    25 June 2021, 10th General AMaMeF Conference, University of Padova, Italy.


    3 June 2021, Doc in Progress, University of Trento, Italy.


    26 May 2021, Vienna Seminar in Mathematical Finance and Probability, University of Vienna, Austria.


    22 December 2020, Welcome Home, University of Turin, Italy.


    20 December 2019, Welcome Home, University of Turin, Italy.


    11 December 2019, Brown Bag Seminar, WU Wien, Austria.


    29 November 2019, Wien-Zurich Symposium for young researchers in Financial Mathematics, TU Wien, Austria.


    4 October 2019, Freiburg-Wien-Padova-Zurich Workshop, ETH Zurich, Switzerland.




    Summer schools:

    September 2021, 14th European Summer School in Financial Mathematics, Edimburgh, United Kingdom.


    September 2020, 13th European Summer School in Financial Mathematics, Vienna, Austria.


    June 2019, YUIMA Summer School on Computational and Statistical Methods for Stochastic Process , Brixen, Italy.


ProfilePicture

Department of Statistics and Operation Research (ISOR)
Kolingasse 14-16, Office 5.49
1090 Vienna, Austria.

Contacts:

E-mail: guido.gazzani@univie.ac.at
Skype: live:guidogazzani