The quest for a sustainable social finance business model: is peer-to-peer lending the legitimate heir to cooperative banking?

Autor: Eleonora Broccardo, Luca Erzegovesi, Graziano Coller

Publikováno v: Journal of Sustainable Finance & Investment. 11:123-142

In the aftermath of the global financial crisis, concern regarding the social purpose of finance has increased. The role played by peer-to-peer lending (P2PL) seems to resemble the role historicall...

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::980a87d4575a83e864e7cf4ba0754d73
https://doi.org/10.1080/20430795.2019.1706314

Simulation of ECB decisions and forecast of short term Euro rate with an adaptive fuzzy expert system

Autor: Mario Fedrizzi, Flavio Bazzana, Lorenzo Rizzi, Luca Erzegovesi, Nikola Kasabov

Publikováno v: European Journal of Operational Research. 145:363-381

The elaboration of optimal monetary policy strategies, and the statistical estimation of monetary policy rules followed by European Central Bank (ECB) in the new currency area of the Euro, are difficult to follow with the standard statistical models.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::9f60c66d763b02c00888225adc945cf5
https://doi.org/10.1016/s0377-2217(02)00543-x

Hybrid Intelligent Decision Support Systems and Applications for Risk Analysis and Discovery of Evolving Economic Clusters in Europe

Autor: Nikola Kasabov, Mario Fedrizzi, D. Deng, Luca Erzegovesi, A. Beber

Publikováno v: Future Directions for Intelligent Systems and Information Sciences ISBN: 9783790824704
Future directions for intelligent information systems and information sciences

Decision making in a complex, dynamically changing environment is a difficult task that requires new techniques of computational intelligence for building adaptive, hybrid intelligent decision support systems (HIDSS). Here, a new approach is proposed

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::7a8dcdaf3c6acd52fd05141623061d24
https://doi.org/10.1007/978-3-7908-1856-7_17

Rischio e incertezza in finanza: classificazione e logiche di gestione

Autor: Luca Erzegovesi

Il paper si propone di inquadrare i principali approcci elaborati dalla teoria e dalla prassi operativa per definire, misurare e controllare i fenomeni aleatori che interessano gli intermediari finanziari. Nella prima parte si propone uno schema di c

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od_______645::833310470fb4952de99089d7f0ee8d19
http://www.unitn.it/files/download/19362/alea006.pdf

Capire la volatilità con il modello binomiale

Autor: Luca Erzegovesi

Questo lavoro si propone di illustrare i concetti basilari dell'arbitrage pricing degli strumenti finanziari derivati mediante semplici modelli a tempo discreto che non richiedono nozioni di calcolo differenziale. In particolare si analizzano le prop

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od_______645::fb06015b586ff20058fca588f36ab84b
http://www.unitn.it/files/download/19362/alea004.pdf