Agostino Capponi
Publications
Networks, Systemic Risk, Financial Stability
Fintech and Market Microstructure
Machine Learning and AI in Finance
Counterparty Risk and Derivatives Pricing
Portfolio Selection and Stochastic Control
Book Chapters, Practitioner and Policy Papers
Old Work
Books
Students
Teaching
Grants/Awards
Software
Shihao Yu,
June 2022-Present. Project
: Microstructure of Exchanges and Machine Learning in Finance.
Books
Machine Learning and Data Sciences for Financial Markets: A Guide to Contemporary Practices
(edited with C. A. Lehalle).
Cambridge University Press
, 2023.