Riccardo Gomiero

Final Dissertation: "Assessing Systematic Strategies by Controlling Specific Risk. The North America Multifactor Portfolio Case" Core courses: -Analytical and Stochastic Methods -Numerical Methods -SDE-Stochastic Differential Equations -System Identification and Data Analysis -Stochastic Methods for Finance The Master’s degree captures the evolution of professional engineers proposing an advanced study program that combines both solid fundamental knowledge of physical processes and deep theoretical and technological competences. It provides students with a multidisciplinary high-level education lying between engineering and applied mathematics, giving them advanced skills in the field of mathematical modelling of physical or financial processes together with advanced computational engineering expertise.

Exchange Program, Paris (France). Core courses: -Machine Learning and Credit Scoring -Investment management in Credit Markets -FX Markets -Trading platform -Credit and Model Risk -Calibration of financial models The Financial engineering & Quantitative finance Major teaches all the skills necessary to understand and master the complexity of modern financial markets. It takes into account the reality and trends of the modern banking industry and financial markets. An important part of the major is the teaching of the methods and techniques of modern Fintec, including the use of AI and machine learning.

Final Dissertation: “Analysis of the Lotka-Volterra non-linear population model”. Core courses: -Mathematical Analysis (I and II) -Probability -Data Structures and Algorithms -Telecommunications Network -Systems and Models The Department of Information Engineering has more than 110 faculty members and approximately 4.000 undergraduate and postgraduate students, more than 90 Ph.D. students and post-doctoral fellows doing research in Information Engineering, including the areas of Electronics, System Theory and Automation, Telecommunications, Computer Engineering.