Scheduled presentations:

• Robust Sparse Mean-Variance Model for ESG-Aware Investing
  *V. De Simone (University of Campania "Luigi Vanvitelli"), S. Corsaro (University of Naples “Parthenope”,), Z. Marino (University of Naples “Parthenope”,)
• Some Hybrid Models for Risky Asset Forecasting
  *L. Fatone (Università degli Studi di Camerino), F. Mariani (Università Politecnica delle Marche)
• A Study of Financial Crises Similarities in a time-scale domain via Earth Mover’s Distance
  V. Bruni (University of Rome La Sapienza), S. Marconi (University of Rome La Sapienza), B. Vantaggi (University of Rome La Sapienza), *D. Vitulano (University of Rome La Sapienza)
• CNN-based Market Trend Prediction via Space-Filling Curve Representations
  V. Bruni (Sapienza University of Rome), *S. Marconi (Sapienza University of Rome), B. Vantaggi (Sapienza University of Rome), D. Vitulano (Sapienza University of Rome)
• Optimizing Liquidity Provision in Decentralized Exchanges via Physics-Informed Neural Networks
  S. Cuomo (University of Naples "Federico II"), *F. Gatta (Scuola Normale Superiore), V. Vocca (University of Naples "Federico II")
• Counterparty Risk and Value Adjustments in Spark Spread Contracts: A High-Dimensional Approach
  L. Ballestra (University of Bologna), *I. Gallo (University of Bologna), C. Guardasoni (University of Parma), M. Guerra (University of Bologna)