PHD-EQM

PhD Programme in Economics and Quantitative Methods

Prof. Christian Martin Hennig (Bologna)

20 April - 21 April 2026

Syllabus:

• Historical development of mathematical probability and statistical inference

• Aleatory concepts of probability (incl. foundations of frequentism, randomness)

• Epistemic concepts of probability (incl.

Instructor: Prof Andrea Matranga, University of Torino

Venue: Department of Economics, University of Genova

Room: PhD students' lab

Dates: 3-4 February 2026

Instructor: Professor Frank Riedel, Director of the Center for Mathematical Economics, University of Bielefeld. 

Dates: 16-18 February 2026

Venue: Department of Economics, University of Genova, 

Room: 16-17 February Rooom Passadore - 18 February Aula Genovino in the Morning and Aula Passadore in the afternoon

CFU: 1

4-5 June 2025, online link to lecture 1 - link to lecture 2

ABSTRACT: L'attività didattica si svilupperà su tre temi riguardanti aspetti legati al genere (sesso) nel mercato del lavoro degli insegnanti/ricercatori in un’ottica parzialmente comparativa usando tecniche quantitative.

Instructor: Dr. Laura Lasio, JRC

Dates: 8th and 9th May 2025

Venue: Department of Economics, University of Genova, PhD Rooms

The objective of the course is to introduce the students to the structural econometric methods
used in empirical industrial organization, with a focus on demand estimation. 

Title:         Machine Learning and Explainability
Instructor:     Damiano Verda, damiano.verda@rulex.ai
Credit points (CFU):    1
Lectures: 10 hours
Chapter Readings, Exercises, Literary Review and Final Project: 20 hours
Lectures Period: May 2025

Title: FINANCIAL ECONOMETRICS: MODELLING VOLATILITY AND CORRELATION
PROF THEODORE PANAGIOTIDIS

15-16 January 2025.

COURSE OUTLINE
This course will cover models for volatility, historical volatility, implied volatility models, autoregressive volatility, ARCH models, GARCH models, TGARCH models, EGARCH models, tests for asymmetries in volatility, GARCH in mean, volatility forecasting, stochastic volatility, multivariate GARCH models, BEKK, DCC, extension to the basic multivariate GARCH model. 

Title:  FinTech

June 6 2024

Ugo Colombino & Nizamul Islam, 

Lost Jobs and Optimal Tax-Transfer Reforms.

The paper is an exercise in empirical optimal taxation: looking for tax-transfer reforms in view of new labour marked scenarios possibly induced by technological innovations (fewer jobs, polarization etc.).

Professor Juan Paez_Farrell

Date: 14-16 May 2024 

Venue and Programme to be announced 

Professor Sofronis Clerides 

29 April - 2 May 2024

Venue: TBA

Module Convenors:

Prof. Pietro Terna (Unito) e Dr. Eleonora Priori (Sant'Anna, Pisa)

Lectures on 7  February 2024

7.2A 11-13