Research output per year
Research output per year
Personal profile
Expertise
- Quantitative Risk Management
- Mathematical Finance
- Stochastic Analysis
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Robust financial calibration: a Bayesian approach for neural SDEs
Cuchiero, C., Flonner, E. & Kurt, K., 10 Sept 2024.Publication: Working/Discussion Paper › Working Paper/Preprint
Open AccessFile42 Downloads (Pure) -
Affine multiple yield curve models
Cuchiero, C., Fontana, C. & Gnoatto, A., 2019, In: Mathematical Finance. 29, 2, p. 568 - 611Publication: Scientific journal › Journal article › peer-review
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Markovian lifts of positive semidefinite affine Volterra-type processes
Cuchiero, C. & Teichmann, J., 2019, In: Decisions in Economics and Finance. 42, p. 407-448Publication: Scientific journal › Journal article › peer-review
Open AccessFile30 Downloads (Pure) -
Probability measure-valued polynomial diffusions
Cuchiero, C., Larsson, M. & Svaluto-Ferro, S., 2019, In: Electronic Journal of Probability.Publication: Scientific journal › Journal article › peer-review
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Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio
Cuchiero, C., Schachermayer, W. & Wong, T.-K. L., 2018, In: Mathematical Finance.Publication: Scientific journal › Journal article › peer-review
Activities
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Quantitative Finance Workshop 2019, Zurich
Cuchiero, C. (Organiser)
2019Activity: Event participation/organisation › Organisation of conference/workshop/congress
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Rough covariance modeling - theory and empirics
Cuchiero, C. (Speaker)
11 Dec 2018 → 14 Dec 2018Activity: Talk or presentation › Science to science
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Rough affine covariance models
Cuchiero, C. (Speaker)
8 Nov 2018Activity: Talk or presentation › Science to professionals/public
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Calibration of financial models using neural networks
Cuchiero, C. (Speaker)
31 Oct 2018Activity: Talk or presentation › Science to science
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Infinite dimensional polynomial processes
Cuchiero, C. (Speaker)
13 Oct 2018Activity: Talk or presentation › Science to science
Projects
- 2 Finished
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Dynamic uncertainty modeling
Cuchiero, C. (PI - Project head)
2/01/18 → 31/12/21
Project: Research funding
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Macroprudential bank regulation: a continuous time approach
Cuchiero, C. (PI - Project head)
2/07/17 → 30/12/21
Project: Research funding